CAOS vs JHSC
Comparison between ALPHA ARCHITECT TAIL RISK ETF (CAOS, ETF) and JOHN HANCOCK MULTIFACTOR SMALL CAP ETF (JHSC, ETF).
CAOS vs JHSC - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
CAOS
$669M
JHSC
$667M
Expense Ratio
CAOS
0.63%
Winner
JHSC
0.42%
Max Drawdown
Winner
CAOS
3.60%
JHSC
42.66%
Sharpe Ratio
CAOS
-1.47
Winner
JHSC
1.34
5Y Beta
Winner
CAOS
-0.14
JHSC
0.98
P/E Ratio
CAOS
N/A
JHSC
26.65
Forward P/E
CAOS
N/A
JHSC
15.25
PEG Ratio
CAOS
N/A
JHSC
3.21
5Y Dividends CAGR
CAOS
N/A
JHSC
6.62%
5Y EPS CAGR
CAOS
N/A
JHSC
16.46%
Debt to Equity
CAOS
N/A
JHSC
37.79%
CAOS vs JHSC - Holdings Comparison
CAOS and JHSC have 1 common holdings. Overlap is -189.42%
CAOS's top 25 holdings weight is 100.00%. JHSC's top 25 holdings weight is 12.03%.
| Rank | CAOS | JHSC |
|---|---|---|
| #1 | OPTION ON STATE STREET® SPDR® S&P 500® ETF SEP26 (n/a) - 193.12% | ARROW ELECTRONICS INC (ARW) - 0.62% |
| #2 | SPY 06/18/2026 10010.01 P (n/a) - 175.17% | LITTELFUSE INC (LFUS) - 0.61% |
| #3 | SPY 06/18/2026 10.01 C (n/a) - 13.45% | RYDER SYSTEM INC (R) - 0.57% |
| #4 | OPTION ON S&P 500 PR (n/a) - 7.34% | ELEMENT SOLUTIONS INC (ESI) - 0.54% |
| #5 | FIRST AMERICAN GOVERNMENT OBLIGS X (FGXXX) - 0.23% | SANMINA CORP (SANM) - 0.54% |
| #6 | OTHER ASSETS AND LIABILITIES (n/a) - 0.04% | AAON INC (AAON) - 0.52% |
| #7 | SPY 06/18/2026 10.01 P (n/a) - 0.00% | SEMTECH CORP (SMTC) - 0.51% |
| #8 | SPY 06/18/2026 10010.01 C (n/a) - 0.00% | THE TIMKEN CO (TKR) - 0.50% |
| #9 | US DOLLARS (n/a) - -0.10% | DARLING INGREDIENTS INC (DAR) - 0.49% |
| #10 | CASH OFFSET (n/a) - -99.83% | FIRSTCASH HOLDINGS INC (FCFS) - 0.48% |
| #11 | OPTION ON INVESCO QQQ TRUST SERIES 1 USD JUN26 (n/a) - -189.42% | KRYSTAL BIOTECH INC (KRYS) - 0.47% |
| #12 | N/A | AFFILIATED MANAGERS GROUP INC (AMG) - 0.47% |
| #13 | N/A | CIRRUS LOGIC INC (CRUS) - 0.47% |
| #14 | N/A | HUT 8 CORP (HUT) - 0.46% |
| #15 | N/A | DIGITALOCEAN HOLDINGS INC (DOCN) - 0.46% |
| #16 | N/A | COMMERCIAL METALS CO (CMC) - 0.46% |
| #17 | N/A | LUMEN TECHNOLOGIES INC ORDINARY SHARES (LUMN) - 0.46% |
| #18 | N/A | LANDSTAR SYSTEM INC (LSTR) - 0.45% |
| #19 | N/A | TELEFLEX INC (TFX) - 0.44% |
| #20 | N/A | SENSATA TECHNOLOGIES HOLDING PLC (ST) - 0.44% |
| #21 | N/A | SENSIENT TECHNOLOGIES CORP (SXT) - 0.44% |
| #22 | N/A | PJT PARTNERS INC CLASS A (PJT) - 0.44% |
| #23 | N/A | VOYA FINANCIAL INC (VOYA) - 0.43% |
| #24 | N/A | VSE CORP (VSEC) - 0.38% |
| #25 | N/A | WEX INC (WEX) - 0.38% |
| Total Holdings | 11 | 445 |
CAOS vs JHSC - Historical Returns
Returns include dividend reinvestment.
1M
CAOS
-0.27%
Winner
JHSC
+4.93%
3M
CAOS
-0.27%
Winner
JHSC
+12.87%
6M
CAOS
+0.50%
Winner
JHSC
+12.87%
1Y
CAOS
+1.59%
Winner
JHSC
+26.97%
5Y(CAGR)
CAOS
N/A
JHSC
+8.29%
10Y(CAGR)
CAOS
N/A
JHSC
+8.96%
Max(CAGR)
CAOS
+5.00%
Winner
JHSC
+8.96%
CAOS vs JHSC - Annual Returns (2017 - 2026)
Returns include dividend reinvestment.
| Year | CAOS | JHSC |
|---|---|---|
| 2026 | +0.69% | +12.84% |
| 2025 | +2.72% | +7.26% |
| 2024 | +5.67% | +10.44% |
| 2023 | +7.97% | +21.35% |
| 2022 | N/A | -15.01% |
| 2021 | N/A | +21.47% |
| 2020 | N/A | +11.50% |
| 2019 | N/A | +24.48% |
| 2018 | N/A | -12.49% |
| 2017 | N/A | +4.48% |
CAOS vs JHSC Drawdown Comparison
The maximum drawdown for CAOS was -3.60%, occurring on May 9, 2025. This drawdown has not yet recovered.
The maximum drawdown for JHSC was -42.66%, occurring on Mar 23, 2020. Recovery took 188 trading sessions.
The current CAOS drawdown is -1.25%. The current JHSC drawdown is -0.29%.
| Rank | CAOS | JHSC |
|---|---|---|
| #1 | -3.60% Apr 8, 2025 - May 9, 2025 | -42.66% Feb 20, 2020 - Nov 16, 2020 |
| #2 | -3.41% Mar 6, 2023 - Mar 31, 2023 | -25.22% Nov 8, 2021 - Dec 26, 2023 |
| #3 | -2.07% Aug 5, 2024 - Nov 13, 2024 | -25.15% Nov 25, 2024 - Dec 10, 2025 |
| #4 | -1.62% May 1, 2023 - May 17, 2023 | -24.70% Aug 29, 2018 - Jan 14, 2020 |
| #5 | -1.52% Oct 17, 2023 - Nov 2, 2023 | -10.77% Jan 23, 2018 - Jun 5, 2018 |
| #6 | -1.31% Apr 18, 2023 - Apr 28, 2023 | -9.63% Feb 9, 2026 - Apr 17, 2026 |
| #7 | -1.22% Sep 15, 2023 - Oct 11, 2023 | -8.07% Jul 31, 2024 - Sep 19, 2024 |
| #8 | -1.21% Apr 11, 2024 - May 22, 2024 | -7.61% Mar 28, 2024 - Jul 15, 2024 |
| #9 | -0.89% May 22, 2023 - May 26, 2023 | -7.05% Apr 28, 2021 - Sep 1, 2021 |
| #10 | -0.83% Aug 14, 2023 - Sep 11, 2023 | -6.95% Mar 15, 2021 - Apr 16, 2021 |
| #11 | -0.70% Dec 27, 2023 - Jan 18, 2024 | -5.48% Feb 24, 2021 - Mar 11, 2021 |
| #12 | -0.50% Dec 19, 2024 - Jan 31, 2025 | -5.40% Dec 27, 2023 - Mar 1, 2024 |
| #13 | -0.42% Apr 3, 2023 - Apr 13, 2023 | -4.66% Jan 20, 2021 - Feb 4, 2021 |
| #14 | -0.38% Nov 13, 2024 - Dec 18, 2024 | -4.65% Sep 2, 2021 - Oct 20, 2021 |
| #15 | -0.35% May 24, 2024 - Jun 5, 2024 | -4.35% Nov 11, 2024 - Nov 25, 2024 |
Correlation
Correlation between CAOS and JHSC is 0.89 which considered as a strong positive correlation - the stocks tend to move together.
0.89
-101
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