CAOS vs SPY
Comparison between ALPHA ARCHITECT TAIL RISK ETF (CAOS, ETF) and SPDR S&P 500 ETF Trust (SPY, ETF).
CAOS vs SPY - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
CAOS
$705M
Winner
SPY
$781B
Expense Ratio
CAOS
0.63%
Winner
SPY
0.09%
Max Drawdown
Winner
CAOS
3.60%
SPY
56.47%
Sharpe Ratio
CAOS
-1.18
Winner
SPY
1.25
5Y Beta
Winner
CAOS
-0.14
SPY
1.00
P/E Ratio
CAOS
N/A
SPY
28.78
Forward P/E
CAOS
N/A
SPY
21.23
5Y Dividends CAGR
CAOS
N/A
SPY
6.00%
5Y EPS CAGR
CAOS
N/A
SPY
25.62%
Debt to Equity
CAOS
N/A
SPY
31.92%
P/S Ratio
CAOS
N/A
SPY
3.76
P/B Ratio
CAOS
N/A
SPY
5.64
CAOS vs SPY - Holdings Comparison
CAOS and SPY have 1 common holdings. Overlap is -189.42%
CAOS's top 25 holdings weight is 100.00%. SPY's top 25 holdings weight is 51.74%.
| Rank | CAOS | SPY |
|---|---|---|
| #1 | OPTION ON STATE STREET® SPDR® S&P 500® ETF SEP26 (n/a) - 193.12% | NVIDIA CORP (NVDA) - 7.89% |
| #2 | SPY 06/18/2026 10010.01 P (n/a) - 175.17% | APPLE INC (AAPL) - 7.37% |
| #3 | SPY 06/18/2026 10.01 C (n/a) - 13.45% | MICROSOFT CORP (MSFT) - 4.50% |
| #4 | OPTION ON S&P 500 PR (n/a) - 7.34% | AMAZON.COM INC (AMZN) - 3.82% |
| #5 | FIRST AMERICAN GOVERNMENT OBLIGS X (FGXXX) - 0.23% | ALPHABET INC CLASS A (GOOGL) - 3.33% |
| #6 | OTHER ASSETS AND LIABILITIES (n/a) - 0.04% | BROADCOM INC (AVGO) - 2.86% |
| #7 | SPY 06/18/2026 10.01 P (n/a) - 0.00% | ALPHABET INC CLASS C (GOOG) - 2.68% |
| #8 | SPY 06/18/2026 10010.01 C (n/a) - 0.00% | META PLATFORMS INC CLASS A (META) - 2.29% |
| #9 | US DOLLARS (n/a) - -0.10% | TESLA INC (TSLA) - 1.70% |
| #10 | CASH OFFSET (n/a) - -99.83% | MICRON TECHNOLOGY INC (MU) - 1.56% |
| #11 | OPTION ON INVESCO QQQ TRUST SERIES 1 USD JUN26 (n/a) - -189.42% | JPMORGAN CHASE & CO (JPM) - 1.42% |
| #12 | N/A | ELI LILLY AND CO (LLY) - 1.40% |
| #13 | N/A | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.37% |
| #14 | N/A | ADVANCED MICRO DEVICES INC (AMD) - 1.32% |
| #15 | N/A | EXXONMOBIL HOLDINGS CORP (XOM) - 0.92% |
| #16 | N/A | JOHNSON & JOHNSON (JNJ) - 0.91% |
| #17 | N/A | VISA INC CLASS A (V) - 0.90% |
| #18 | N/A | WALMART INC (WMT) - 0.76% |
| #19 | N/A | INTEL CORP (INTC) - 0.75% |
| #20 | N/A | APPLIED MATERIALS INC (AMAT) - 0.70% |
| #21 | N/A | CISCO SYSTEMS INC (CSCO) - 0.68% |
| #22 | N/A | MASTERCARD INC CLASS A (MA) - 0.66% |
| #23 | N/A | ABBVIE INC (ABBV) - 0.66% |
| #24 | N/A | CATERPILLAR INC (CAT) - 0.65% |
| #25 | N/A | LAM RESEARCH CORP (LRCX) - 0.64% |
| Total Holdings | 11 | 505 |
CAOS vs SPY - Historical Returns
Returns include dividend reinvestment.
1M
CAOS
+0.19%
Winner
SPY
+0.52%
3M
CAOS
-0.01%
Winner
SPY
+6.55%
6M
CAOS
+0.36%
Winner
SPY
+9.76%
1Y
CAOS
+1.98%
Winner
SPY
+20.32%
5Y(CAGR)
CAOS
N/A
SPY
+13.01%
10Y(CAGR)
CAOS
N/A
SPY
+15.06%
Max(CAGR)
CAOS
+4.96%
Winner
SPY
+8.50%
CAOS vs SPY - Annual Returns (1999 - 2026)
Returns include dividend reinvestment.
| Year | CAOS | SPY |
|---|---|---|
| 2026 | +0.99% | +10.11% |
| 2025 | +2.72% | +18.00% |
| 2024 | +5.67% | +25.59% |
| 2023 | +7.97% | +26.72% |
| 2022 | N/A | -18.64% |
| 2021 | N/A | +30.52% |
| 2020 | N/A | +17.28% |
| 2019 | N/A | +31.09% |
| 2018 | N/A | -5.24% |
| 2017 | N/A | +20.78% |
| 2016 | N/A | +13.59% |
| 2015 | N/A | +1.31% |
| 2014 | N/A | +14.56% |
| 2013 | N/A | +29.00% |
| 2012 | N/A | +14.17% |
| 2011 | N/A | +0.85% |
| 2010 | N/A | +13.14% |
| 2009 | N/A | +22.67% |
| 2008 | N/A | -36.25% |
| 2007 | N/A | +5.32% |
| 2006 | N/A | +13.85% |
| 2005 | N/A | +5.32% |
| 2004 | N/A | +10.75% |
| 2003 | N/A | +24.18% |
| 2002 | N/A | -22.42% |
| 2001 | N/A | -10.13% |
| 2000 | N/A | -8.84% |
| 1999 | N/A | +8.61% |
CAOS vs SPY 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 SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.
The current CAOS drawdown is -0.95%. The current SPY drawdown is -1.24%.
| Rank | CAOS | SPY |
|---|---|---|
| #1 | -3.60% Apr 8, 2025 - May 9, 2025 | -55.20% Oct 9, 2007 - Aug 16, 2012 |
| #2 | -3.41% Mar 6, 2023 - Mar 31, 2023 | -47.50% Mar 24, 2000 - Oct 26, 2006 |
| #3 | -2.07% Aug 5, 2024 - Nov 13, 2024 | -33.70% Feb 19, 2020 - Aug 10, 2020 |
| #4 | -1.62% May 1, 2023 - May 17, 2023 | -24.50% Jan 3, 2022 - Dec 13, 2023 |
| #5 | -1.52% Oct 17, 2023 - Nov 2, 2023 | -19.34% Sep 20, 2018 - Apr 12, 2019 |
| #6 | -1.31% Apr 18, 2023 - Apr 28, 2023 | -18.76% Feb 19, 2025 - Jun 26, 2025 |
| #7 | -1.22% Sep 15, 2023 - Oct 11, 2023 | -13.02% Jul 20, 2015 - Apr 18, 2016 |
| #8 | -1.21% Apr 11, 2024 - May 22, 2024 | -10.10% Jan 26, 2018 - Aug 6, 2018 |
| #9 | -0.89% May 22, 2023 - May 26, 2023 | -9.44% Sep 2, 2020 - Nov 11, 2020 |
| #10 | -0.83% Aug 14, 2023 - Sep 11, 2023 | -9.30% Jan 19, 2000 - Mar 17, 2000 |
| #11 | -0.70% Dec 27, 2023 - Jan 18, 2024 | -9.05% Jul 19, 2007 - Oct 5, 2007 |
| #12 | -0.50% Dec 19, 2024 - Jan 31, 2025 | -8.88% Jan 27, 2026 - Apr 14, 2026 |
| #13 | -0.42% Apr 3, 2023 - Apr 13, 2023 | -8.41% Jul 16, 2024 - Sep 19, 2024 |
| #14 | -0.38% Nov 13, 2024 - Dec 18, 2024 | -7.35% Sep 14, 2012 - Jan 2, 2013 |
| #15 | -0.35% May 24, 2024 - Jun 5, 2024 | -7.27% Sep 18, 2014 - Oct 31, 2014 |
Correlation
Correlation between CAOS and SPY is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.
0.95
-101
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