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