StockComparison Logo
vs

CAOS vs TAIL

Comparison between ALPHA ARCHITECT TAIL RISK ETF (CAOS, ETF) and CAMBRIA TAIL RISK ETF (TAIL, ETF).

CAOS vs TAIL - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
Winner
CAOS
$650M
TAIL
$157M
Expense Ratio
CAOS
0.63%
Winner
TAIL
0.59%
Max Drawdown
Winner
CAOS
3.60%
TAIL
57.27%
Sharpe Ratio
Winner
CAOS
-1.09
TAIL
-1.45
5Y Beta
CAOS
-0.14
Winner
TAIL
-0.80
5Y Dividends CAGR
CAOS
N/A
TAIL
40.83%

CAOS vs TAIL - Holdings Comparison

CAOS and TAIL have 0 common holdings. Overlap is 0.00%

CAOS's top 25 holdings weight is 100.00%. TAIL's top 25 holdings weight is 4.21%.

RankCAOSTAIL
#1
OPTION ON SPDR® S&P 500® ETF MAR26 (n/a) - 201.21%
FIRST AMERICAN TREASURY OBLIGS X (FXFXX) - 4.21%
#2
OPTION ON SPDR® S&P 500® ETF DEC25 (n/a) - 186.57%
N/A
#3
2SPY US 12/19/25 C10.01 FLX (n/a) - 13.16%
N/A
#4
OPTION ON S&P 500 PR (n/a) - 9.87%
N/A
#5
FIRST AMERICAN GOVERNMENT OBLIGS X (FGXXX) - 0.10%
N/A
#6
OTHER ASSETS AND LIABILITIES (n/a) - 0.06%
N/A
#7
QQQ 12/30/2025 10005.01 C (n/a) - 0.00%
N/A
#8
QQQ 12/30/2025 15.01 P (n/a) - 0.00%
N/A
#9
QQQ 12/30/2025 15.01 C (n/a) - -12.94%
N/A
#10
CASH OFFSET (n/a) - -99.43%
N/A
#11
QQQ 12/30/2025 10005.01 P (n/a) - -198.60%
N/A
#12N/AN/A
#13N/AN/A
#14N/AN/A
#15N/AN/A
#16N/AN/A
#17N/AN/A
#18N/AN/A
#19N/AN/A
#20N/AN/A
#21N/AN/A
#22N/AN/A
#23N/AN/A
#24N/AN/A
#25N/AN/A
Total Holdings111

CAOS vs TAIL - Historical Returns

Returns include dividend reinvestment.

1M
Winner
CAOS
+0.07%
TAIL
-1.51%
3M
Winner
CAOS
-0.10%
TAIL
-6.99%
6M
Winner
CAOS
+0.76%
TAIL
-6.44%
1Y
Winner
CAOS
+1.94%
TAIL
-8.79%
5Y(CAGR)
CAOS
N/A
TAIL
-8.28%
10Y(CAGR)
CAOS
N/A
TAIL
-7.14%
Max(CAGR)
Winner
CAOS
+5.14%
TAIL
-7.14%

CAOS vs TAIL - Annual Returns (2017 - 2026)

Returns include dividend reinvestment.

YearCAOSTAIL
2026+0.94%-5.57%
2025+2.72%+5.21%
2024+5.67%-9.82%
2023+7.97%-13.63%
2022N/A-12.20%
2021N/A-13.35%
2020N/A+6.87%
2019N/A-14.24%
2018N/A+4.21%
2017N/A-7.70%

CAOS vs TAIL 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 TAIL was -52.36%, occurring on Jan 23, 2025. This drawdown has not yet recovered.

The current CAOS drawdown is -0.99%. The current TAIL drawdown is -51.30%.

RankCAOSTAIL
#1-3.60%
Apr 8, 2025 - May 9, 2025
-52.36%
Apr 2, 2020 - Jan 23, 2025
#2-3.41%
Mar 6, 2023 - Mar 31, 2023
-20.50%
Dec 24, 2018 - Mar 12, 2020
#3-2.07%
Aug 5, 2024 - Nov 13, 2024
-18.52%
Jun 14, 2017 - Dec 24, 2018
#4-1.62%
May 1, 2023 - May 17, 2023
-6.16%
Mar 23, 2020 - Apr 2, 2020
#5-1.52%
Oct 17, 2023 - Nov 2, 2023
-4.24%
Mar 12, 2020 - Mar 16, 2020
#6-1.31%
Apr 18, 2023 - Apr 28, 2023
-2.28%
Mar 16, 2020 - Mar 20, 2020
#7-1.22%
Sep 15, 2023 - Oct 11, 2023
N/A
#8-1.21%
Apr 11, 2024 - May 22, 2024
N/A
#9-0.89%
May 22, 2023 - May 26, 2023
N/A
#10-0.83%
Aug 14, 2023 - Sep 11, 2023
N/A
#11-0.70%
Dec 27, 2023 - Jan 18, 2024
N/A
#12-0.50%
Dec 19, 2024 - Jan 31, 2025
N/A
#13-0.42%
Apr 3, 2023 - Apr 13, 2023
N/A
#14-0.38%
Nov 13, 2024 - Dec 18, 2024
N/A
#15-0.35%
May 24, 2024 - Jun 5, 2024
N/A

Correlation

Correlation between CAOS and TAIL is -0.66 which considered as a moderate negative correlation - the stocks show some tendency to move in opposite directions.

-0.66
-101

Select Stocks to Compare