TAX vs CPSO

Comparison between CAMBRIA TAX AWARE ETF (TAX, ETF) and S&P 500 Structured Alt Protection ETF - October (CPSO, ETF).

TAX vs CPSO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	TAX(ETF)	CPSO(ETF)
Net Assets	$26M	$27M
Expense Ratio	0.54%	0.69%
Max Drawdown	80.04%	3.23%
Sharpe Ratio	0.73	0.87
5Y Beta	0.96	0.16
P/E Ratio	27.19	N/A
Forward P/E	17.55	N/A
PEG Ratio	0.70	N/A
5Y EPS CAGR	22.51%	N/A
Debt to Equity	90.10%	N/A
P/S Ratio	1.23	N/A
P/B Ratio	3.21	N/A

Net Assets

TAX

$26M

Winner

CPSO

$27M

Expense Ratio

Winner

TAX

0.54%

CPSO

0.69%

Max Drawdown

TAX

80.04%

Winner

CPSO

3.23%

Sharpe Ratio

TAX

0.73

Winner

CPSO

0.87

5Y Beta

TAX

0.96

Winner

CPSO

0.16

P/E Ratio

TAX

27.19

CPSO

N/A

Forward P/E

TAX

17.55

CPSO

N/A

PEG Ratio

TAX

0.70

CPSO

N/A

5Y EPS CAGR

TAX

22.51%

CPSO

N/A

Debt to Equity

TAX

90.10%

CPSO

N/A

P/S Ratio

TAX

1.23

CPSO

N/A

P/B Ratio

TAX

3.21

CPSO

N/A

TAX vs CPSO - Historical Returns

Returns include dividend reinvestment.

Period	TAX	CPSO
1 month	-0.05%	+0.44%
3 months	+2.65%	+1.60%
6 months	+3.81%	+2.66%
1 year	+14.10%	+5.65%
5 years(CAGR)	+16.26%	N/A
10 years(CAGR)	+9.00%	N/A
Max(CAGR)	+6.86%	+5.60%

TAX

-0.05%

Winner

CPSO

+0.44%

Winner

TAX

+2.65%

CPSO

+1.60%

Winner

TAX

+3.81%

CPSO

+2.66%

Winner

TAX

+14.10%

CPSO

+5.65%

5Y(CAGR)

TAX

+16.26%

CPSO

N/A

10Y(CAGR)

TAX

+9.00%

CPSO

N/A

Max(CAGR)

Winner

TAX

+6.86%

CPSO

+5.60%

TAX vs CPSO - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

Year	TAX	CPSO
2026	+5.88%	+3.05%
2025	+16.54%	+6.09%
2024	+0.26%	+0.77%
2018	-12.51%	N/A
2017	-13.07%	N/A
2016	-39.66%	N/A
2015	-32.96%	N/A
2014	+48.85%	N/A
2013	+73.94%	N/A
2012	-1.57%	N/A

TAX vs CPSO Drawdown Comparison

The maximum drawdown for TAX was -77.48%, occurring on Mar 1, 2018. This drawdown has not yet recovered.

The maximum drawdown for CPSO was -3.23%, occurring on Apr 7, 2025. Recovery took 60 trading sessions.

The current TAX drawdown is -8.93%. The current CPSO drawdown is -0.23%.

Rank	TAX	CPSO
#1	-77.48% Nov 12, 2014 - Mar 1, 2018	-3.23% Feb 19, 2025 - May 15, 2025
#2	-35.36% Jul 2, 2012 - Oct 5, 2012	-1.45% Feb 25, 2026 - Apr 9, 2026
#3	-13.80% Jul 23, 2013 - Oct 2, 2013	-0.89% Oct 27, 2025 - Dec 3, 2025
#4	-12.74% Oct 12, 2012 - Jan 29, 2013	-0.56% Oct 18, 2024 - Nov 7, 2024
#5	-12.16% Aug 6, 2014 - Oct 28, 2014	-0.52% Dec 16, 2024 - Jan 6, 2025
#6	-9.69% Dec 24, 2013 - Jan 21, 2014	-0.49% May 19, 2025 - May 30, 2025
#7	-9.18% May 3, 2013 - Jul 10, 2013	-0.47% Jan 24, 2025 - Feb 6, 2025
#8	-7.18% Feb 4, 2013 - Apr 10, 2013	-0.44% Jan 28, 2026 - Feb 9, 2026
#9	-5.40% Apr 1, 2014 - Jun 12, 2014	-0.43% Jun 2, 2026 - Jun 15, 2026
#10	-5.31% Feb 21, 2014 - Mar 6, 2014	-0.39% Jan 6, 2025 - Jan 15, 2025
#11	-5.23% Oct 4, 2013 - Oct 18, 2013	-0.36% Jul 28, 2025 - Aug 6, 2025
#12	-5.22% Nov 29, 2013 - Dec 20, 2013	-0.35% Nov 13, 2024 - Nov 26, 2024
#13	-4.94% Oct 22, 2013 - Nov 21, 2013	-0.31% Feb 9, 2026 - Feb 25, 2026
#14	-3.86% Jan 22, 2014 - Feb 10, 2014	-0.30% Oct 6, 2025 - Oct 20, 2025
#15	-3.83% Feb 10, 2014 - Feb 21, 2014	-0.29% Nov 29, 2024 - Dec 3, 2024