PEPS vs CPRO

Comparison between PARAMETRIC EQUITY PLUS ETF (PEPS, ETF) and Russell 2000 Structured Alt Protection ETF - October (CPRO, ETF).

PEPS vs CPRO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	PEPS(ETF)	CPRO(ETF)
Net Assets	$29M	$29M
Expense Ratio	0.10%	0.69%
Max Drawdown	21.47%	3.36%
Sharpe Ratio	1.34	1.80
5Y Beta	1.03	0.14
P/E Ratio	30.33	N/A
Forward P/E	21.10	N/A
5Y EPS CAGR	24.64%	N/A
Debt to Equity	24.86%	N/A
P/S Ratio	3.91	N/A
P/B Ratio	5.84	N/A

Net Assets

PEPS

$29M

CPRO

$29M

Expense Ratio

Winner

PEPS

0.10%

CPRO

0.69%

Max Drawdown

PEPS

21.47%

Winner

CPRO

3.36%

Sharpe Ratio

PEPS

1.34

Winner

CPRO

1.80

5Y Beta

PEPS

1.03

Winner

CPRO

0.14

P/E Ratio

PEPS

30.33

CPRO

N/A

Forward P/E

PEPS

21.10

CPRO

N/A

5Y EPS CAGR

PEPS

24.64%

CPRO

N/A

Debt to Equity

PEPS

24.86%

CPRO

N/A

P/S Ratio

PEPS

3.91

CPRO

N/A

P/B Ratio

PEPS

5.84

CPRO

N/A

PEPS vs CPRO - Historical Returns

Returns include dividend reinvestment.

Period	PEPS	CPRO
1 month	+1.03%	+0.48%
3 months	+8.75%	+2.18%
6 months	+9.83%	+3.40%
1 year	+23.55%	+12.18%
Max(CAGR)	+17.24%	+7.71%

Winner

PEPS

+1.03%

CPRO

+0.48%

Winner

PEPS

+8.75%

CPRO

+2.18%

Winner

PEPS

+9.83%

CPRO

+3.40%

Winner

PEPS

+23.55%

CPRO

+12.18%

Max(CAGR)

Winner

PEPS

+17.24%

CPRO

+7.71%

PEPS vs CPRO - Annual Returns (2024 - 2026)

Returns include dividend reinvestment.

Year	PEPS	CPRO
2026	+10.23%	+4.64%
2025	+20.60%	+8.32%
2024	-1.46%	+0.59%

PEPS vs CPRO Drawdown Comparison

The maximum drawdown for PEPS was -21.26%, occurring on Apr 8, 2025. Recovery took 93 trading sessions.

The maximum drawdown for CPRO was -3.36%, occurring on Apr 8, 2025. Recovery took 144 trading sessions.

The current PEPS drawdown is -0.70%. The current CPRO drawdown is -0.00%.

Rank	PEPS	CPRO
#1	-21.26% Feb 19, 2025 - Jul 3, 2025	-3.36% Dec 2, 2024 - Jul 2, 2025
#2	-9.80% Feb 2, 2026 - Apr 22, 2026	-1.77% Jul 23, 2025 - Aug 13, 2025
#3	-5.37% Nov 12, 2025 - Dec 10, 2025	-1.44% Feb 26, 2026 - Apr 9, 2026
#4	-4.87% Jun 2, 2026 - Jul 15, 2026	-1.25% Oct 27, 2025 - Nov 26, 2025
#5	-4.67% Dec 6, 2024 - Feb 6, 2025	-1.05% Aug 13, 2025 - Aug 22, 2025
#6	-3.41% Oct 8, 2025 - Oct 21, 2025	-0.83% Nov 11, 2024 - Nov 25, 2024
#7	-3.04% Dec 11, 2025 - Dec 24, 2025	-0.82% Jul 10, 2025 - Jul 23, 2025
#8	-2.91% Jan 12, 2026 - Jan 28, 2026	-0.66% Jan 22, 2026 - Feb 9, 2026
#9	-2.29% Nov 11, 2024 - Nov 25, 2024	-0.56% Aug 28, 2025 - Sep 4, 2025
#10	-2.27% Jul 28, 2025 - Aug 8, 2025	-0.56% Jul 3, 2025 - Jul 9, 2025
#11	-2.05% Nov 3, 2025 - Nov 12, 2025	-0.53% Sep 23, 2025 - Sep 26, 2025
#12	-1.82% May 14, 2026 - May 22, 2026	-0.52% Oct 16, 2024 - Nov 6, 2024
#13	-1.79% Jul 15, 2026 - Jul 20, 2026	-0.48% Dec 11, 2025 - Jan 5, 2026
#14	-1.56% Aug 14, 2025 - Aug 22, 2025	-0.41% Jun 4, 2026 - Jun 15, 2026
#15	-1.51% Aug 28, 2025 - Sep 8, 2025	-0.41% May 6, 2026 - May 22, 2026