JANZ vs CPSA
Comparison between TRUESHARES STRUCTURED OUTCOME (JANUARY) ETF (JANZ, ETF) and CALAMOS S&P 500 STRUCTURED ALT PROTECTION ETF - AUGUST (CPSA, ETF).
JANZ vs CPSA - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
JANZ
$42M
CPSA
$42M
Expense Ratio
JANZ
0.79%
Winner
CPSA
0.69%
Max Drawdown
JANZ
21.51%
Winner
CPSA
4.72%
Sharpe Ratio
JANZ
1.34
Winner
CPSA
1.63
5Y Beta
JANZ
0.74
Winner
CPSA
0.22
JANZ vs CPSA - Historical Returns
Returns include dividend reinvestment.
1M
JANZ
-0.11%
Winner
CPSA
+0.45%
3M
Winner
JANZ
+6.85%
CPSA
+2.13%
6M
Winner
JANZ
+6.16%
CPSA
+3.02%
1Y
Winner
JANZ
+17.55%
CPSA
+7.65%
5Y(CAGR)
JANZ
+10.29%
CPSA
N/A
Max(CAGR)
Winner
JANZ
+11.52%
CPSA
+7.40%
JANZ vs CPSA - Annual Returns (2021 - 2026)
Returns include dividend reinvestment.
| Year | JANZ | CPSA |
|---|---|---|
| 2026 | +6.32% | +2.63% |
| 2025 | +12.90% | +7.26% |
| 2024 | +18.80% | +3.51% |
| 2023 | +19.50% | N/A |
| 2022 | -11.95% | N/A |
| 2021 | +21.57% | N/A |
JANZ vs CPSA Drawdown Comparison
The maximum drawdown for JANZ was -18.11%, occurring on Oct 12, 2022. Recovery took 388 trading sessions.
The maximum drawdown for CPSA was -4.72%, occurring on Apr 8, 2025. Recovery took 60 trading sessions.
The current JANZ drawdown is -2.53%. The current CPSA drawdown is -0.14%.
| Rank | JANZ | CPSA |
|---|---|---|
| #1 | -18.11% Dec 29, 2021 - Jul 18, 2023 | -4.72% Feb 19, 2025 - May 15, 2025 |
| #2 | -14.33% Feb 19, 2025 - Jun 26, 2025 | -1.47% Feb 26, 2026 - Apr 8, 2026 |
| #3 | -7.57% Jul 31, 2023 - Nov 30, 2023 | -0.93% Jan 24, 2025 - Feb 11, 2025 |
| #4 | -6.83% Jan 12, 2026 - Apr 15, 2026 | -0.86% May 19, 2025 - Jun 3, 2025 |
| #5 | -6.63% Jul 16, 2024 - Sep 19, 2024 | -0.79% Oct 28, 2025 - Nov 28, 2025 |
| #6 | -4.22% Mar 28, 2024 - May 15, 2024 | -0.77% Aug 30, 2024 - Sep 13, 2024 |
| #7 | -4.21% Sep 2, 2021 - Oct 21, 2021 | -0.62% Dec 11, 2024 - Dec 24, 2024 |
| #8 | -4.09% Oct 28, 2025 - Dec 24, 2025 | -0.57% Aug 1, 2024 - Aug 13, 2024 |
| #9 | -3.81% Dec 4, 2024 - Feb 19, 2025 | -0.53% Dec 24, 2024 - Jan 15, 2025 |
| #10 | -3.33% Feb 12, 2021 - Mar 11, 2021 | -0.49% Oct 8, 2025 - Oct 21, 2025 |
| #11 | -3.22% Nov 18, 2021 - Dec 10, 2021 | -0.46% Oct 29, 2024 - Nov 6, 2024 |
| #12 | -3.18% May 7, 2021 - Jun 10, 2021 | -0.37% Nov 11, 2024 - Nov 25, 2024 |
| #13 | -2.75% Jan 20, 2021 - Feb 4, 2021 | -0.37% Jan 27, 2026 - Feb 9, 2026 |
| #14 | -2.56% Dec 10, 2021 - Dec 23, 2021 | -0.37% Aug 13, 2025 - Aug 22, 2025 |
| #15 | -2.54% Jun 2, 2026 - Jun 5, 2026 | -0.36% Sep 25, 2024 - Oct 11, 2024 |
Correlation
Correlation between JANZ and CPSA is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.
0.97
-101
Select Stocks to Compare
Popular: JANZ vs SPYCPSA vs SPY
More Comparisons
Compare with similar stocks