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CPSN vs MAYZ

Comparison between CALAMOS S&P 500 STRUCTURED ALT PROTECTION ETF - JULY (CPSN, ETF) and TRUESHARES STRUCTURED OUTCOME (MAY) ETF (MAYZ, ETF).

5-Year PerformanceCPSN has outperformed MAYZ, delivering a return of +94.4% compared to +9.0%

CPSN vs MAYZ - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
CPSN
$35M
MAYZ
$35M
Expense Ratio
Winner
CPSN
0.69%
MAYZ
0.79%
Max Drawdown
CPSN
87.50%
Winner
MAYZ
20.64%
Sharpe Ratio
Winner
CPSN
1.07
MAYZ
1.06
5Y Beta
Winner
CPSN
0.16
MAYZ
0.72

CPSN vs MAYZ - Historical Returns

Returns include dividend reinvestment.

1M
Winner
CPSN
+0.49%
MAYZ
+0.24%
3M
CPSN
+1.89%
Winner
MAYZ
+5.44%
6M
CPSN
+3.06%
Winner
MAYZ
+7.75%
1Y
CPSN
+6.13%
Winner
MAYZ
+15.51%
5Y(CAGR)
Winner
CPSN
+94.43%
MAYZ
+9.01%
Max(CAGR)
Winner
CPSN
+42.62%
MAYZ
+9.22%

CPSN vs MAYZ - Annual Returns (2018 - 2026)

Returns include dividend reinvestment.

YearCPSNMAYZ
2026+3.16%+7.93%
2025+6.19%+13.78%
2024+0.82%+18.28%
2023N/A+15.98%
2022+0.00%-14.27%
2021-37.50%+10.09%
2020-20.00%N/A
2019+8.70%N/A
2018+56.97%N/A

CPSN vs MAYZ Drawdown Comparison

The maximum drawdown for CPSN was -87.50%, occurring on Sep 7, 2021. Recovery took 618 trading sessions.

The maximum drawdown for MAYZ was -19.23%, occurring on Oct 12, 2022. Recovery took 516 trading sessions.

The current CPSN drawdown is -0.07%. The current MAYZ drawdown is -1.06%.

RankCPSNMAYZ
#1-87.50%
Aug 27, 2018 - Nov 1, 2024
-19.23%
Dec 29, 2021 - Jan 19, 2024
#2-6.40%
Aug 15, 2018 - Aug 17, 2018
-13.88%
Feb 19, 2025 - Jun 26, 2025
#3-3.23%
Feb 19, 2025 - May 14, 2025
-8.73%
Jan 12, 2026 - Apr 15, 2026
#4-1.63%
Feb 9, 2026 - Apr 13, 2026
-6.51%
Jul 16, 2024 - Sep 19, 2024
#5-1.46%
Aug 17, 2018 - Aug 21, 2018
-4.66%
Mar 28, 2024 - May 21, 2024
#6-0.61%
Jun 2, 2026 - Jun 15, 2026
-3.90%
Sep 2, 2021 - Oct 21, 2021
#7-0.61%
Aug 7, 2018 - Aug 9, 2018
-3.53%
Oct 28, 2025 - Dec 24, 2025
#8-0.60%
Nov 11, 2025 - Nov 26, 2025
-3.45%
Dec 6, 2024 - Jan 23, 2025
#9-0.60%
May 19, 2025 - Jun 3, 2025
-3.37%
Jun 2, 2026 - Jun 10, 2026
#10-0.51%
Dec 16, 2024 - Dec 24, 2024
-3.10%
May 7, 2021 - Jun 14, 2021
#11-0.51%
Jun 16, 2026 - Jun 30, 2026
-2.86%
Nov 18, 2021 - Dec 10, 2021
#12-0.49%
Jan 6, 2025 - Jan 17, 2025
-2.39%
Oct 8, 2025 - Oct 24, 2025
#13-0.41%
Jan 24, 2025 - Feb 6, 2025
-2.33%
Dec 10, 2021 - Dec 23, 2021
#14-0.39%
Jan 28, 2026 - Feb 9, 2026
-2.25%
Jul 12, 2021 - Jul 23, 2021
#15-0.37%
Jan 12, 2026 - Jan 26, 2026
-1.92%
Oct 18, 2024 - Nov 6, 2024

Correlation

Correlation between CPSN and MAYZ is 0.93 which considered as a very strong positive correlation - the stocks move almost identically together.

0.93
-101

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