CPSY vs CPNJ
Comparison between Calamos S&P 500 Structured Alt Protection ETF January (CPSY, ETF) and CALAMOS NASDAQ-100 STRUCTURED ALT PROTECTION ETF - JUNE (CPNJ, ETF).
CPSY vs CPNJ - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
CPSY
$26M
CPNJ
$26M
Expense Ratio
CPSY
0.69%
CPNJ
0.69%
Max Drawdown
Winner
CPSY
3.01%
CPNJ
5.99%
Sharpe Ratio
Winner
CPSY
1.70
CPNJ
1.09
5Y Beta
Winner
CPSY
0.15
CPNJ
0.27
CPSY vs CPNJ - Historical Returns
Returns include dividend reinvestment.
1M
Winner
CPSY
+0.48%
CPNJ
-0.29%
3M
Winner
CPSY
+1.76%
CPNJ
+1.25%
6M
Winner
CPSY
+2.59%
CPNJ
+2.24%
1Y
Winner
CPSY
+7.45%
CPNJ
+6.09%
Max(CAGR)
CPSY
+6.35%
Winner
CPNJ
+7.84%
CPSY vs CPNJ - Annual Returns (2024 - 2026)
Returns include dividend reinvestment.
| Year | CPSY | CPNJ |
|---|---|---|
| 2026 | +1.98% | +1.82% |
| 2025 | +6.83% | +8.39% |
| 2024 | N/A | +5.44% |
CPSY vs CPNJ Drawdown Comparison
The maximum drawdown for CPSY was -3.01%, occurring on Apr 8, 2025. Recovery took 62 trading sessions.
The maximum drawdown for CPNJ was -5.99%, occurring on Apr 8, 2025. Recovery took 57 trading sessions.
The current CPSY drawdown is -0.21%. The current CPNJ drawdown is -0.69%.
| Rank | CPSY | CPNJ |
|---|---|---|
| #1 | -3.01% Feb 14, 2025 - May 15, 2025 | -5.99% Feb 19, 2025 - May 12, 2025 |
| #2 | -1.35% Feb 10, 2026 - Apr 13, 2026 | -1.96% Jul 10, 2024 - Aug 20, 2024 |
| #3 | -0.56% Nov 11, 2025 - Nov 25, 2025 | -1.26% Aug 23, 2024 - Sep 13, 2024 |
| #4 | -0.53% May 19, 2025 - Jun 2, 2025 | -1.07% Mar 17, 2026 - Apr 6, 2026 |
| #5 | -0.40% Oct 9, 2025 - Oct 20, 2025 | -0.69% Jun 4, 2026 - Jun 5, 2026 |
| #6 | -0.39% Jul 25, 2025 - Aug 8, 2025 | -0.68% Oct 28, 2025 - Nov 28, 2025 |
| #7 | -0.38% Jan 8, 2025 - Jan 15, 2025 | -0.66% Dec 16, 2024 - Dec 26, 2024 |
| #8 | -0.38% Jan 21, 2025 - Feb 13, 2025 | -0.63% Oct 29, 2024 - Nov 6, 2024 |
| #9 | -0.30% Jan 27, 2026 - Feb 9, 2026 | -0.61% Jan 22, 2025 - Feb 5, 2025 |
| #10 | -0.30% Jan 9, 2026 - Jan 27, 2026 | -0.58% Dec 26, 2024 - Jan 15, 2025 |
| #11 | -0.29% Jun 12, 2025 - Jun 16, 2025 | -0.54% Nov 8, 2024 - Nov 26, 2024 |
| #12 | -0.24% Dec 15, 2025 - Dec 23, 2025 | -0.49% Feb 2, 2026 - Feb 25, 2026 |
| #13 | -0.24% Jun 16, 2025 - Jun 23, 2025 | -0.36% Oct 22, 2024 - Oct 25, 2024 |
| #14 | -0.23% Jul 3, 2025 - Jul 11, 2025 | -0.36% Aug 21, 2024 - Aug 23, 2024 |
| #15 | -0.21% Jun 4, 2026 - Jun 5, 2026 | -0.32% Jun 18, 2024 - Jun 28, 2024 |
Correlation
Correlation between CPSY and CPNJ is 0.98 which considered as a very strong positive correlation - the stocks move almost identically together.
0.98
-101
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