CPSY vs LDRI
Comparison between Calamos S&P 500 Structured Alt Protection ETF January (CPSY, ETF) and ISHARES IBONDS 1-5 YEAR TIPS LADDER ETF (LDRI, ETF).
CPSY vs LDRI - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
CPSY
$26M
Winner
LDRI
$27M
Expense Ratio
CPSY
0.69%
Winner
LDRI
0.10%
Max Drawdown
Winner
CPSY
3.01%
LDRI
9.81%
Sharpe Ratio
Winner
CPSY
1.06
LDRI
-0.46
5Y Beta
CPSY
0.15
Winner
LDRI
-0.01
CPSY vs LDRI - Historical Returns
Returns include dividend reinvestment.
1M
Winner
CPSY
+0.23%
LDRI
+0.03%
3M
Winner
CPSY
+1.26%
LDRI
-0.13%
6M
Winner
CPSY
+2.18%
LDRI
+1.42%
1Y
Winner
CPSY
+5.97%
LDRI
+3.14%
5Y(CAGR)
CPSY
N/A
LDRI
+1.21%
10Y(CAGR)
CPSY
N/A
LDRI
+1.64%
Max(CAGR)
Winner
CPSY
+6.07%
LDRI
+1.69%
CPSY vs LDRI - Annual Returns (2014 - 2026)
Returns include dividend reinvestment.
| Year | CPSY | LDRI |
|---|---|---|
| 2026 | +2.39% | +1.68% |
| 2025 | +6.83% | +5.86% |
| 2024 | N/A | +0.10% |
| 2020 | N/A | +0.88% |
| 2019 | N/A | +5.77% |
| 2018 | N/A | +1.04% |
| 2017 | N/A | +1.99% |
| 2016 | N/A | +2.23% |
| 2015 | N/A | -0.13% |
| 2014 | N/A | +0.61% |
CPSY vs LDRI Drawdown Comparison
The maximum drawdown for CPSY was -3.01%, occurring on Apr 8, 2025. Recovery took 62 trading sessions.
The maximum drawdown for LDRI was -6.67%, occurring on Feb 11, 2015. Recovery took 1008 trading sessions.
The current CPSY drawdown is -0.25%. The current LDRI drawdown is -0.56%.
| Rank | CPSY | LDRI |
|---|---|---|
| #1 | -3.01% Feb 14, 2025 - May 15, 2025 | -6.67% Feb 3, 2015 - Feb 5, 2019 |
| #2 | -1.35% Feb 10, 2026 - Apr 13, 2026 | -1.40% Oct 13, 2014 - Dec 30, 2014 |
| #3 | -0.56% Nov 11, 2025 - Nov 25, 2025 | -1.32% Dec 30, 2014 - Feb 3, 2015 |
| #4 | -0.53% May 19, 2025 - Jun 2, 2025 | -1.17% Jun 24, 2019 - Jul 3, 2019 |
| #5 | -0.47% Jun 4, 2026 - Jun 15, 2026 | -0.91% Sep 23, 2014 - Oct 9, 2014 |
| #6 | -0.40% Oct 9, 2025 - Oct 20, 2025 | -0.85% Apr 3, 2025 - Apr 28, 2025 |
| #7 | -0.39% Jul 25, 2025 - Aug 8, 2025 | -0.75% Apr 30, 2025 - Jun 23, 2025 |
| #8 | -0.38% Jan 8, 2025 - Jan 15, 2025 | -0.70% Dec 6, 2024 - Jan 15, 2025 |
| #9 | -0.38% Jan 21, 2025 - Feb 13, 2025 | -0.67% Mar 10, 2025 - Mar 28, 2025 |
| #10 | -0.30% Jan 27, 2026 - Feb 9, 2026 | -0.59% Dec 22, 2025 - Jan 29, 2026 |
| #11 | -0.30% Jan 9, 2026 - Jan 27, 2026 | -0.59% Oct 9, 2019 - Dec 11, 2019 |
| #12 | -0.29% Jun 12, 2025 - Jun 16, 2025 | -0.58% May 13, 2026 - Jun 17, 2026 |
| #13 | -0.27% Jun 15, 2026 - Jun 30, 2026 | -0.57% Mar 18, 2026 - Apr 9, 2026 |
| #14 | -0.25% Jul 15, 2026 - Jul 23, 2026 | -0.55% Aug 23, 2019 - Sep 24, 2019 |
| #15 | -0.24% Dec 15, 2025 - Dec 23, 2025 | -0.54% Jun 30, 2025 - Jul 21, 2025 |
Correlation
Correlation between CPSY and LDRI is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.
0.95
-101
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