LDP vs CAOS
Comparison between Cohen & Steers Ltd Duration Preferred and Income Fund Inc (LDP, ETF) and ALPHA ARCHITECT TAIL RISK ETF (CAOS, ETF).
LDP vs CAOS - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
LDP
$649M
Winner
CAOS
$650M
Expense Ratio
LDP
N/A
CAOS
0.63%
Max Drawdown
LDP
50.18%
Winner
CAOS
3.60%
Sharpe Ratio
Winner
LDP
0.48
CAOS
-1.09
5Y Beta
LDP
0.40
Winner
CAOS
-0.14
5Y Dividends CAGR
LDP
-2.01%
CAOS
N/A
LDP vs CAOS - Historical Returns
Returns include dividend reinvestment.
1M
LDP
-0.67%
Winner
CAOS
+0.07%
3M
Winner
LDP
-0.03%
CAOS
-0.10%
6M
LDP
+0.25%
Winner
CAOS
+0.76%
1Y
Winner
LDP
+7.69%
CAOS
+1.94%
5Y(CAGR)
LDP
+3.01%
CAOS
N/A
10Y(CAGR)
LDP
+6.40%
CAOS
N/A
Max(CAGR)
Winner
LDP
+6.67%
CAOS
+5.14%
LDP vs CAOS - Annual Returns (2012 - 2026)
Returns include dividend reinvestment.
| Year | LDP | CAOS |
|---|---|---|
| 2026 | -0.32% | +0.94% |
| 2025 | +11.97% | +2.72% |
| 2024 | +17.42% | +5.67% |
| 2023 | +4.46% | +7.97% |
| 2022 | -21.82% | N/A |
| 2021 | +8.45% | N/A |
| 2020 | +9.41% | N/A |
| 2019 | +27.43% | N/A |
| 2018 | -9.51% | N/A |
| 2017 | +13.98% | N/A |
| 2016 | +17.42% | N/A |
| 2015 | +6.00% | N/A |
| 2014 | +8.99% | N/A |
| 2013 | -3.31% | N/A |
| 2012 | +2.69% | N/A |
LDP vs CAOS Drawdown Comparison
The maximum drawdown for LDP was -49.59%, occurring on Mar 18, 2020. Recovery took 211 trading sessions.
The maximum drawdown for CAOS was -3.60%, occurring on May 9, 2025. This drawdown has not yet recovered.
The current LDP drawdown is -2.12%. The current CAOS drawdown is -0.99%.
| Rank | LDP | CAOS |
|---|---|---|
| #1 | -49.59% Feb 19, 2020 - Dec 17, 2020 | -3.60% Apr 8, 2025 - May 9, 2025 |
| #2 | -32.20% Oct 13, 2021 - Sep 24, 2024 | -3.41% Mar 6, 2023 - Mar 31, 2023 |
| #3 | -20.27% Sep 20, 2017 - Apr 3, 2019 | -2.07% Aug 5, 2024 - Nov 13, 2024 |
| #4 | -17.06% Mar 28, 2013 - Jun 19, 2014 | -1.62% May 1, 2023 - May 17, 2023 |
| #5 | -12.02% Oct 16, 2024 - Jun 11, 2025 | -1.52% Oct 17, 2023 - Nov 2, 2023 |
| #6 | -10.95% Sep 7, 2016 - Jan 26, 2017 | -1.31% Apr 18, 2023 - Apr 28, 2023 |
| #7 | -9.38% Feb 25, 2026 - Mar 30, 2026 | -1.22% Sep 15, 2023 - Oct 11, 2023 |
| #8 | -8.38% Aug 4, 2015 - Mar 2, 2016 | -1.21% Apr 11, 2024 - May 22, 2024 |
| #9 | -6.87% Sep 3, 2014 - Mar 5, 2015 | -0.89% May 22, 2023 - May 26, 2023 |
| #10 | -5.72% Dec 31, 2020 - Apr 1, 2021 | -0.83% Aug 14, 2023 - Sep 11, 2023 |
| #11 | -5.48% Apr 9, 2015 - Aug 4, 2015 | -0.70% Dec 27, 2023 - Jan 18, 2024 |
| #12 | -5.41% May 4, 2021 - Jul 2, 2021 | -0.50% Dec 19, 2024 - Jan 31, 2025 |
| #13 | -5.09% Jul 1, 2014 - Aug 29, 2014 | -0.42% Apr 3, 2023 - Apr 13, 2023 |
| #14 | -4.79% Nov 11, 2025 - Feb 25, 2026 | -0.38% Nov 13, 2024 - Dec 18, 2024 |
| #15 | -4.70% Aug 10, 2012 - Nov 6, 2012 | -0.35% May 24, 2024 - Jun 5, 2024 |
Correlation
Correlation between LDP and CAOS is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.
0.97
-101
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