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CGBD vs. CPSL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CGBD vs. CPSL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TCG BDC, Inc. (CGBD) and Calamos Laddered S&P 500 Structured Alt Protection ETF (CPSL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CGBD achieves a -10.63% return, which is significantly lower than CPSL's 3.11% return.


CGBD

1D
-0.57%
1M
-1.94%
6M
-10.91%
YTD
-10.63%
1Y
-15.66%
3Y*
-0.42%
5Y*
7.44%
10Y*

CPSL

1D
0.11%
1M
0.55%
6M
2.73%
YTD
3.11%
1Y
6.32%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CGBD vs. CPSL - Yearly Performance Comparison


2026 (YTD)20252024
CGBD
TCG BDC, Inc.
-10.63%-21.53%13.38%
CPSL
Calamos Laddered S&P 500 Structured Alt Protection ETF
3.11%6.43%2.24%

Correlation

The correlation between CGBD and CPSL is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2024

0.32

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Return for Risk

CGBD vs. CPSL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CGBD
CGBD Risk / Return Rank: 1313
Overall Rank
CGBD Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
CGBD Sortino Ratio Rank: 1515
Sortino Ratio Rank
CGBD Omega Ratio Rank: 1717
Omega Ratio Rank
CGBD Calmar Ratio Rank: 1313
Calmar Ratio Rank
CGBD Martin Ratio Rank: 88
Martin Ratio Rank

CPSL
CPSL Risk / Return Rank: 9595
Overall Rank
CPSL Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CPSL Sortino Ratio Rank: 9696
Sortino Ratio Rank
CPSL Omega Ratio Rank: 9494
Omega Ratio Rank
CPSL Calmar Ratio Rank: 9494
Calmar Ratio Rank
CPSL Martin Ratio Rank: 9696
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CGBD vs. CPSL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TCG BDC, Inc. (CGBD) and Calamos Laddered S&P 500 Structured Alt Protection ETF (CPSL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CGBDCPSLDifference
Sharpe ratioReturn per unit of total volatility

-3.56

Sortino ratioReturn per unit of downside risk

-5.49

Omega ratioGain probability vs. loss probability

0.90

1.56

-0.66

Calmar ratioReturn relative to maximum drawdown

-0.80

5.38

-6.18

Martin ratioReturn relative to average drawdown

-1.43

26.67

-28.10

CGBD vs. CPSL - Sharpe Ratio Comparison

The current CGBD Sharpe Ratio is -0.69, which is lower than the CPSL Sharpe Ratio of 2.87. The chart below compares the historical Sharpe Ratios of CGBD and CPSL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CGBD vs. CPSL - Drawdown Comparison

The maximum CGBD drawdown since its inception was -71.09%, which is greater than CPSL's maximum drawdown of -3.72%. Use the drawdown chart below to compare losses from any high point for CGBD and CPSL.


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Drawdown Indicators


CGBDCPSLDifference

Max Drawdown

Largest peak-to-trough decline

-71.09%

-3.72%

-67.37%

Max Drawdown (1Y)

Largest decline over 1 year

-19.72%

-1.18%

-18.54%

Max Drawdown (3Y)

Largest decline over 3 years

-35.06%

Max Drawdown (5Y)

Largest decline over 5 years

-35.06%

Current Drawdown

Current decline from peak

-32.25%

-0.03%

-32.22%

Average Drawdown

Average peak-to-trough decline

-12.69%

-0.32%

-12.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.99%

0.24%

+10.75%

Volatility

CGBD vs. CPSL - Volatility Comparison

TCG BDC, Inc. (CGBD) has a higher volatility of 7.19% compared to Calamos Laddered S&P 500 Structured Alt Protection ETF (CPSL) at 0.55%. This indicates that CGBD's price experiences larger fluctuations and is considered to be riskier than CPSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CGBDCPSLDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.19%

0.55%

+6.64%

Volatility (6M)

Calculated over the trailing 6-month period

17.99%

1.60%

+16.39%

Volatility (1Y)

Calculated over the trailing 1-year period

22.69%

2.21%

+20.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.77%

3.28%

+18.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.63%

3.28%

+31.35%

Dividends

CGBD vs. CPSL - Dividend Comparison

CGBD's dividend yield for the trailing twelve months is around 14.88%, while CPSL has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
CGBD
TCG BDC, Inc.
14.88%13.21%10.43%11.76%11.46%10.92%14.33%13.00%13.55%6.09%
CPSL
Calamos Laddered S&P 500 Structured Alt Protection ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CGBD and CPSL have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CGBD has higher volatility (7.19%) compared to CPSL (0.55%). In terms of maximum drawdown, CGBD dropped -71.09% vs CPSL's -3.72%.

CPSL currently has the higher Sharpe Ratio (2.87 vs -0.69), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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