CPSJ vs TSCM
Comparison between CALAMOS S&P 500 STRUCTURED ALT PROTECTION ETF - JULY (CPSJ, ETF) and TimesSquare Quality Mid Cap Growth ETF (TSCM, ETF).
CPSJ vs TSCM - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
CPSJ
$41M
TSCM
$41M
Expense Ratio
CPSJ
0.69%
Winner
TSCM
0.55%
Max Drawdown
Winner
CPSJ
5.36%
TSCM
14.87%
Sharpe Ratio
Winner
CPSJ
1.55
TSCM
-0.03
5Y Beta
Winner
CPSJ
0.24
TSCM
1.26
P/E Ratio
CPSJ
N/A
TSCM
53.04
Forward P/E
CPSJ
N/A
TSCM
28.05
5Y EPS CAGR
CPSJ
N/A
TSCM
22.56%
Debt to Equity
CPSJ
N/A
TSCM
42.15%
P/S Ratio
CPSJ
N/A
TSCM
2.43
P/B Ratio
CPSJ
N/A
TSCM
8.22
CPSJ vs TSCM - Historical Returns
Returns include dividend reinvestment.
1M
CPSJ
+0.45%
Winner
TSCM
+2.95%
3M
CPSJ
+2.03%
Winner
TSCM
+6.26%
6M
Winner
CPSJ
+2.85%
TSCM
+0.30%
1Y
CPSJ
+7.52%
TSCM
N/A
Max(CAGR)
Winner
CPSJ
+7.41%
TSCM
+0.69%
CPSJ vs TSCM - Annual Returns (2024 - 2026)
Returns include dividend reinvestment.
| Year | CPSJ | TSCM |
|---|---|---|
| 2026 | +2.55% | +1.31% |
| 2025 | +7.28% | -0.86% |
| 2024 | +4.14% | N/A |
CPSJ vs TSCM Drawdown Comparison
The maximum drawdown for CPSJ was -5.36%, occurring on Apr 8, 2025. Recovery took 57 trading sessions.
The maximum drawdown for TSCM was -14.87%, occurring on Mar 30, 2026. Recovery took 100 trading sessions.
The current CPSJ drawdown is -0.15%. The current TSCM drawdown is -2.97%.
| Rank | CPSJ | TSCM |
|---|---|---|
| #1 | -5.36% Feb 20, 2025 - May 13, 2025 | -14.87% Jan 6, 2026 - Jun 1, 2026 |
| #2 | -1.48% Jul 16, 2024 - Aug 15, 2024 | -2.97% Jun 2, 2026 - Jun 5, 2026 |
| #3 | -1.38% Feb 25, 2026 - Apr 8, 2026 | -1.00% Dec 30, 2025 - Jan 5, 2026 |
| #4 | -1.10% May 16, 2025 - Jun 2, 2025 | N/A |
| #5 | -0.94% Aug 30, 2024 - Sep 16, 2024 | N/A |
| #6 | -0.77% Oct 27, 2025 - Nov 28, 2025 | N/A |
| #7 | -0.74% Dec 16, 2024 - Jan 16, 2025 | N/A |
| #8 | -0.65% Sep 25, 2024 - Oct 14, 2024 | N/A |
| #9 | -0.61% Oct 22, 2024 - Nov 6, 2024 | N/A |
| #10 | -0.61% Jan 24, 2025 - Feb 11, 2025 | N/A |
| #11 | -0.50% Nov 11, 2024 - Nov 25, 2024 | N/A |
| #12 | -0.44% Jun 16, 2025 - Jun 23, 2025 | N/A |
| #13 | -0.42% Jun 10, 2025 - Jun 16, 2025 | N/A |
| #14 | -0.34% Jul 25, 2025 - Aug 8, 2025 | N/A |
| #15 | -0.27% Feb 20, 2026 - Feb 25, 2026 | N/A |
Correlation
Correlation between CPSJ and TSCM is 0.69 which considered as a moderate positive correlation - the stocks show some tendency to move together.
0.69
-101
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