ZJAN vs CPSL
Comparison between Innovator Equity Defined Protection ETF 1 Yr January (ZJAN, ETF) and Calamos Laddered S&P 500 Structured Alt Protection ETF (CPSL, ETF).
ZJAN vs CPSL - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
ZJAN
$115M
Winner
CPSL
$115M
Expense Ratio
ZJAN
0.79%
CPSL
0.79%
Max Drawdown
Winner
ZJAN
3.20%
CPSL
3.72%
Sharpe Ratio
Winner
ZJAN
1.19
CPSL
0.99
5Y Beta
Winner
ZJAN
0.15
CPSL
0.17
ZJAN vs CPSL - Historical Returns
Returns include dividend reinvestment.
1M
ZJAN
+0.43%
Winner
CPSL
+0.57%
3M
Winner
ZJAN
+1.52%
CPSL
+1.48%
6M
ZJAN
+2.52%
Winner
CPSL
+2.79%
1Y
Winner
ZJAN
+6.28%
CPSL
+6.08%
Max(CAGR)
ZJAN
+6.16%
Winner
CPSL
+6.44%
ZJAN vs CPSL - Annual Returns (2024 - 2026)
Returns include dividend reinvestment.
| Year | ZJAN | CPSL |
|---|---|---|
| 2026 | +2.59% | +2.95% |
| 2025 | +6.79% | +6.49% |
| 2024 | N/A | +2.32% |
ZJAN vs CPSL Drawdown Comparison
The maximum drawdown for ZJAN was -3.20%, occurring on Apr 8, 2025. Recovery took 61 trading sessions.
The maximum drawdown for CPSL was -3.72%, occurring on Apr 4, 2025. Recovery took 59 trading sessions.
The current ZJAN drawdown is -0.04%.
| Rank | ZJAN | CPSL |
|---|---|---|
| #1 | -3.20% Feb 19, 2025 - May 16, 2025 | -3.72% Feb 20, 2025 - May 15, 2025 |
| #2 | -1.36% Feb 25, 2026 - Apr 13, 2026 | -1.18% Feb 25, 2026 - Apr 8, 2026 |
| #3 | -0.62% Nov 12, 2025 - Nov 25, 2025 | -0.63% Nov 12, 2025 - Nov 25, 2025 |
| #4 | -0.62% May 19, 2025 - Jun 2, 2025 | -0.58% May 19, 2025 - Jun 3, 2025 |
| #5 | -0.52% Oct 9, 2025 - Oct 20, 2025 | -0.55% Dec 13, 2024 - Dec 26, 2024 |
| #6 | -0.51% Jan 6, 2025 - Jan 17, 2025 | -0.51% Oct 28, 2024 - Nov 6, 2024 |
| #7 | -0.50% Jun 2, 2026 - Jun 15, 2026 | -0.51% Jan 6, 2025 - Jan 17, 2025 |
| #8 | -0.44% Jan 12, 2026 - Jan 27, 2026 | -0.46% Jun 3, 2025 - Jun 12, 2025 |
| #9 | -0.42% Jul 28, 2025 - Aug 6, 2025 | -0.43% Jun 2, 2026 - Jun 15, 2026 |
| #10 | -0.36% Feb 10, 2026 - Feb 25, 2026 | -0.43% Jun 16, 2026 - Jul 2, 2026 |
| #11 | -0.33% Jan 28, 2026 - Feb 10, 2026 | -0.39% Dec 26, 2024 - Jan 6, 2025 |
| #12 | -0.28% Jan 24, 2025 - Feb 13, 2025 | -0.35% Sep 23, 2024 - Oct 14, 2024 |
| #13 | -0.27% Jun 15, 2026 - Jul 1, 2026 | -0.35% Jul 29, 2025 - Aug 7, 2025 |
| #14 | -0.26% Aug 28, 2025 - Sep 4, 2025 | -0.33% Oct 1, 2025 - Oct 21, 2025 |
| #15 | -0.22% Jun 12, 2025 - Jun 23, 2025 | -0.31% Jun 12, 2025 - Jun 16, 2025 |
Correlation
Correlation between ZJAN and CPSL is 1.00 which considered as a very strong positive correlation - the stocks move almost identically together.
1.00
-101
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