CPSY vs DEEP
Comparison between Calamos S&P 500 Structured Alt Protection ETF January (CPSY, ETF) and ACQUIRERS SMALL AND MICRO DEEP VALUE ETF (DEEP, ETF).
CPSY vs DEEP - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
CPSY
$26M
Winner
DEEP
$26M
Expense Ratio
Winner
CPSY
0.69%
DEEP
0.80%
Max Drawdown
Winner
CPSY
3.01%
DEEP
56.44%
Sharpe Ratio
Winner
CPSY
1.70
DEEP
1.19
5Y Beta
Winner
CPSY
0.15
DEEP
0.89
P/E Ratio
CPSY
N/A
DEEP
47.33
Forward P/E
CPSY
N/A
DEEP
8.67
5Y Dividends CAGR
CPSY
N/A
DEEP
13.54%
5Y EPS CAGR
CPSY
N/A
DEEP
8.31%
Debt to Equity
CPSY
N/A
DEEP
58.62%
P/S Ratio
CPSY
N/A
DEEP
0.59
P/B Ratio
CPSY
N/A
DEEP
1.41
CPSY vs DEEP - Historical Returns
Returns include dividend reinvestment.
1M
Winner
CPSY
+0.48%
DEEP
-0.33%
3M
CPSY
+1.76%
Winner
DEEP
+6.82%
6M
CPSY
+2.59%
Winner
DEEP
+13.13%
1Y
CPSY
+7.45%
Winner
DEEP
+28.48%
5Y(CAGR)
CPSY
N/A
DEEP
+3.76%
10Y(CAGR)
CPSY
N/A
DEEP
+7.98%
Max(CAGR)
CPSY
+6.35%
Winner
DEEP
+6.87%
CPSY vs DEEP - Annual Returns (2014 - 2026)
Returns include dividend reinvestment.
| Year | CPSY | DEEP |
|---|---|---|
| 2026 | +1.98% | +12.34% |
| 2025 | +6.83% | +5.51% |
| 2024 | N/A | -2.85% |
| 2023 | N/A | +21.74% |
| 2022 | N/A | -18.21% |
| 2021 | N/A | +36.88% |
| 2020 | N/A | -9.48% |
| 2019 | N/A | +10.43% |
| 2018 | N/A | -8.99% |
| 2017 | N/A | +25.08% |
| 2016 | N/A | +26.16% |
| 2015 | N/A | -9.50% |
| 2014 | N/A | +3.18% |
CPSY vs DEEP Drawdown Comparison
The maximum drawdown for CPSY was -3.01%, occurring on Apr 8, 2025. Recovery took 62 trading sessions.
The maximum drawdown for DEEP was -52.61%, occurring on Mar 23, 2020. Recovery took 689 trading sessions.
The current CPSY drawdown is -0.21%. The current DEEP drawdown is -1.90%.
| Rank | CPSY | DEEP |
|---|---|---|
| #1 | -3.01% Feb 14, 2025 - May 15, 2025 | -52.61% Jun 11, 2018 - Mar 8, 2021 |
| #2 | -1.35% Feb 10, 2026 - Apr 13, 2026 | -28.39% Jul 31, 2024 - Sep 18, 2025 |
| #3 | -0.56% Nov 11, 2025 - Nov 25, 2025 | -28.21% Nov 11, 2021 - Jul 26, 2024 |
| #4 | -0.53% May 19, 2025 - Jun 2, 2025 | -28.04% Apr 15, 2015 - Aug 23, 2016 |
| #5 | -0.40% Oct 9, 2025 - Oct 20, 2025 | -11.87% Sep 18, 2025 - Jan 8, 2026 |
| #6 | -0.39% Jul 25, 2025 - Aug 8, 2025 | -11.52% Jun 1, 2021 - Oct 25, 2021 |
| #7 | -0.38% Jan 8, 2025 - Jan 15, 2025 | -11.35% Jan 29, 2018 - Jun 6, 2018 |
| #8 | -0.38% Jan 21, 2025 - Feb 13, 2025 | -8.96% Feb 20, 2026 - Apr 15, 2026 |
| #9 | -0.30% Jan 27, 2026 - Feb 9, 2026 | -8.64% Sep 24, 2014 - Nov 11, 2014 |
| #10 | -0.30% Jan 9, 2026 - Jan 27, 2026 | -8.23% Mar 12, 2021 - May 3, 2021 |
| #11 | -0.29% Jun 12, 2025 - Jun 16, 2025 | -7.95% Aug 23, 2016 - Nov 14, 2016 |
| #12 | -0.24% Dec 15, 2025 - Dec 23, 2025 | -6.58% May 8, 2026 - Jun 1, 2026 |
| #13 | -0.24% Jun 16, 2025 - Jun 23, 2025 | -6.56% Oct 24, 2017 - Nov 20, 2017 |
| #14 | -0.23% Jul 3, 2025 - Jul 11, 2025 | -4.89% Nov 28, 2014 - Dec 19, 2014 |
| #15 | -0.21% Jun 4, 2026 - Jun 5, 2026 | -4.77% Dec 9, 2016 - Feb 23, 2017 |
Correlation
Correlation between CPSY and DEEP is 0.94 which considered as a very strong positive correlation - the stocks move almost identically together.
0.94
-101
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