JELM vs CPSY
Comparison between JANUS HENDERSON EQUITY LINKED MODERATE INCOME ETF (JELM, ETF) and Calamos S&P 500 Structured Alt Protection ETF January (CPSY, ETF).
JELM vs CPSY - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
JELM
$26M
Winner
CPSY
$26M
Expense Ratio
Winner
JELM
0.59%
CPSY
0.69%
Max Drawdown
Winner
JELM
0.69%
CPSY
3.01%
Sharpe Ratio
JELM
0.91
Winner
CPSY
1.06
5Y Beta
Winner
JELM
0.02
CPSY
0.15
JELM vs CPSY - Historical Returns
Returns include dividend reinvestment.
1M
Winner
JELM
+1.21%
CPSY
+0.23%
3M
Winner
JELM
+1.50%
CPSY
+1.26%
6M
JELM
N/A
CPSY
+2.18%
1Y
JELM
N/A
CPSY
+5.97%
Max(CAGR)
Winner
JELM
+6.97%
CPSY
+6.07%
JELM vs CPSY - Annual Returns (2025 - 2026)
Returns include dividend reinvestment.
| Year | JELM | CPSY |
|---|---|---|
| 2026 | +1.71% | +2.39% |
| 2025 | N/A | +6.83% |
JELM vs CPSY Drawdown Comparison
The maximum drawdown for JELM was -0.69%, occurring on Jun 9, 2026. Recovery took 21 trading sessions.
The maximum drawdown for CPSY was -3.01%, occurring on Apr 8, 2025. Recovery took 62 trading sessions.
The current JELM drawdown is -0.04%. The current CPSY drawdown is -0.25%.
| Rank | JELM | CPSY |
|---|---|---|
| #1 | -0.69% May 29, 2026 - Jun 30, 2026 | -3.01% Feb 14, 2025 - May 15, 2025 |
| #2 | -0.69% Apr 23, 2026 - May 1, 2026 | -1.35% Feb 10, 2026 - Apr 13, 2026 |
| #3 | -0.40% Jun 30, 2026 - Jul 7, 2026 | -0.56% Nov 11, 2025 - Nov 25, 2025 |
| #4 | -0.39% Jul 16, 2026 - Jul 20, 2026 | -0.53% May 19, 2025 - Jun 2, 2025 |
| #5 | -0.36% Jul 7, 2026 - Jul 10, 2026 | -0.47% Jun 4, 2026 - Jun 15, 2026 |
| #6 | -0.20% May 6, 2026 - May 12, 2026 | -0.40% Oct 9, 2025 - Oct 20, 2025 |
| #7 | -0.18% Jul 10, 2026 - Jul 16, 2026 | -0.39% Jul 25, 2025 - Aug 8, 2025 |
| #8 | -0.14% May 19, 2026 - May 26, 2026 | -0.38% Jan 8, 2025 - Jan 15, 2025 |
| #9 | -0.10% May 1, 2026 - May 6, 2026 | -0.38% Jan 21, 2025 - Feb 13, 2025 |
| #10 | -0.09% May 12, 2026 - May 14, 2026 | -0.30% Jan 27, 2026 - Feb 9, 2026 |
| #11 | -0.06% May 14, 2026 - May 18, 2026 | -0.30% Jan 9, 2026 - Jan 27, 2026 |
| #12 | -0.02% May 27, 2026 - May 29, 2026 | -0.29% Jun 12, 2025 - Jun 16, 2025 |
| #13 | N/A | -0.27% Jun 15, 2026 - Jun 30, 2026 |
| #14 | N/A | -0.25% Jul 15, 2026 - Jul 23, 2026 |
| #15 | N/A | -0.24% Dec 15, 2025 - Dec 23, 2025 |
Correlation
Correlation between JELM and CPSY is 0.99 which considered as a very strong positive correlation - the stocks move almost identically together.
0.99
-101
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