CPSU vs EEMO
Comparison between Calamos S&P 500 Structured Alt Protection ETF June (CPSU, ETF) and INVESCO S&P EMERGING MARKETS MOMENTUM ETF (EEMO, ETF).
CPSU vs EEMO - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
CPSU
$13M
Winner
EEMO
$13M
Expense Ratio
CPSU
0.69%
Winner
EEMO
0.29%
Max Drawdown
Winner
CPSU
1.03%
EEMO
60.47%
Sharpe Ratio
Winner
CPSU
1.26
EEMO
1.15
5Y Beta
Winner
CPSU
0.12
EEMO
0.91
5Y Dividends CAGR
CPSU
N/A
EEMO
5.01%
CPSU vs EEMO - Historical Returns
Returns include dividend reinvestment.
1M
Winner
CPSU
-0.02%
EEMO
-0.50%
3M
CPSU
+1.26%
Winner
EEMO
+23.43%
6M
CPSU
+2.37%
Winner
EEMO
+22.21%
1Y
CPSU
+6.10%
Winner
EEMO
+34.84%
5Y(CAGR)
CPSU
N/A
EEMO
+4.39%
10Y(CAGR)
CPSU
N/A
EEMO
+7.33%
Max(CAGR)
Winner
CPSU
+6.07%
EEMO
+2.17%
CPSU vs EEMO - Annual Returns (2012 - 2026)
Returns include dividend reinvestment.
| Year | CPSU | EEMO |
|---|---|---|
| 2026 | +1.86% | +20.40% |
| 2025 | +4.15% | +10.14% |
| 2024 | N/A | +11.33% |
| 2023 | N/A | +14.23% |
| 2022 | N/A | -19.30% |
| 2021 | N/A | -6.11% |
| 2020 | N/A | +7.87% |
| 2019 | N/A | +20.85% |
| 2018 | N/A | -19.89% |
| 2017 | N/A | +49.67% |
| 2016 | N/A | +3.16% |
| 2015 | N/A | -28.92% |
| 2014 | N/A | +9.05% |
| 2013 | N/A | -14.59% |
| 2012 | N/A | -4.05% |
CPSU vs EEMO Drawdown Comparison
The maximum drawdown for CPSU was -1.03%, occurring on Mar 30, 2026. Recovery took 29 trading sessions.
The maximum drawdown for EEMO was -48.50%, occurring on Feb 12, 2016. Recovery took 1484 trading sessions.
The current CPSU drawdown is -0.55%. The current EEMO drawdown is -13.55%.
| Rank | CPSU | EEMO |
|---|---|---|
| #1 | -1.03% Feb 25, 2026 - Apr 8, 2026 | -48.50% Feb 29, 2012 - Jan 23, 2018 |
| #2 | -0.55% Jun 1, 2026 - Jun 5, 2026 | -46.65% Jan 26, 2018 - Dec 30, 2020 |
| #3 | -0.47% Oct 27, 2025 - Nov 25, 2025 | -40.02% Feb 17, 2021 - Apr 17, 2026 |
| #4 | -0.29% Oct 6, 2025 - Oct 20, 2025 | -13.55% Jun 2, 2026 - Jun 5, 2026 |
| #5 | -0.24% Feb 2, 2026 - Feb 6, 2026 | -9.01% May 11, 2026 - May 26, 2026 |
| #6 | -0.22% Aug 13, 2025 - Aug 22, 2025 | -6.11% Jan 25, 2021 - Feb 3, 2021 |
| #7 | -0.18% Feb 10, 2026 - Feb 20, 2026 | -3.00% Apr 22, 2026 - Apr 30, 2026 |
| #8 | -0.17% Dec 15, 2025 - Dec 22, 2025 | -2.77% Apr 17, 2026 - Apr 22, 2026 |
| #9 | -0.17% Jan 15, 2026 - Jan 22, 2026 | -2.16% May 6, 2026 - May 8, 2026 |
| #10 | -0.16% Feb 20, 2026 - Feb 25, 2026 | -1.78% Feb 24, 2012 - Feb 29, 2012 |
| #11 | -0.16% Jul 28, 2025 - Aug 4, 2025 | -1.78% Jan 5, 2021 - Jan 8, 2021 |
| #12 | -0.15% Aug 28, 2025 - Sep 4, 2025 | -1.72% Jan 14, 2021 - Jan 19, 2021 |
| #13 | -0.14% Jun 12, 2025 - Jun 23, 2025 | -1.11% Jan 8, 2021 - Jan 14, 2021 |
| #14 | -0.13% Jun 30, 2025 - Jul 3, 2025 | -0.83% Feb 3, 2021 - Feb 5, 2021 |
| #15 | -0.13% Sep 22, 2025 - Oct 1, 2025 | -0.40% May 26, 2026 - May 28, 2026 |
Correlation
Correlation between CPSU and EEMO is 0.82 which considered as a strong positive correlation - the stocks tend to move together.
0.82
-101
Select Stocks to Compare
Popular: CPSU vs SPYEEMO vs SPY
More Comparisons
Compare with similar stocks