CPST vs CVRD

Comparison between CALAMOS S&P 500 STRUCTURED ALT PROTECTION ETF - SEPTEMBER (CPST, ETF) and MADISON COVERED CALL ETF (CVRD, ETF).

CPST vs CVRD - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CPST(ETF)	CVRD(ETF)
Net Assets	$32M	$32M
Expense Ratio	0.69%	0.92%
Max Drawdown	3.79%	26.36%
Sharpe Ratio	1.18	-0.07
5Y Beta	0.17	0.64
P/E Ratio	N/A	31.52
Forward P/E	N/A	14.05
PEG Ratio	N/A	-0.45
5Y EPS CAGR	N/A	15.81%
Debt to Equity	N/A	49.45%
P/S Ratio	N/A	2.34
P/B Ratio	N/A	3.19

Net Assets

CPST

$32M

CVRD

$32M

Expense Ratio

Winner

CPST

0.69%

CVRD

0.92%

Max Drawdown

Winner

CPST

3.79%

CVRD

26.36%

Sharpe Ratio

Winner

CPST

1.18

CVRD

-0.07

5Y Beta

Winner

CPST

0.17

CVRD

0.64

P/E Ratio

CPST

N/A

CVRD

31.52

Forward P/E

CPST

N/A

CVRD

14.05

PEG Ratio

CPST

N/A

CVRD

-0.45

5Y EPS CAGR

CPST

N/A

CVRD

15.81%

Debt to Equity

CPST

N/A

CVRD

49.45%

P/S Ratio

CPST

N/A

CVRD

2.34

P/B Ratio

CPST

N/A

CVRD

3.19

CPST vs CVRD - Historical Returns

Returns include dividend reinvestment.

Period	CPST	CVRD
1 month	+0.45%	+1.42%
3 months	+1.73%	-1.96%
6 months	+3.00%	-1.46%
1 year	+6.28%	+2.65%
Max(CAGR)	+6.62%	+5.74%

CPST

+0.45%

Winner

CVRD

+1.42%

Winner

CPST

+1.73%

CVRD

-1.96%

Winner

CPST

+3.00%

CVRD

-1.46%

Winner

CPST

+6.28%

CVRD

+2.65%

Max(CAGR)

Winner

CPST

+6.62%

CVRD

+5.74%

CPST vs CVRD - Annual Returns (2023 - 2026)

Returns include dividend reinvestment.

Year	CPST	CVRD
2026	+3.24%	+0.51%
2025	+6.69%	+6.01%
2024	+2.30%	+4.83%
2023	N/A	+5.15%

CPST vs CVRD Drawdown Comparison

The maximum drawdown for CPST was -3.79%, occurring on Apr 8, 2025. Recovery took 60 trading sessions.

The maximum drawdown for CVRD was -17.95%, occurring on Apr 8, 2025. Recovery took 143 trading sessions.

The current CVRD drawdown is -3.56%.

Rank	CPST	CVRD
#1	-3.79% Feb 19, 2025 - May 15, 2025	-17.95% Dec 2, 2024 - Jul 1, 2025
#2	-1.42% Feb 25, 2026 - Apr 9, 2026	-6.47% Sep 1, 2023 - Dec 1, 2023
#3	-0.89% Oct 27, 2025 - Dec 3, 2025	-5.70% Jan 26, 2026 - Apr 17, 2026
#4	-0.73% May 19, 2025 - Jun 3, 2025	-5.60% Jun 1, 2026 - Jun 30, 2026
#5	-0.55% Jan 23, 2025 - Feb 6, 2025	-5.29% Oct 27, 2025 - Dec 10, 2025
#6	-0.49% Dec 6, 2024 - Dec 24, 2024	-4.19% Jul 16, 2024 - Aug 15, 2024
#7	-0.43% Oct 22, 2024 - Nov 6, 2024	-3.87% Mar 28, 2024 - May 15, 2024
#8	-0.40% Jul 28, 2025 - Aug 6, 2025	-3.36% Jul 25, 2025 - Aug 22, 2025
#9	-0.40% Jan 6, 2025 - Jan 15, 2025	-2.67% May 17, 2024 - Jul 16, 2024
#10	-0.38% Nov 8, 2024 - Nov 26, 2024	-2.65% Aug 22, 2025 - Oct 21, 2025
#11	-0.36% Jan 28, 2026 - Feb 9, 2026	-2.22% Apr 30, 2026 - May 29, 2026
#12	-0.36% Sep 25, 2024 - Oct 11, 2024	-1.97% Aug 30, 2024 - Sep 17, 2024
#13	-0.35% Jan 13, 2026 - Jan 27, 2026	-1.86% Jan 15, 2026 - Jan 22, 2026
#14	-0.34% Oct 6, 2025 - Oct 20, 2025	-1.49% Dec 11, 2025 - Jan 5, 2026
#15	-0.32% Jun 4, 2026 - Jun 15, 2026	-1.26% Oct 14, 2024 - Nov 6, 2024