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CPSM vs. SPXN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CPSM vs. SPXN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Calamos S&P 500 Structured Alt Protection ETF - May (CPSM) and ProShares S&P 500 Ex-Financials ETF (SPXN). The values are adjusted to include any dividend payments, if applicable.

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CPSM vs. SPXN - Yearly Performance Comparison


2026 (YTD)20252024
CPSM
Calamos S&P 500 Structured Alt Protection ETF - May
1.00%7.21%6.67%
SPXN
ProShares S&P 500 Ex-Financials ETF
-3.02%18.74%17.50%

Returns By Period

In the year-to-date period, CPSM achieves a 1.00% return, which is significantly higher than SPXN's -3.02% return.


CPSM

1D
0.19%
1M
0.26%
YTD
1.00%
6M
2.12%
1Y
7.35%
3Y*
5Y*
10Y*

SPXN

1D
0.96%
1M
-4.46%
YTD
-3.02%
6M
-0.71%
1Y
21.63%
3Y*
18.96%
5Y*
12.35%
10Y*
15.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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CPSM vs. SPXN - Expense Ratio Comparison

CPSM has a 0.69% expense ratio, which is higher than SPXN's 0.27% expense ratio.


Return for Risk

CPSM vs. SPXN — Risk / Return Rank

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

CPSM
CPSM Risk / Return Rank: 7171
Overall Rank
CPSM Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
CPSM Sortino Ratio Rank: 6565
Sortino Ratio Rank
CPSM Omega Ratio Rank: 9494
Omega Ratio Rank
CPSM Calmar Ratio Rank: 5656
Calmar Ratio Rank
CPSM Martin Ratio Rank: 8282
Martin Ratio Rank

SPXN
SPXN Risk / Return Rank: 6868
Overall Rank
SPXN Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SPXN Sortino Ratio Rank: 6666
Sortino Ratio Rank
SPXN Omega Ratio Rank: 6868
Omega Ratio Rank
SPXN Calmar Ratio Rank: 6767
Calmar Ratio Rank
SPXN Martin Ratio Rank: 7575
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.

CPSM vs. SPXN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Calamos S&P 500 Structured Alt Protection ETF - May (CPSM) and ProShares S&P 500 Ex-Financials ETF (SPXN). 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.


CPSMSPXNDifference

Sharpe ratio

Return per unit of total volatility

1.10

1.14

-0.04

Sortino ratio

Return per unit of downside risk

1.71

1.73

-0.02

Omega ratio

Gain probability vs. loss probability

1.45

1.26

+0.19

Calmar ratio

Return relative to maximum drawdown

1.51

1.81

-0.29

Martin ratio

Return relative to average drawdown

9.75

8.46

+1.29

CPSM vs. SPXN - Sharpe Ratio Comparison

The current CPSM Sharpe Ratio is 1.10, which is comparable to the SPXN Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of CPSM and SPXN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


CPSMSPXNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

1.14

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.85

Sharpe Ratio (All Time)

Calculated using the full available price history

1.48

0.84

+0.65

Correlation

The correlation between CPSM and SPXN is 0.70, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

CPSM vs. SPXN - Dividend Comparison

CPSM has not paid dividends to shareholders, while SPXN's dividend yield for the trailing twelve months is around 1.02%.


TTM20252024202320222021202020192018201720162015
CPSM
Calamos S&P 500 Structured Alt Protection ETF - May
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPXN
ProShares S&P 500 Ex-Financials ETF
1.02%0.98%1.12%1.19%1.35%0.94%1.09%1.41%1.76%1.54%2.60%0.52%

Drawdowns

CPSM vs. SPXN - Drawdown Comparison

The maximum CPSM drawdown since its inception was -5.19%, smaller than the maximum SPXN drawdown of -32.10%. Use the drawdown chart below to compare losses from any high point for CPSM and SPXN.


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Drawdown Indicators


CPSMSPXNDifference

Max Drawdown

Largest peak-to-trough decline

-5.19%

-32.10%

+26.91%

Max Drawdown (1Y)

Largest decline over 1 year

-4.99%

-12.23%

+7.24%

Max Drawdown (5Y)

Largest decline over 5 years

-24.47%

Max Drawdown (10Y)

Largest decline over 10 years

-32.10%

Current Drawdown

Current decline from peak

0.00%

-5.70%

+5.70%

Average Drawdown

Average peak-to-trough decline

-0.21%

-4.05%

+3.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.77%

2.61%

-1.84%

Volatility

CPSM vs. SPXN - Volatility Comparison

The current volatility for Calamos S&P 500 Structured Alt Protection ETF - May (CPSM) is 0.70%, while ProShares S&P 500 Ex-Financials ETF (SPXN) has a volatility of 5.84%. This indicates that CPSM experiences smaller price fluctuations and is considered to be less risky than SPXN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CPSMSPXNDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.70%

5.84%

-5.14%

Volatility (6M)

Calculated over the trailing 6-month period

1.19%

10.33%

-9.14%

Volatility (1Y)

Calculated over the trailing 1-year period

6.69%

19.00%

-12.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.30%

17.16%

-11.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.30%

17.69%

-12.39%