PEZ vs CPRJ
Comparison between INVESCO DORSEY WRIGHT CONSUMER CYCLICALS MOMENTUM ETF (PEZ, ETF) and Calamos Russell 2000 Structured Alt Protection ETF July (CPRJ, ETF).
PEZ vs CPRJ - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
PEZ
$23M
CPRJ
$23M
Expense Ratio
Winner
PEZ
0.60%
CPRJ
0.69%
Max Drawdown
PEZ
59.00%
Winner
CPRJ
6.25%
Sharpe Ratio
PEZ
0.18
Winner
CPRJ
1.48
5Y Beta
PEZ
1.13
Winner
CPRJ
0.21
P/E Ratio
PEZ
30.76
CPRJ
N/A
Forward P/E
PEZ
19.09
CPRJ
N/A
5Y Dividends CAGR
PEZ
-6.77%
CPRJ
N/A
5Y EPS CAGR
PEZ
25.30%
CPRJ
N/A
Debt to Equity
PEZ
94.93%
CPRJ
N/A
P/S Ratio
PEZ
1.09
CPRJ
N/A
P/B Ratio
PEZ
4.91
CPRJ
N/A
PEZ vs CPRJ - Historical Returns
Returns include dividend reinvestment.
1M
PEZ
-0.07%
Winner
CPRJ
+0.45%
3M
PEZ
-2.17%
Winner
CPRJ
+2.06%
6M
PEZ
-1.01%
Winner
CPRJ
+3.30%
1Y
PEZ
+5.48%
Winner
CPRJ
+9.92%
5Y(CAGR)
PEZ
+2.63%
CPRJ
N/A
10Y(CAGR)
PEZ
+9.46%
CPRJ
N/A
Max(CAGR)
Winner
PEZ
+7.75%
CPRJ
+6.71%
PEZ vs CPRJ - Annual Returns (2006 - 2026)
Returns include dividend reinvestment.
| Year | PEZ | CPRJ |
|---|---|---|
| 2026 | -4.84% | +2.83% |
| 2025 | +6.13% | +5.01% |
| 2024 | +21.74% | +4.75% |
| 2023 | +30.17% | N/A |
| 2022 | -28.99% | N/A |
| 2021 | +23.62% | N/A |
| 2020 | +37.99% | N/A |
| 2019 | +17.65% | N/A |
| 2018 | -7.24% | N/A |
| 2017 | +20.16% | N/A |
| 2016 | -0.51% | N/A |
| 2015 | -0.05% | N/A |
| 2014 | +9.23% | N/A |
| 2013 | +36.96% | N/A |
| 2012 | +18.76% | N/A |
| 2011 | +0.03% | N/A |
| 2010 | +27.53% | N/A |
| 2009 | +22.45% | N/A |
| 2008 | -31.14% | N/A |
| 2007 | -11.83% | N/A |
| 2006 | +5.87% | N/A |
PEZ vs CPRJ Drawdown Comparison
The maximum drawdown for PEZ was -58.39%, occurring on Mar 6, 2009. Recovery took 1195 trading sessions.
The maximum drawdown for CPRJ was -6.25%, occurring on Apr 8, 2025. Recovery took 105 trading sessions.
The current PEZ drawdown is -11.25%. The current CPRJ drawdown is -0.02%.
| Rank | PEZ | CPRJ |
|---|---|---|
| #1 | -58.39% Jun 4, 2007 - Mar 1, 2012 | -6.25% Feb 5, 2025 - Jul 9, 2025 |
| #2 | -52.05% Sep 27, 2018 - Aug 5, 2020 | -1.74% Dec 4, 2024 - Jan 30, 2025 |
| #3 | -41.72% Nov 18, 2021 - Aug 23, 2024 | -1.67% Jul 16, 2024 - Aug 23, 2024 |
| #4 | -31.48% Nov 25, 2024 - Apr 8, 2025 | -1.20% Aug 30, 2024 - Sep 17, 2024 |
| #5 | -25.01% Aug 5, 2015 - Oct 6, 2017 | -1.07% Oct 24, 2025 - Nov 26, 2025 |
| #6 | -16.59% Feb 9, 2021 - Nov 2, 2021 | -1.04% Feb 26, 2026 - Apr 8, 2026 |
| #7 | -14.38% Oct 15, 2020 - Nov 19, 2020 | -0.94% Nov 11, 2024 - Nov 25, 2024 |
| #8 | -14.05% Sep 2, 2014 - Nov 28, 2014 | -0.69% Oct 17, 2024 - Nov 6, 2024 |
| #9 | -12.36% Jan 23, 2018 - Jun 4, 2018 | -0.68% Jul 23, 2025 - Aug 12, 2025 |
| #10 | -12.12% Aug 21, 2020 - Oct 9, 2020 | -0.59% Sep 19, 2024 - Oct 14, 2024 |
| #11 | -10.88% May 2, 2012 - Sep 13, 2012 | -0.57% Jan 30, 2025 - Feb 5, 2025 |
| #12 | -9.64% Mar 5, 2014 - Jul 1, 2014 | -0.43% Jul 10, 2025 - Jul 22, 2025 |
| #13 | -9.00% Jan 10, 2014 - Feb 24, 2014 | -0.40% Oct 8, 2025 - Oct 14, 2025 |
| #14 | -8.48% Aug 23, 2024 - Sep 19, 2024 | -0.39% Aug 13, 2025 - Aug 22, 2025 |
| #15 | -8.00% Sep 14, 2012 - Jan 4, 2013 | -0.36% Sep 22, 2025 - Oct 1, 2025 |
Correlation
Correlation between PEZ and CPRJ is 0.41 which considered as a weak positive correlation - the stocks show a slight tendency to move together.
0.41
-101
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