SROI vs. CPST
SROI (Calamos Antetokounmpo Global Sustainable Equities ETF) and CPST (Calamos S&P 500 Structured Alt Protection ETF - September) are both exchange-traded funds - SROI is a Global Equities fund actively managed by Calamos, while CPST is a Defined Outcome fund tracking the MerQube Cap Protect US Lrg Cap PR Index - Sep. SROI is actively managed, while CPST is passively managed. Over the past year, SROI returned 20.66% vs 7.61% for CPST. A 0.77 correlation means they provide meaningful diversification when combined. SROI charges 0.95%/yr vs 0.69%/yr for CPST.
Performance
SROI vs. CPST - Performance Comparison
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Returns By Period
In the year-to-date period, SROI achieves a 11.06% return, which is significantly higher than CPST's 2.67% return.
SROI
- 1D
- -0.71%
- 1M
- 3.89%
- YTD
- 11.06%
- 6M
- 11.15%
- 1Y
- 20.66%
- 3Y*
- 14.52%
- 5Y*
- —
- 10Y*
- —
CPST
- 1D
- 0.00%
- 1M
- 0.87%
- YTD
- 2.67%
- 6M
- 2.98%
- 1Y
- 7.61%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SROI vs. CPST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
SROI Calamos Antetokounmpo Global Sustainable Equities ETF | 11.06% | 16.36% | -1.02% |
CPST Calamos S&P 500 Structured Alt Protection ETF - September | 2.67% | 6.73% | 2.30% |
Correlation
The correlation between SROI and CPST is 0.78, 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 | 0.78 |
Correlation (All Time) Calculated using the full available price history since Sep 4, 2024 | 0.77 |
The correlation between SROI and CPST has been stable across timeframes, ranging from 0.77 to 0.78 - a consistent structural relationship.
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Return for Risk
SROI vs. CPST — Risk / Return Rank
SROI
CPST
SROI vs. CPST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calamos Antetokounmpo Global Sustainable Equities ETF (SROI) and Calamos S&P 500 Structured Alt Protection ETF - September (CPST). 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.
| SROI | CPST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.01 | ||
| Sortino ratioReturn per unit of downside risk | -3.67 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.82 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | 2.04 | 5.38 | -3.34 |
| Martin ratioReturn relative to average drawdown | 8.77 | 28.97 | -20.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SROI | CPST | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | 3.56 | -2.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.01 | 2.02 | -1.01 |
Drawdowns
SROI vs. CPST - Drawdown Comparison
The maximum SROI drawdown since its inception was -15.38%, which is greater than CPST's maximum drawdown of -3.79%. Use the drawdown chart below to compare losses from any high point for SROI and CPST.
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Drawdown Indicators
| SROI | CPST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.38% | -3.79% | -11.59% |
Max Drawdown (1Y)Largest decline over 1 year | -10.19% | -1.42% | -8.77% |
Max Drawdown (3Y)Largest decline over 3 years | -15.38% | — | — |
Current DrawdownCurrent decline from peak | -0.71% | 0.00% | -0.71% |
Average DrawdownAverage peak-to-trough decline | -2.42% | -0.35% | -2.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 0.26% | +2.10% |
Volatility
SROI vs. CPST - Volatility Comparison
Calamos Antetokounmpo Global Sustainable Equities ETF (SROI) has a higher volatility of 4.00% compared to Calamos S&P 500 Structured Alt Protection ETF - September (CPST) at 0.30%. This indicates that SROI's price experiences larger fluctuations and is considered to be riskier than CPST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SROI | CPST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.00% | 0.30% | +3.70% |
Volatility (6M)Calculated over the trailing 6-month period | 10.86% | 1.60% | +9.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.38% | 2.15% | +11.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.87% | 3.37% | +10.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.87% | 3.37% | +10.50% |
SROI vs. CPST - Expense Ratio Comparison
SROI has a 0.95% expense ratio, which is higher than CPST's 0.69% expense ratio.
Dividends
SROI vs. CPST - Dividend Comparison
SROI's dividend yield for the trailing twelve months is around 0.54%, while CPST has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
CPST Calamos S&P 500 Structured Alt Protection ETF - September | 0.00% | 0.00% | 0.00% | 0.00% |
SROI Calamos Antetokounmpo Global Sustainable Equities ETF | 0.54% | 0.60% | 0.68% | 0.94% |
Frequently Asked Questions
SROI and CPST have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SROI has higher volatility (4.00%) compared to CPST (0.30%). In terms of maximum drawdown, SROI dropped -15.38% vs CPST's -3.79%.
On 1-year performance, SROI leads with 20.66% vs 7.61% for CPST. On fees, CPST is cheaper at 0.69% per year. On volatility, CPST has been the lower-risk option at 0.30%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, SROI has performed better with a 20.66% return vs 7.61%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
CPST is cheaper with a 0.69% expense ratio, compared with 0.95% for SROI.
SROI has the higher dividend yield at 0.54%, compared with 0.00% for CPST.
SROI is categorized as Global Equities, while CPST is Defined Outcome. Their fees differ too: 0.95% for SROI and 0.69% for CPST.
CPST currently has the higher Sharpe Ratio (3.56 vs 1.55), 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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