CPSO vs TAX

Comparison between S&P 500 Structured Alt Protection ETF - October (CPSO, ETF) and CAMBRIA TAX AWARE ETF (TAX, ETF).

CPSO vs TAX - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CPSO(ETF)	TAX(ETF)
Net Assets	$27M	$26M
Expense Ratio	0.69%	0.54%
Max Drawdown	3.23%	80.04%
Sharpe Ratio	0.87	0.73
5Y Beta	0.16	0.96
P/E Ratio	N/A	27.19
Forward P/E	N/A	17.55
PEG Ratio	N/A	0.70
5Y EPS CAGR	N/A	22.51%
Debt to Equity	N/A	90.10%
P/S Ratio	N/A	1.23
P/B Ratio	N/A	3.21

Net Assets

Winner

CPSO

$27M

TAX

$26M

Expense Ratio

CPSO

0.69%

Winner

TAX

0.54%

Max Drawdown

Winner

CPSO

3.23%

TAX

80.04%

Sharpe Ratio

Winner

CPSO

0.87

TAX

0.73

5Y Beta

Winner

CPSO

0.16

TAX

0.96

P/E Ratio

CPSO

N/A

TAX

27.19

Forward P/E

CPSO

N/A

TAX

17.55

PEG Ratio

CPSO

N/A

TAX

0.70

5Y EPS CAGR

CPSO

N/A

TAX

22.51%

Debt to Equity

CPSO

N/A

TAX

90.10%

P/S Ratio

CPSO

N/A

TAX

1.23

P/B Ratio

CPSO

N/A

TAX

3.21

CPSO vs TAX - Historical Returns

Returns include dividend reinvestment.

Period	CPSO	TAX
1 month	+0.54%	-1.12%
3 months	+1.42%	+3.18%
6 months	+2.72%	+3.95%
1 year	+5.66%	+15.12%
5 years(CAGR)	N/A	+16.27%
10 years(CAGR)	N/A	+9.19%
Max(CAGR)	+5.63%	+6.87%

Winner

CPSO

+0.54%

TAX

-1.12%

CPSO

+1.42%

Winner

TAX

+3.18%

CPSO

+2.72%

Winner

TAX

+3.95%

CPSO

+5.66%

Winner

TAX

+15.12%

5Y(CAGR)

CPSO

N/A

TAX

+16.27%

10Y(CAGR)

CPSO

N/A

TAX

+9.19%

Max(CAGR)

CPSO

+5.63%

Winner

TAX

+6.87%

CPSO vs TAX - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

Year	CPSO	TAX
2026	+3.12%	+6.02%
2025	+6.09%	+16.54%
2024	+0.77%	+0.26%
2018	N/A	-12.51%
2017	N/A	-13.07%
2016	N/A	-39.66%
2015	N/A	-32.96%
2014	N/A	+48.85%
2013	N/A	+73.94%
2012	N/A	-1.57%

CPSO vs TAX Drawdown Comparison

The maximum drawdown for CPSO was -3.23%, occurring on Apr 7, 2025. Recovery took 60 trading sessions.

The maximum drawdown for TAX was -77.48%, occurring on Mar 1, 2018. This drawdown has not yet recovered.

The current CPSO drawdown is -0.16%. The current TAX drawdown is -8.82%.

Rank	CPSO	TAX
#1	-3.23% Feb 19, 2025 - May 15, 2025	-77.48% Nov 12, 2014 - Mar 1, 2018
#2	-1.45% Feb 25, 2026 - Apr 9, 2026	-35.36% Jul 2, 2012 - Oct 5, 2012
#3	-0.89% Oct 27, 2025 - Dec 3, 2025	-13.80% Jul 23, 2013 - Oct 2, 2013
#4	-0.56% Oct 18, 2024 - Nov 7, 2024	-12.74% Oct 12, 2012 - Jan 29, 2013
#5	-0.52% Dec 16, 2024 - Jan 6, 2025	-12.16% Aug 6, 2014 - Oct 28, 2014
#6	-0.49% May 19, 2025 - May 30, 2025	-9.69% Dec 24, 2013 - Jan 21, 2014
#7	-0.47% Jan 24, 2025 - Feb 6, 2025	-9.18% May 3, 2013 - Jul 10, 2013
#8	-0.44% Jan 28, 2026 - Feb 9, 2026	-7.18% Feb 4, 2013 - Apr 10, 2013
#9	-0.43% Jun 2, 2026 - Jun 15, 2026	-5.40% Apr 1, 2014 - Jun 12, 2014
#10	-0.39% Jan 6, 2025 - Jan 15, 2025	-5.31% Feb 21, 2014 - Mar 6, 2014
#11	-0.36% Jul 28, 2025 - Aug 6, 2025	-5.23% Oct 4, 2013 - Oct 18, 2013
#12	-0.35% Nov 13, 2024 - Nov 26, 2024	-5.22% Nov 29, 2013 - Dec 20, 2013
#13	-0.31% Feb 9, 2026 - Feb 25, 2026	-4.94% Oct 22, 2013 - Nov 21, 2013
#14	-0.30% Oct 6, 2025 - Oct 20, 2025	-3.86% Jan 22, 2014 - Feb 10, 2014
#15	-0.29% Nov 29, 2024 - Dec 3, 2024	-3.83% Feb 10, 2014 - Feb 21, 2014