CAOS vs LDP
Comparison between ALPHA ARCHITECT TAIL RISK ETF (CAOS, ETF) and Cohen & Steers Ltd Duration Preferred and Income Fund Inc (LDP, ETF).
CAOS vs LDP - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
CAOS
$650M
LDP
$649M
Expense Ratio
CAOS
0.63%
LDP
N/A
Max Drawdown
Winner
CAOS
3.60%
LDP
50.18%
Sharpe Ratio
CAOS
-1.09
Winner
LDP
0.48
5Y Beta
Winner
CAOS
-0.14
LDP
0.40
5Y Dividends CAGR
CAOS
N/A
LDP
-2.01%
CAOS vs LDP - Historical Returns
Returns include dividend reinvestment.
1M
Winner
CAOS
+0.07%
LDP
-0.67%
3M
CAOS
-0.10%
Winner
LDP
-0.03%
6M
Winner
CAOS
+0.76%
LDP
+0.25%
1Y
CAOS
+1.94%
Winner
LDP
+7.69%
5Y(CAGR)
CAOS
N/A
LDP
+3.01%
10Y(CAGR)
CAOS
N/A
LDP
+6.40%
Max(CAGR)
CAOS
+5.14%
Winner
LDP
+6.67%
CAOS vs LDP - Annual Returns (2012 - 2026)
Returns include dividend reinvestment.
| Year | CAOS | LDP |
|---|---|---|
| 2026 | +0.94% | -0.32% |
| 2025 | +2.72% | +11.97% |
| 2024 | +5.67% | +17.42% |
| 2023 | +7.97% | +4.46% |
| 2022 | N/A | -21.82% |
| 2021 | N/A | +8.45% |
| 2020 | N/A | +9.41% |
| 2019 | N/A | +27.43% |
| 2018 | N/A | -9.51% |
| 2017 | N/A | +13.98% |
| 2016 | N/A | +17.42% |
| 2015 | N/A | +6.00% |
| 2014 | N/A | +8.99% |
| 2013 | N/A | -3.31% |
| 2012 | N/A | +2.69% |
CAOS vs LDP 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 LDP was -49.59%, occurring on Mar 18, 2020. Recovery took 211 trading sessions.
The current CAOS drawdown is -0.99%. The current LDP drawdown is -2.12%.
| Rank | CAOS | LDP |
|---|---|---|
| #1 | -3.60% Apr 8, 2025 - May 9, 2025 | -49.59% Feb 19, 2020 - Dec 17, 2020 |
| #2 | -3.41% Mar 6, 2023 - Mar 31, 2023 | -32.20% Oct 13, 2021 - Sep 24, 2024 |
| #3 | -2.07% Aug 5, 2024 - Nov 13, 2024 | -20.27% Sep 20, 2017 - Apr 3, 2019 |
| #4 | -1.62% May 1, 2023 - May 17, 2023 | -17.06% Mar 28, 2013 - Jun 19, 2014 |
| #5 | -1.52% Oct 17, 2023 - Nov 2, 2023 | -12.02% Oct 16, 2024 - Jun 11, 2025 |
| #6 | -1.31% Apr 18, 2023 - Apr 28, 2023 | -10.95% Sep 7, 2016 - Jan 26, 2017 |
| #7 | -1.22% Sep 15, 2023 - Oct 11, 2023 | -9.38% Feb 25, 2026 - Mar 30, 2026 |
| #8 | -1.21% Apr 11, 2024 - May 22, 2024 | -8.38% Aug 4, 2015 - Mar 2, 2016 |
| #9 | -0.89% May 22, 2023 - May 26, 2023 | -6.87% Sep 3, 2014 - Mar 5, 2015 |
| #10 | -0.83% Aug 14, 2023 - Sep 11, 2023 | -5.72% Dec 31, 2020 - Apr 1, 2021 |
| #11 | -0.70% Dec 27, 2023 - Jan 18, 2024 | -5.48% Apr 9, 2015 - Aug 4, 2015 |
| #12 | -0.50% Dec 19, 2024 - Jan 31, 2025 | -5.41% May 4, 2021 - Jul 2, 2021 |
| #13 | -0.42% Apr 3, 2023 - Apr 13, 2023 | -5.09% Jul 1, 2014 - Aug 29, 2014 |
| #14 | -0.38% Nov 13, 2024 - Dec 18, 2024 | -4.79% Nov 11, 2025 - Feb 25, 2026 |
| #15 | -0.35% May 24, 2024 - Jun 5, 2024 | -4.70% Aug 10, 2012 - Nov 6, 2012 |
Correlation
Correlation between CAOS and LDP is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.
0.97
-101
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