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FEBZ vs. CPSP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FEBZ vs. CPSP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TrueShares Structured Outcome (February) ETF (FEBZ) and Calamos S&P 500 Structured Alt Protection ETF - April (CPSP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, FEBZ achieves a 7.99% return, which is significantly higher than CPSP's 3.18% return.


FEBZ

1D
-0.49%
1M
4.07%
YTD
7.99%
6M
7.75%
1Y
20.13%
3Y*
15.79%
5Y*
11.22%
10Y*

CPSP

1D
0.00%
1M
0.60%
YTD
3.18%
6M
3.74%
1Y
7.13%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

FEBZ vs. CPSP - Yearly Performance Comparison


Correlation

The correlation between FEBZ and CPSP is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.73

Correlation (All Time)
Calculated using the full available price history since Apr 2, 2025

0.74

The correlation between FEBZ and CPSP has been stable across timeframes, ranging from 0.73 to 0.74 - a consistent structural relationship.

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Return for Risk

FEBZ vs. CPSP — Risk / Return Rank

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

FEBZ
FEBZ Risk / Return Rank: 6565
Overall Rank
FEBZ Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FEBZ Sortino Ratio Rank: 6666
Sortino Ratio Rank
FEBZ Omega Ratio Rank: 6666
Omega Ratio Rank
FEBZ Calmar Ratio Rank: 5858
Calmar Ratio Rank
FEBZ Martin Ratio Rank: 6767
Martin Ratio Rank

CPSP
CPSP Risk / Return Rank: 9898
Overall Rank
CPSP Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CPSP Sortino Ratio Rank: 9999
Sortino Ratio Rank
CPSP Omega Ratio Rank: 9898
Omega Ratio Rank
CPSP Calmar Ratio Rank: 9898
Calmar Ratio Rank
CPSP Martin Ratio Rank: 9999
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.

FEBZ vs. CPSP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TrueShares Structured Outcome (February) ETF (FEBZ) and Calamos S&P 500 Structured Alt Protection ETF - April (CPSP). 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.


FEBZCPSPDifference
Sharpe ratioReturn per unit of total volatility

-2.91

Sortino ratioReturn per unit of downside risk

-6.14

Omega ratioGain probability vs. loss probability

1.39

2.31

-0.92

Calmar ratioReturn relative to maximum drawdown

2.83

19.11

-16.28

Martin ratioReturn relative to average drawdown

12.21

96.35

-84.14

FEBZ vs. CPSP - Sharpe Ratio Comparison

The current FEBZ Sharpe Ratio is 2.17, which is lower than the CPSP Sharpe Ratio of 5.08. The chart below compares the historical Sharpe Ratios of FEBZ and CPSP, 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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Sharpe Ratios by Period


FEBZCPSPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

5.08

-2.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.90

Sharpe Ratio (All Time)

Calculated using the full available price history

1.00

3.17

-2.17

Drawdowns

FEBZ vs. CPSP - Drawdown Comparison

The maximum FEBZ drawdown since its inception was -17.50%, which is greater than CPSP's maximum drawdown of -1.73%. Use the drawdown chart below to compare losses from any high point for FEBZ and CPSP.


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Drawdown Indicators


FEBZCPSPDifference

Max Drawdown

Largest peak-to-trough decline

-17.50%

-1.73%

-15.77%

Max Drawdown (1Y)

Largest decline over 1 year

-7.14%

-0.37%

-6.77%

Max Drawdown (3Y)

Largest decline over 3 years

-14.68%

Max Drawdown (5Y)

Largest decline over 5 years

-17.50%

Current Drawdown

Current decline from peak

-0.49%

0.00%

-0.49%

Average Drawdown

Average peak-to-trough decline

-3.32%

-0.08%

-3.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.65%

0.07%

+1.58%

Volatility

FEBZ vs. CPSP - Volatility Comparison

TrueShares Structured Outcome (February) ETF (FEBZ) has a higher volatility of 2.29% compared to Calamos S&P 500 Structured Alt Protection ETF - April (CPSP) at 0.32%. This indicates that FEBZ's price experiences larger fluctuations and is considered to be riskier than CPSP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FEBZCPSPDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.29%

0.32%

+1.97%

Volatility (6M)

Calculated over the trailing 6-month period

7.09%

0.84%

+6.25%

Volatility (1Y)

Calculated over the trailing 1-year period

9.34%

1.42%

+7.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.47%

2.37%

+10.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.35%

2.37%

+9.98%

FEBZ vs. CPSP - Expense Ratio Comparison

FEBZ has a 0.79% expense ratio, which is higher than CPSP's 0.69% expense ratio.


Dividends

FEBZ vs. CPSP - Dividend Comparison

FEBZ's dividend yield for the trailing twelve months is around 2.96%, while CPSP has not paid dividends to shareholders.


PositionTTM202520242023
CPSP
Calamos S&P 500 Structured Alt Protection ETF - April
0.00%0.00%0.00%0.00%
FEBZ
TrueShares Structured Outcome (February) ETF
2.96%3.20%3.88%6.81%

Frequently Asked Questions


FEBZ and CPSP have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FEBZ has higher volatility (2.29%) compared to CPSP (0.32%). In terms of maximum drawdown, FEBZ dropped -17.50% vs CPSP's -1.73%.

On 1-year performance, FEBZ leads with 20.13% vs 7.13% for CPSP. On fees, CPSP is cheaper at 0.69% per year. On volatility, CPSP has been the lower-risk option at 0.32%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FEBZ has performed better with a 20.13% return vs 7.13%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CPSP is cheaper with a 0.69% expense ratio, compared with 0.79% for FEBZ.

FEBZ has the higher dividend yield at 2.96%, compared with 0.00% for CPSP.

FEBZ is categorized as Defined Outcome, while CPSP is S&P 500. They also come from different issuers: TrueShares and Calamos. Their fees differ too: 0.79% for FEBZ and 0.69% for CPSP.

CPSP currently has the higher Sharpe Ratio (5.08 vs 2.17), 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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