CPSM vs FCTR
Comparison between CALAMOS S&P 500 STRUCTURED ALT PROTECTION ETF - MAY (CPSM, ETF) and FIRST TRUST LUNT U.S. FACTOR ROTATION ETF (FCTR, ETF).
CPSM vs FCTR - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
CPSM
$53M
FCTR
$53M
Expense Ratio
CPSM
0.69%
Winner
FCTR
0.65%
Max Drawdown
Winner
CPSM
5.19%
FCTR
38.51%
Sharpe Ratio
Winner
CPSM
1.18
FCTR
0.90
5Y Beta
Winner
CPSM
0.24
FCTR
0.99
P/E Ratio
CPSM
N/A
FCTR
49.27
Forward P/E
CPSM
N/A
FCTR
15.74
5Y Dividends CAGR
CPSM
N/A
FCTR
-2.73%
5Y EPS CAGR
CPSM
N/A
FCTR
15.67%
Debt to Equity
CPSM
N/A
FCTR
29.13%
P/S Ratio
CPSM
N/A
FCTR
1.32
P/B Ratio
CPSM
N/A
FCTR
3.21
CPSM vs FCTR - Historical Returns
Returns include dividend reinvestment.
1M
CPSM
+0.31%
Winner
FCTR
+5.23%
3M
CPSM
+1.44%
Winner
FCTR
+8.77%
6M
CPSM
+2.46%
Winner
FCTR
+11.33%
1Y
CPSM
+5.62%
Winner
FCTR
+20.07%
5Y(CAGR)
CPSM
N/A
FCTR
+3.70%
Max(CAGR)
CPSM
+7.65%
Winner
FCTR
+9.86%
CPSM vs FCTR - Annual Returns (2018 - 2026)
Returns include dividend reinvestment.
| Year | CPSM | FCTR |
|---|---|---|
| 2026 | +2.01% | +10.08% |
| 2025 | +6.93% | +8.47% |
| 2024 | +6.67% | +22.03% |
| 2023 | N/A | +1.69% |
| 2022 | N/A | -19.19% |
| 2021 | N/A | +22.20% |
| 2020 | N/A | +29.74% |
| 2019 | N/A | +30.46% |
| 2018 | N/A | -12.94% |
CPSM vs FCTR Drawdown Comparison
The maximum drawdown for CPSM was -5.19%, occurring on Apr 8, 2025. Recovery took 47 trading sessions.
The maximum drawdown for FCTR was -37.11%, occurring on Oct 27, 2023. Recovery took 815 trading sessions.
The current CPSM drawdown is -0.28%. The current FCTR drawdown is -3.51%.
| Rank | CPSM | FCTR |
|---|---|---|
| #1 | -5.19% Feb 19, 2025 - Apr 28, 2025 | -37.11% Nov 16, 2021 - Feb 18, 2025 |
| #2 | -1.16% Jul 15, 2024 - Aug 13, 2024 | -35.92% Feb 19, 2020 - Jun 3, 2020 |
| #3 | -0.59% Aug 30, 2024 - Sep 12, 2024 | -22.63% Feb 18, 2025 - Oct 8, 2025 |
| #4 | -0.45% Sep 25, 2024 - Oct 14, 2024 | -19.41% Sep 21, 2018 - Mar 21, 2019 |
| #5 | -0.45% Nov 11, 2025 - Nov 26, 2025 | -11.17% Oct 31, 2025 - Dec 10, 2025 |
| #6 | -0.43% Dec 16, 2024 - Dec 24, 2024 | -10.04% Jun 8, 2020 - Aug 17, 2020 |
| #7 | -0.38% Mar 23, 2026 - Apr 1, 2026 | -9.31% Sep 2, 2020 - Oct 12, 2020 |
| #8 | -0.35% May 28, 2024 - Jun 5, 2024 | -9.15% Oct 13, 2020 - Nov 17, 2020 |
| #9 | -0.35% Jan 6, 2025 - Jan 15, 2025 | -8.09% Sep 3, 2021 - Nov 12, 2021 |
| #10 | -0.31% Jan 24, 2025 - Feb 10, 2025 | -7.56% Jan 22, 2026 - May 6, 2026 |
| #11 | -0.31% Aug 21, 2024 - Aug 23, 2024 | -6.96% Mar 15, 2021 - Jun 7, 2021 |
| #12 | -0.30% Oct 14, 2024 - Oct 28, 2024 | -6.41% Jan 14, 2021 - Feb 5, 2021 |
| #13 | -0.29% Aug 27, 2024 - Aug 30, 2024 | -6.15% Jan 17, 2020 - Feb 13, 2020 |
| #14 | -0.28% Jun 2, 2026 - Jun 5, 2026 | -5.47% Jul 15, 2019 - Nov 15, 2019 |
| #15 | -0.27% May 15, 2024 - May 28, 2024 | -4.83% Feb 24, 2021 - Mar 11, 2021 |
Correlation
Correlation between CPSM and FCTR is 0.90 which considered as a very strong positive correlation - the stocks move almost identically together.
0.90
-101
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