CPSO vs CPSY
Comparison between S&P 500 Structured Alt Protection ETF - October (CPSO, ETF) and Calamos S&P 500 Structured Alt Protection ETF January (CPSY, ETF).
CPSO vs CPSY - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
CPSO
$26M
CPSY
$26M
Expense Ratio
CPSO
0.69%
CPSY
0.69%
Max Drawdown
CPSO
3.23%
Winner
CPSY
3.01%
Sharpe Ratio
CPSO
1.46
Winner
CPSY
1.70
5Y Beta
CPSO
0.16
Winner
CPSY
0.15
CPSO vs CPSY - Historical Returns
Returns include dividend reinvestment.
1M
Winner
CPSO
+0.51%
CPSY
+0.48%
3M
Winner
CPSO
+2.06%
CPSY
+1.76%
6M
Winner
CPSO
+2.72%
CPSY
+2.59%
1Y
CPSO
+7.02%
Winner
CPSY
+7.45%
Max(CAGR)
CPSO
+5.69%
Winner
CPSY
+6.35%
CPSO vs CPSY - Annual Returns (2024 - 2026)
Returns include dividend reinvestment.
| Year | CPSO | CPSY |
|---|---|---|
| 2026 | +2.46% | +1.98% |
| 2025 | +6.09% | +6.83% |
| 2024 | +0.77% | N/A |
CPSO vs CPSY Drawdown Comparison
The maximum drawdown for CPSO was -3.23%, occurring on Apr 7, 2025. Recovery took 60 trading sessions.
The maximum drawdown for CPSY was -3.01%, occurring on Apr 8, 2025. Recovery took 62 trading sessions.
The current CPSO drawdown is -0.25%. The current CPSY drawdown is -0.21%.
| Rank | CPSO | CPSY |
|---|---|---|
| #1 | -3.23% Feb 19, 2025 - May 15, 2025 | -3.01% Feb 14, 2025 - May 15, 2025 |
| #2 | -1.45% Feb 25, 2026 - Apr 9, 2026 | -1.35% Feb 10, 2026 - Apr 13, 2026 |
| #3 | -0.89% Oct 27, 2025 - Dec 3, 2025 | -0.56% Nov 11, 2025 - Nov 25, 2025 |
| #4 | -0.56% Oct 18, 2024 - Nov 7, 2024 | -0.53% May 19, 2025 - Jun 2, 2025 |
| #5 | -0.52% Dec 16, 2024 - Jan 6, 2025 | -0.40% Oct 9, 2025 - Oct 20, 2025 |
| #6 | -0.49% May 19, 2025 - May 30, 2025 | -0.39% Jul 25, 2025 - Aug 8, 2025 |
| #7 | -0.47% Jan 24, 2025 - Feb 6, 2025 | -0.38% Jan 8, 2025 - Jan 15, 2025 |
| #8 | -0.44% Jan 28, 2026 - Feb 9, 2026 | -0.38% Jan 21, 2025 - Feb 13, 2025 |
| #9 | -0.39% Jan 6, 2025 - Jan 15, 2025 | -0.30% Jan 27, 2026 - Feb 9, 2026 |
| #10 | -0.36% Jul 28, 2025 - Aug 6, 2025 | -0.30% Jan 9, 2026 - Jan 27, 2026 |
| #11 | -0.35% Nov 13, 2024 - Nov 26, 2024 | -0.29% Jun 12, 2025 - Jun 16, 2025 |
| #12 | -0.31% Feb 9, 2026 - Feb 25, 2026 | -0.24% Dec 15, 2025 - Dec 23, 2025 |
| #13 | -0.30% Oct 6, 2025 - Oct 20, 2025 | -0.24% Jun 16, 2025 - Jun 23, 2025 |
| #14 | -0.29% Nov 29, 2024 - Dec 3, 2024 | -0.23% Jul 3, 2025 - Jul 11, 2025 |
| #15 | -0.27% Jan 13, 2026 - Jan 22, 2026 | -0.21% Jun 4, 2026 - Jun 5, 2026 |
Correlation
Correlation between CPSO and CPSY is 1.00 which considered as a very strong positive correlation - the stocks move almost identically together.
1.00
-101
Select Stocks to Compare
Popular: CPSO vs SPYCPSY vs SPY
More Comparisons
Compare with similar stocks