CPSO vs CPNJ
Comparison between S&P 500 Structured Alt Protection ETF - October (CPSO, ETF) and CALAMOS NASDAQ-100 STRUCTURED ALT PROTECTION ETF - JUNE (CPNJ, ETF).
CPSO vs CPNJ - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
CPSO
$26M
CPNJ
$26M
Expense Ratio
CPSO
0.69%
CPNJ
0.69%
Max Drawdown
Winner
CPSO
3.23%
CPNJ
5.99%
Sharpe Ratio
Winner
CPSO
1.46
CPNJ
1.09
5Y Beta
Winner
CPSO
0.16
CPNJ
0.27
CPSO vs CPNJ - Historical Returns
Returns include dividend reinvestment.
1M
Winner
CPSO
+0.51%
CPNJ
-0.29%
3M
Winner
CPSO
+2.06%
CPNJ
+1.25%
6M
Winner
CPSO
+2.72%
CPNJ
+2.24%
1Y
Winner
CPSO
+7.02%
CPNJ
+6.09%
Max(CAGR)
CPSO
+5.69%
Winner
CPNJ
+7.84%
CPSO vs CPNJ - Annual Returns (2024 - 2026)
Returns include dividend reinvestment.
| Year | CPSO | CPNJ |
|---|---|---|
| 2026 | +2.46% | +1.82% |
| 2025 | +6.09% | +8.39% |
| 2024 | +0.77% | +5.44% |
CPSO vs CPNJ Drawdown Comparison
The maximum drawdown for CPSO was -3.23%, occurring on Apr 7, 2025. Recovery took 60 trading sessions.
The maximum drawdown for CPNJ was -5.99%, occurring on Apr 8, 2025. Recovery took 57 trading sessions.
The current CPSO drawdown is -0.25%. The current CPNJ drawdown is -0.69%.
| Rank | CPSO | CPNJ |
|---|---|---|
| #1 | -3.23% Feb 19, 2025 - May 15, 2025 | -5.99% Feb 19, 2025 - May 12, 2025 |
| #2 | -1.45% Feb 25, 2026 - Apr 9, 2026 | -1.96% Jul 10, 2024 - Aug 20, 2024 |
| #3 | -0.89% Oct 27, 2025 - Dec 3, 2025 | -1.26% Aug 23, 2024 - Sep 13, 2024 |
| #4 | -0.56% Oct 18, 2024 - Nov 7, 2024 | -1.07% Mar 17, 2026 - Apr 6, 2026 |
| #5 | -0.52% Dec 16, 2024 - Jan 6, 2025 | -0.69% Jun 4, 2026 - Jun 5, 2026 |
| #6 | -0.49% May 19, 2025 - May 30, 2025 | -0.68% Oct 28, 2025 - Nov 28, 2025 |
| #7 | -0.47% Jan 24, 2025 - Feb 6, 2025 | -0.66% Dec 16, 2024 - Dec 26, 2024 |
| #8 | -0.44% Jan 28, 2026 - Feb 9, 2026 | -0.63% Oct 29, 2024 - Nov 6, 2024 |
| #9 | -0.39% Jan 6, 2025 - Jan 15, 2025 | -0.61% Jan 22, 2025 - Feb 5, 2025 |
| #10 | -0.36% Jul 28, 2025 - Aug 6, 2025 | -0.58% Dec 26, 2024 - Jan 15, 2025 |
| #11 | -0.35% Nov 13, 2024 - Nov 26, 2024 | -0.54% Nov 8, 2024 - Nov 26, 2024 |
| #12 | -0.31% Feb 9, 2026 - Feb 25, 2026 | -0.49% Feb 2, 2026 - Feb 25, 2026 |
| #13 | -0.30% Oct 6, 2025 - Oct 20, 2025 | -0.36% Oct 22, 2024 - Oct 25, 2024 |
| #14 | -0.29% Nov 29, 2024 - Dec 3, 2024 | -0.36% Aug 21, 2024 - Aug 23, 2024 |
| #15 | -0.27% Jan 13, 2026 - Jan 22, 2026 | -0.32% Jun 18, 2024 - Jun 28, 2024 |
Correlation
Correlation between CPSO and CPNJ is 0.99 which considered as a very strong positive correlation - the stocks move almost identically together.
0.99
-101
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