TAX vs CPSY

Comparison between CAMBRIA TAX AWARE ETF (TAX, ETF) and Calamos S&P 500 Structured Alt Protection ETF January (CPSY, ETF).

TAX vs CPSY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	TAX(ETF)	CPSY(ETF)
Net Assets	$26M	$26M
Expense Ratio	0.54%	0.69%
Max Drawdown	80.04%	3.01%
Sharpe Ratio	0.73	1.06
5Y Beta	0.96	0.15
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

CPSY

$26M

Expense Ratio

Winner

TAX

0.54%

CPSY

0.69%

Max Drawdown

TAX

80.04%

Winner

CPSY

3.01%

Sharpe Ratio

TAX

0.73

Winner

CPSY

1.06

5Y Beta

TAX

0.96

Winner

CPSY

0.15

P/E Ratio

TAX

27.19

CPSY

N/A

Forward P/E

TAX

17.55

CPSY

N/A

PEG Ratio

TAX

0.70

CPSY

N/A

5Y EPS CAGR

TAX

22.51%

CPSY

N/A

Debt to Equity

TAX

90.10%

CPSY

N/A

P/S Ratio

TAX

1.23

CPSY

N/A

P/B Ratio

TAX

3.21

CPSY

N/A

TAX vs CPSY - Historical Returns

Returns include dividend reinvestment.

Period	TAX	CPSY
1 month	-0.05%	+0.23%
3 months	+2.65%	+1.26%
6 months	+3.81%	+2.18%
1 year	+14.10%	+5.97%
5 years(CAGR)	+16.26%	N/A
10 years(CAGR)	+9.00%	N/A
Max(CAGR)	+6.86%	+6.07%

TAX

-0.05%

Winner

CPSY

+0.23%

Winner

TAX

+2.65%

CPSY

+1.26%

Winner

TAX

+3.81%

CPSY

+2.18%

Winner

TAX

+14.10%

CPSY

+5.97%

5Y(CAGR)

TAX

+16.26%

CPSY

N/A

10Y(CAGR)

TAX

+9.00%

CPSY

N/A

Max(CAGR)

Winner

TAX

+6.86%

CPSY

+6.07%

TAX vs CPSY - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

Year	TAX	CPSY
2026	+5.88%	+2.39%
2025	+16.54%	+6.83%
2024	+0.26%	N/A
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 CPSY 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 CPSY was -3.01%, occurring on Apr 8, 2025. Recovery took 62 trading sessions.

The current TAX drawdown is -8.93%. The current CPSY drawdown is -0.25%.

Rank	TAX	CPSY
#1	-77.48% Nov 12, 2014 - Mar 1, 2018	-3.01% Feb 14, 2025 - May 15, 2025
#2	-35.36% Jul 2, 2012 - Oct 5, 2012	-1.35% Feb 10, 2026 - Apr 13, 2026
#3	-13.80% Jul 23, 2013 - Oct 2, 2013	-0.56% Nov 11, 2025 - Nov 25, 2025
#4	-12.74% Oct 12, 2012 - Jan 29, 2013	-0.53% May 19, 2025 - Jun 2, 2025
#5	-12.16% Aug 6, 2014 - Oct 28, 2014	-0.47% Jun 4, 2026 - Jun 15, 2026
#6	-9.69% Dec 24, 2013 - Jan 21, 2014	-0.40% Oct 9, 2025 - Oct 20, 2025
#7	-9.18% May 3, 2013 - Jul 10, 2013	-0.39% Jul 25, 2025 - Aug 8, 2025
#8	-7.18% Feb 4, 2013 - Apr 10, 2013	-0.38% Jan 8, 2025 - Jan 15, 2025
#9	-5.40% Apr 1, 2014 - Jun 12, 2014	-0.38% Jan 21, 2025 - Feb 13, 2025
#10	-5.31% Feb 21, 2014 - Mar 6, 2014	-0.30% Jan 27, 2026 - Feb 9, 2026
#11	-5.23% Oct 4, 2013 - Oct 18, 2013	-0.30% Jan 9, 2026 - Jan 27, 2026
#12	-5.22% Nov 29, 2013 - Dec 20, 2013	-0.29% Jun 12, 2025 - Jun 16, 2025
#13	-4.94% Oct 22, 2013 - Nov 21, 2013	-0.27% Jun 15, 2026 - Jun 30, 2026
#14	-3.86% Jan 22, 2014 - Feb 10, 2014	-0.25% Jul 15, 2026 - Jul 23, 2026
#15	-3.83% Feb 10, 2014 - Feb 21, 2014	-0.24% Dec 15, 2025 - Dec 23, 2025