CPSY vs TAX

Comparison between Calamos S&P 500 Structured Alt Protection ETF January (CPSY, ETF) and CAMBRIA TAX AWARE ETF (TAX, ETF).

CPSY vs TAX - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CPSY(ETF)	TAX(ETF)
Net Assets	$26M	$26M
Expense Ratio	0.69%	0.54%
Max Drawdown	3.01%	80.04%
Sharpe Ratio	1.06	0.73
5Y Beta	0.15	0.96
P/E Ratio	N/A	27.19
Forward P/E	N/A	17.55
PEG Ratio	N/A	0.70
5Y EPS CAGR	N/A	22.51%
Debt to Equity	N/A	90.10%
P/S Ratio	N/A	1.23
P/B Ratio	N/A	3.21

Net Assets

CPSY

$26M

TAX

$26M

Expense Ratio

CPSY

0.69%

Winner

TAX

0.54%

Max Drawdown

Winner

CPSY

3.01%

TAX

80.04%

Sharpe Ratio

Winner

CPSY

1.06

TAX

0.73

5Y Beta

Winner

CPSY

0.15

TAX

0.96

P/E Ratio

CPSY

N/A

TAX

27.19

Forward P/E

CPSY

N/A

TAX

17.55

PEG Ratio

CPSY

N/A

TAX

0.70

5Y EPS CAGR

CPSY

N/A

TAX

22.51%

Debt to Equity

CPSY

N/A

TAX

90.10%

P/S Ratio

CPSY

N/A

TAX

1.23

P/B Ratio

CPSY

N/A

TAX

3.21

CPSY vs TAX - Historical Returns

Returns include dividend reinvestment.

Period	CPSY	TAX
1 month	+0.23%	-0.05%
3 months	+1.26%	+2.65%
6 months	+2.18%	+3.81%
1 year	+5.97%	+14.10%
5 years(CAGR)	N/A	+16.26%
10 years(CAGR)	N/A	+9.00%
Max(CAGR)	+6.07%	+6.86%

Winner

CPSY

+0.23%

TAX

-0.05%

CPSY

+1.26%

Winner

TAX

+2.65%

CPSY

+2.18%

Winner

TAX

+3.81%

CPSY

+5.97%

Winner

TAX

+14.10%

5Y(CAGR)

CPSY

N/A

TAX

+16.26%

10Y(CAGR)

CPSY

N/A

TAX

+9.00%

Max(CAGR)

CPSY

+6.07%

Winner

TAX

+6.86%

CPSY vs TAX - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

Year	CPSY	TAX
2026	+2.39%	+5.88%
2025	+6.83%	+16.54%
2024	N/A	+0.26%
2018	N/A	-12.51%
2017	N/A	-13.07%
2016	N/A	-39.66%
2015	N/A	-32.96%
2014	N/A	+48.85%
2013	N/A	+73.94%
2012	N/A	-1.57%

CPSY vs TAX Drawdown Comparison

The maximum drawdown for CPSY was -3.01%, occurring on Apr 8, 2025. Recovery took 62 trading sessions.

The maximum drawdown for TAX was -77.48%, occurring on Mar 1, 2018. This drawdown has not yet recovered.

The current CPSY drawdown is -0.25%. The current TAX drawdown is -8.93%.

Rank	CPSY	TAX
#1	-3.01% Feb 14, 2025 - May 15, 2025	-77.48% Nov 12, 2014 - Mar 1, 2018
#2	-1.35% Feb 10, 2026 - Apr 13, 2026	-35.36% Jul 2, 2012 - Oct 5, 2012
#3	-0.56% Nov 11, 2025 - Nov 25, 2025	-13.80% Jul 23, 2013 - Oct 2, 2013
#4	-0.53% May 19, 2025 - Jun 2, 2025	-12.74% Oct 12, 2012 - Jan 29, 2013
#5	-0.47% Jun 4, 2026 - Jun 15, 2026	-12.16% Aug 6, 2014 - Oct 28, 2014
#6	-0.40% Oct 9, 2025 - Oct 20, 2025	-9.69% Dec 24, 2013 - Jan 21, 2014
#7	-0.39% Jul 25, 2025 - Aug 8, 2025	-9.18% May 3, 2013 - Jul 10, 2013
#8	-0.38% Jan 8, 2025 - Jan 15, 2025	-7.18% Feb 4, 2013 - Apr 10, 2013
#9	-0.38% Jan 21, 2025 - Feb 13, 2025	-5.40% Apr 1, 2014 - Jun 12, 2014
#10	-0.30% Jan 27, 2026 - Feb 9, 2026	-5.31% Feb 21, 2014 - Mar 6, 2014
#11	-0.30% Jan 9, 2026 - Jan 27, 2026	-5.23% Oct 4, 2013 - Oct 18, 2013
#12	-0.29% Jun 12, 2025 - Jun 16, 2025	-5.22% Nov 29, 2013 - Dec 20, 2013
#13	-0.27% Jun 15, 2026 - Jun 30, 2026	-4.94% Oct 22, 2013 - Nov 21, 2013
#14	-0.25% Jul 15, 2026 - Jul 23, 2026	-3.86% Jan 22, 2014 - Feb 10, 2014
#15	-0.24% Dec 15, 2025 - Dec 23, 2025	-3.83% Feb 10, 2014 - Feb 21, 2014