CPSM vs. VOO
Compare and contrast key facts about Calamos S&P 500 Structured Alt Protection ETF - May (CPSM) and Vanguard S&P 500 ETF (VOO).
CPSM and VOO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CPSM is an actively managed fund by Calamos. It was launched on Apr 30, 2024. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CPSM or VOO.
Correlation
The correlation between CPSM and VOO is 0.72, 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.
Performance
CPSM vs. VOO - Performance Comparison
Key characteristics
CPSM:
2.63%
VOO:
12.69%
CPSM:
-1.16%
VOO:
-33.99%
CPSM:
-0.05%
VOO:
0.00%
Returns By Period
In the year-to-date period, CPSM achieves a 1.22% return, which is significantly lower than VOO's 4.36% return.
CPSM
1.22%
0.51%
3.43%
N/A
N/A
N/A
VOO
4.36%
2.34%
10.20%
24.11%
14.50%
13.28%
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CPSM vs. VOO - Expense Ratio Comparison
CPSM has a 0.69% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
CPSM vs. VOO — Risk-Adjusted Performance Rank
CPSM
VOO
CPSM vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos S&P 500 Structured Alt Protection ETF - May (CPSM) and Vanguard S&P 500 ETF (VOO). 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.
Not enough dataDividends
CPSM vs. VOO - Dividend Comparison
CPSM has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.19%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
CPSM vs. VOO - Drawdown Comparison
The maximum CPSM drawdown since its inception was -1.16%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for CPSM and VOO. For additional features, visit the drawdowns tool.
Volatility
CPSM vs. VOO - Volatility Comparison
The current volatility for Calamos S&P 500 Structured Alt Protection ETF - May (CPSM) is 0.51%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.12%. This indicates that CPSM experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.