DAMD vs CPSN

Comparison between Defiance Daily Target 2X Short AMD ETF (DAMD, ETF) and CALAMOS S&P 500 STRUCTURED ALT PROTECTION ETF - JULY (CPSN, ETF).

DAMD vs CPSN - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DAMD(ETF)	CPSN(ETF)
Net Assets	$35M	$35M
Expense Ratio	N/A	0.69%
Max Drawdown	93.52%	87.50%
Sharpe Ratio	-2.12	1.36
5Y Beta	-6.13	0.16

Net Assets

DAMD

$35M

CPSN

$35M

Expense Ratio

DAMD

N/A

CPSN

0.69%

Max Drawdown

DAMD

93.52%

Winner

CPSN

87.50%

Sharpe Ratio

DAMD

-2.12

Winner

CPSN

1.36

5Y Beta

Winner

DAMD

-6.13

CPSN

0.16

DAMD vs CPSN - Historical Returns

Returns include dividend reinvestment.

Period	DAMD	CPSN
1 month	-33.89%	+0.43%
3 months	-91.21%	+2.60%
6 months	-92.46%	+2.84%
1 year	N/A	+6.80%
5 years(CAGR)	N/A	+94.12%
Max(CAGR)	-98.26%	+43.20%

DAMD

-33.89%

Winner

CPSN

+0.43%

DAMD

-91.21%

Winner

CPSN

+2.60%

DAMD

-92.46%

Winner

CPSN

+2.84%

DAMD

N/A

CPSN

+6.80%

5Y(CAGR)

DAMD

N/A

CPSN

+94.12%

Max(CAGR)

DAMD

-98.26%

Winner

CPSN

+43.20%

DAMD vs CPSN - Annual Returns (2018 - 2026)

Returns include dividend reinvestment.

Year	DAMD	CPSN
2026	-91.29%	+2.54%
2025	+22.15%	+6.19%
2024	N/A	+0.82%
2022	N/A	+0.00%
2021	N/A	-37.50%
2020	N/A	-20.00%
2019	N/A	+8.70%
2018	N/A	+56.97%

DAMD vs CPSN Drawdown Comparison

The maximum drawdown for DAMD was -93.52%, occurring on Jun 3, 2026. This drawdown has not yet recovered.

The maximum drawdown for CPSN was -87.50%, occurring on Sep 7, 2021. Recovery took 618 trading sessions.

The current DAMD drawdown is -93.28%. The current CPSN drawdown is -0.15%.

Rank	DAMD	CPSN
#1	-93.52% Dec 17, 2025 - Jun 3, 2026	-87.50% Aug 27, 2018 - Nov 1, 2024
#2	-17.45% Nov 21, 2025 - Dec 17, 2025	-6.40% Aug 15, 2018 - Aug 17, 2018
#3	N/A	-3.23% Feb 19, 2025 - May 14, 2025
#4	N/A	-1.63% Feb 9, 2026 - Apr 13, 2026
#5	N/A	-1.46% Aug 17, 2018 - Aug 21, 2018
#6	N/A	-0.61% Jun 2, 2026 - Jun 10, 2026
#7	N/A	-0.61% Aug 7, 2018 - Aug 9, 2018
#8	N/A	-0.60% Nov 11, 2025 - Nov 26, 2025
#9	N/A	-0.60% May 19, 2025 - Jun 3, 2025
#10	N/A	-0.51% Dec 16, 2024 - Dec 24, 2024
#11	N/A	-0.49% Jan 6, 2025 - Jan 17, 2025
#12	N/A	-0.41% Jan 24, 2025 - Feb 6, 2025
#13	N/A	-0.39% Jan 28, 2026 - Feb 9, 2026
#14	N/A	-0.37% Jan 12, 2026 - Jan 26, 2026
#15	N/A	-0.37% Dec 24, 2024 - Jan 6, 2025

Correlation

Correlation between DAMD and CPSN is -0.95 which considered as a very strong negative correlation - the stocks move almost identically in opposite directions.

-0.95

-101