DEEP vs CBTO

Comparison between ACQUIRERS SMALL AND MICRO DEEP VALUE ETF (DEEP, ETF) and Calamos Bitcoin 80 Series Structured Alt Protection ETF October (CBTO, ETF).

DEEP vs CBTO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DEEP(ETF)	CBTO(ETF)
Net Assets	$28M	$28M
Expense Ratio	0.80%	0.69%
Max Drawdown	56.44%	21.44%
Sharpe Ratio	1.33	-2.80
5Y Beta	0.87	0.35
P/E Ratio	27.07	N/A
Forward P/E	8.65	N/A
5Y Dividends CAGR	16.31%	N/A
5Y EPS CAGR	8.26%	N/A
Debt to Equity	75.29%	N/A
P/S Ratio	0.41	N/A
P/B Ratio	1.41	N/A

Net Assets

DEEP

$28M

Winner

CBTO

$28M

Expense Ratio

DEEP

0.80%

Winner

CBTO

0.69%

Max Drawdown

DEEP

56.44%

Winner

CBTO

21.44%

Sharpe Ratio

Winner

DEEP

1.33

CBTO

-2.80

5Y Beta

DEEP

0.87

Winner

CBTO

0.35

P/E Ratio

DEEP

27.07

CBTO

N/A

Forward P/E

DEEP

8.65

CBTO

N/A

5Y Dividends CAGR

DEEP

16.31%

CBTO

N/A

5Y EPS CAGR

DEEP

8.26%

CBTO

N/A

Debt to Equity

DEEP

75.29%

CBTO

N/A

P/S Ratio

DEEP

0.41

CBTO

N/A

P/B Ratio

DEEP

1.41

CBTO

N/A

DEEP vs CBTO - Historical Returns

Returns include dividend reinvestment.

Period	DEEP	CBTO
1 month	+3.27%	+0.28%
3 months	+7.44%	-1.86%
6 months	+11.97%	-8.71%
1 year	+30.77%	N/A
5 years(CAGR)	+6.69%	N/A
10 years(CAGR)	+8.25%	N/A
Max(CAGR)	+7.45%	-25.68%

Winner

DEEP

+3.27%

CBTO

+0.28%

Winner

DEEP

+7.44%

CBTO

-1.86%

Winner

DEEP

+11.97%

CBTO

-8.71%

DEEP

+30.77%

CBTO

N/A

5Y(CAGR)

DEEP

+6.69%

CBTO

N/A

10Y(CAGR)

DEEP

+8.25%

CBTO

N/A

Max(CAGR)

Winner

DEEP

+7.45%

CBTO

-25.68%

DEEP vs CBTO - Annual Returns (2014 - 2026)

Returns include dividend reinvestment.

Year	DEEP	CBTO
2026	+20.74%	-9.00%
2025	+5.51%	-13.81%
2024	-2.85%	N/A
2023	+21.74%	N/A
2022	-18.21%	N/A
2021	+36.88%	N/A
2020	-9.48%	N/A
2019	+10.43%	N/A
2018	-8.99%	N/A
2017	+25.08%	N/A
2016	+26.16%	N/A
2015	-9.50%	N/A
2014	+3.18%	N/A

DEEP vs CBTO Drawdown Comparison

The maximum drawdown for DEEP was -52.61%, occurring on Mar 23, 2020. Recovery took 689 trading sessions.

The maximum drawdown for CBTO was -21.27%, occurring on Jun 24, 2026. This drawdown has not yet recovered.

The current DEEP drawdown is -0.92%. The current CBTO drawdown is -20.97%.

Rank	DEEP	CBTO
#1	-52.61% Jun 11, 2018 - Mar 8, 2021	-21.27% Oct 8, 2025 - Jun 24, 2026
#2	-28.39% Jul 31, 2024 - Sep 18, 2025	N/A
#3	-28.21% Nov 11, 2021 - Jul 26, 2024	N/A
#4	-28.04% Apr 15, 2015 - Aug 23, 2016	N/A
#5	-11.87% Sep 18, 2025 - Jan 8, 2026	N/A
#6	-11.52% Jun 1, 2021 - Oct 25, 2021	N/A
#7	-11.35% Jan 29, 2018 - Jun 6, 2018	N/A
#8	-8.96% Feb 20, 2026 - Apr 15, 2026	N/A
#9	-8.64% Sep 24, 2014 - Nov 11, 2014	N/A
#10	-8.23% Mar 12, 2021 - May 3, 2021	N/A
#11	-7.95% Aug 23, 2016 - Nov 14, 2016	N/A
#12	-6.58% May 8, 2026 - Jun 1, 2026	N/A
#13	-6.56% Oct 24, 2017 - Nov 20, 2017	N/A
#14	-4.89% Nov 28, 2014 - Dec 19, 2014	N/A
#15	-4.77% Dec 9, 2016 - Feb 23, 2017	N/A

Correlation

Correlation between DEEP and CBTO is -0.78 which considered as a strong negative correlation - the stocks tend to move in opposite directions.

-0.78

-101

Dividend Comparison (2014 - 2026)

DEEP vs CBTO dividend yield comparison.

Year	DEEP	CBTO
2026	1.04%	0.00%
2025	1.78%	0.22%
2024	1.96%	0.00%
2023	1.67%	0.00%
2022	1.28%	0.00%
2021	1.43%	0.00%
2020	4.03%	0.00%
2019	3.49%	0.00%
2018	1.51%	0.00%
2017	2.01%	0.00%
2016	3.14%	0.00%
2015	3.98%	0.00%
2014	0.42%	0.00%