CPSL vs AFSM
Comparison between Calamos Laddered S&P 500 Structured Alt Protection ETF (CPSL, ETF) and FIRST TRUST ACTIVE FACTOR SMALL CAP ETF (AFSM, ETF).
CPSL vs AFSM - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
CPSL
$115M
AFSM
$115M
Expense Ratio
CPSL
0.79%
Winner
AFSM
0.75%
Max Drawdown
Winner
CPSL
3.72%
AFSM
43.54%
Sharpe Ratio
CPSL
0.99
Winner
AFSM
1.54
5Y Beta
Winner
CPSL
0.17
AFSM
1.02
P/E Ratio
CPSL
N/A
AFSM
18.52
Forward P/E
CPSL
N/A
AFSM
13.10
5Y Dividends CAGR
CPSL
N/A
AFSM
17.16%
5Y EPS CAGR
CPSL
N/A
AFSM
11.46%
Debt to Equity
CPSL
N/A
AFSM
17.08%
P/S Ratio
CPSL
N/A
AFSM
1.18
P/B Ratio
CPSL
N/A
AFSM
2.23
CPSL vs AFSM - Holdings Comparison
CPSL and AFSM have 0 common holdings. Overlap is 0.00%
CPSL's top 25 holdings weight is 99.91%. AFSM's top 25 holdings weight is 16.93%.
| Rank | CPSL | AFSM |
|---|---|---|
| #1 | CALAMOS S&P 500 STR ALT PRT ETF-APR (CPSP) - 8.38% | PAR PACIFIC HOLDINGS INC (PARR) - 1.01% |
| #2 | CALAMOS S&P 500 STR ALT PRT ETF-AUG (CPSA) - 8.34% | PENGUIN SOLUTIONS INC (PENG) - 0.98% |
| #3 | CALAMOS S&P 500 STR ALT PRT ETF-OCT (CPSO) - 8.34% | NATIONAL HEALTHCARE CORP (NHC) - 0.98% |
| #4 | CALAMOS S&P 500 STR ALT PRT ETF-NOV (CPSN) - 8.33% | BLUE BIRD CORP (BLBD) - 0.94% |
| #5 | CALAMOS S&P 500 STR ALT PRT ETF-FEB (CPSF) - 8.32% | MATSON INC (MATX) - 0.81% |
| #6 | CALAMOS S&P 500 STR ALT PRT ETF-DEC (CPSD) - 8.32% | AMES NATIONAL CORP (ATLO) - 0.77% |
| #7 | CALAMOS S&P 500 STR ALT PRT ETF-JUL (CPSJ) - 8.32% | LIQUIDIA CORP ORDINARY SHARES (LQDA) - 0.74% |
| #8 | CALAMOS S&P 500 STR ALT PRT ETF-MAR (CPSR) - 8.32% | TRUSTCO BANK CORP N Y (TRST) - 0.71% |
| #9 | CALAMOS S&P 500 STR ALT PRT ETF-SEP (CPST) - 8.32% | KULICKE & SOFFA INDUSTRIES INC (KLIC) - 0.71% |
| #10 | CALAMOS S&P 500 STR ALT PRT ETF-JAN (CPSY) - 8.31% | RIGEL PHARMACEUTICALS INC (RIGL) - 0.68% |
| #11 | CALAMOS S&P 500 STR ALT PRT ETF-JUN (CPSU) - 8.31% | NLIGHT INC (LASR) - 0.66% |
| #12 | CALAMOS S&P 500 STR ALT PRT ETF-MAY (CPSM) - 8.30% | CARPENTER TECHNOLOGY CORP (CRS) - 0.66% |
| #13 | N/A | ETON PHARMACEUTICALS INC (ETON) - 0.65% |
| #14 | N/A | n/a (SPHR) - 0.64% |
| #15 | N/A | APPLE HOSPITALITY REIT INC (APLE) - 0.64% |
| #16 | N/A | GARRETT MOTION INC ORDINARY SHARES NEW (GTX) - 0.62% |
| #17 | N/A | INTERFACE INC (TILE) - 0.62% |
| #18 | N/A | CATHAY GENERAL BANCORP (CATY) - 0.61% |
| #19 | N/A | MERCURY GENERAL CORP (MCY) - 0.61% |
| #20 | N/A | KRYSTAL BIOTECH INC (KRYS) - 0.60% |
| #21 | N/A | KENNAMETAL INC (KMT) - 0.47% |
| #22 | N/A | IES HOLDINGS INC (IESC) - 0.46% |
| #23 | N/A | ZIFF DAVIS INC (ZD) - 0.46% |
| #24 | N/A | n/a (AMAL) - 0.45% |
| #25 | N/A | CONSTELLIUM SE CLASS A (n/a) - 0.45% |
| Total Holdings | 12 | 295 |
CPSL vs AFSM - Historical Returns
Returns include dividend reinvestment.
1M
CPSL
+0.57%
Winner
AFSM
+1.58%
3M
CPSL
+1.48%
Winner
AFSM
+11.93%
6M
CPSL
+2.79%
Winner
AFSM
+15.92%
1Y
CPSL
+6.08%
Winner
AFSM
+35.61%
5Y(CAGR)
CPSL
N/A
AFSM
+10.28%
Max(CAGR)
CPSL
+6.44%
Winner
AFSM
+11.99%
CPSL vs AFSM - Annual Returns (2019 - 2026)
Returns include dividend reinvestment.
| Year | CPSL | AFSM |
|---|---|---|
| 2026 | +2.95% | +22.81% |
| 2025 | +6.49% | +9.99% |
| 2024 | +2.32% | +10.93% |
| 2023 | N/A | +22.85% |
| 2022 | N/A | -17.86% |
| 2021 | N/A | +27.36% |
| 2020 | N/A | +8.73% |
| 2019 | N/A | +2.63% |
CPSL vs AFSM Drawdown Comparison
The maximum drawdown for CPSL was -3.72%, occurring on Apr 4, 2025. Recovery took 59 trading sessions.
The maximum drawdown for AFSM was -43.54%, occurring on Mar 23, 2020. Recovery took 224 trading sessions.
The current AFSM drawdown is -1.80%.
| Rank | CPSL | AFSM |
|---|---|---|
| #1 | -3.72% Feb 20, 2025 - May 15, 2025 | -43.54% Jan 16, 2020 - Dec 4, 2020 |
| #2 | -1.18% Feb 25, 2026 - Apr 8, 2026 | -28.27% Nov 16, 2021 - Feb 15, 2024 |
| #3 | -0.63% Nov 12, 2025 - Nov 25, 2025 | -25.07% Nov 11, 2024 - Sep 11, 2025 |
| #4 | -0.58% May 19, 2025 - Jun 3, 2025 | -9.56% Feb 26, 2026 - Apr 14, 2026 |
| #5 | -0.55% Dec 13, 2024 - Dec 26, 2024 | -9.26% Jul 31, 2024 - Oct 14, 2024 |
| #6 | -0.51% Oct 28, 2024 - Nov 6, 2024 | -8.21% Mar 15, 2021 - Apr 26, 2021 |
| #7 | -0.51% Jan 6, 2025 - Jan 17, 2025 | -8.17% Feb 12, 2021 - Mar 12, 2021 |
| #8 | -0.46% Jun 3, 2025 - Jun 12, 2025 | -8.05% Sep 18, 2025 - Dec 10, 2025 |
| #9 | -0.43% Jun 2, 2026 - Jun 15, 2026 | -7.71% Jul 1, 2021 - Aug 27, 2021 |
| #10 | -0.43% Jun 16, 2026 - Jul 2, 2026 | -7.54% Mar 28, 2024 - May 15, 2024 |
| #11 | -0.39% Dec 26, 2024 - Jan 6, 2025 | -6.30% Apr 27, 2021 - Jun 1, 2021 |
| #12 | -0.35% Sep 23, 2024 - Oct 14, 2024 | -5.51% May 15, 2024 - Jul 15, 2024 |
| #13 | -0.35% Jul 29, 2025 - Aug 7, 2025 | -4.91% Sep 2, 2021 - Oct 20, 2021 |
| #14 | -0.33% Oct 1, 2025 - Oct 21, 2025 | -4.84% Jun 8, 2021 - Jul 1, 2021 |
| #15 | -0.31% Jun 12, 2025 - Jun 16, 2025 | -4.45% Jan 22, 2021 - Feb 4, 2021 |
Correlation
Correlation between CPSL and AFSM is 0.87 which considered as a strong positive correlation - the stocks tend to move together.
0.87
-101
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