MUJ vs CAOS
Comparison between BlackRock MuniHoldings New Jersey Quality Fund Inc (MUJ, ETF) and ALPHA ARCHITECT TAIL RISK ETF (CAOS, ETF).
MUJ vs CAOS - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
MUJ
$670M
CAOS
$669M
Expense Ratio
MUJ
N/A
CAOS
0.63%
Max Drawdown
MUJ
47.31%
Winner
CAOS
3.60%
Sharpe Ratio
Winner
MUJ
1.73
CAOS
-1.47
5Y Beta
MUJ
0.19
Winner
CAOS
-0.14
5Y Dividends CAGR
MUJ
-2.65%
CAOS
N/A
MUJ vs CAOS - Historical Returns
Returns include dividend reinvestment.
1M
Winner
MUJ
+2.69%
CAOS
-0.27%
3M
Winner
MUJ
+1.75%
CAOS
-0.27%
6M
Winner
MUJ
+5.02%
CAOS
+0.50%
1Y
Winner
MUJ
+20.81%
CAOS
+1.59%
5Y(CAGR)
MUJ
+0.09%
CAOS
N/A
10Y(CAGR)
MUJ
+2.66%
CAOS
N/A
Max(CAGR)
Winner
MUJ
+5.73%
CAOS
+5.00%
MUJ vs CAOS - Annual Returns (1999 - 2026)
Returns include dividend reinvestment.
| Year | MUJ | CAOS |
|---|---|---|
| 2026 | +6.04% | +0.69% |
| 2025 | +12.32% | +2.72% |
| 2024 | +1.48% | +5.67% |
| 2023 | +5.81% | +7.97% |
| 2022 | -25.72% | N/A |
| 2021 | +16.08% | N/A |
| 2020 | +6.09% | N/A |
| 2019 | +17.37% | N/A |
| 2018 | -8.68% | N/A |
| 2017 | +9.28% | N/A |
| 2016 | +1.85% | N/A |
| 2015 | +5.06% | N/A |
| 2014 | +16.91% | N/A |
| 2013 | -17.73% | N/A |
| 2012 | +12.41% | N/A |
| 2011 | +24.95% | N/A |
| 2010 | +4.59% | N/A |
| 2009 | +37.41% | N/A |
| 2008 | -20.84% | N/A |
| 2007 | -8.12% | N/A |
| 2006 | +2.99% | N/A |
| 2005 | +9.77% | N/A |
| 2004 | +10.58% | N/A |
| 2003 | +10.72% | N/A |
| 2002 | +11.02% | N/A |
| 2001 | +12.40% | N/A |
| 2000 | +6.49% | N/A |
| 1999 | -3.69% | N/A |
MUJ vs CAOS Drawdown Comparison
The maximum drawdown for MUJ was -41.68%, occurring on Oct 10, 2008. Recovery took 584 trading sessions.
The maximum drawdown for CAOS was -3.60%, occurring on May 9, 2025. This drawdown has not yet recovered.
The current MUJ drawdown is -1.83%. The current CAOS drawdown is -1.25%.
| Rank | MUJ | CAOS |
|---|---|---|
| #1 | -41.68% May 2, 2007 - Aug 25, 2009 | -3.60% Apr 8, 2025 - May 9, 2025 |
| #2 | -32.68% Sep 22, 2021 - Oct 26, 2023 | -3.41% Mar 6, 2023 - Mar 31, 2023 |
| #3 | -26.75% Feb 13, 2020 - Aug 10, 2020 | -2.07% Aug 5, 2024 - Nov 13, 2024 |
| #4 | -22.63% Jan 10, 2013 - Feb 2, 2015 | -1.62% May 1, 2023 - May 17, 2023 |
| #5 | -16.01% Nov 2, 2010 - Nov 1, 2011 | -1.52% Oct 17, 2023 - Nov 2, 2023 |
| #6 | -15.43% Jul 8, 2016 - Jul 12, 2019 | -1.31% Apr 18, 2023 - Apr 28, 2023 |
| #7 | -15.37% Apr 6, 2000 - Jan 2, 2001 | -1.22% Sep 15, 2023 - Oct 11, 2023 |
| #8 | -13.31% Mar 11, 2004 - Aug 25, 2004 | -1.21% Apr 11, 2024 - May 22, 2024 |
| #9 | -12.13% Feb 3, 2015 - Jan 5, 2016 | -0.89% May 22, 2023 - May 26, 2023 |
| #10 | -12.12% Nov 8, 1999 - Apr 5, 2000 | -0.83% Aug 14, 2023 - Sep 11, 2023 |
| #11 | -11.16% Jun 19, 2003 - Jan 12, 2004 | -0.70% Dec 27, 2023 - Jan 18, 2024 |
| #12 | -9.23% Feb 14, 2005 - May 23, 2005 | -0.50% Dec 19, 2024 - Jan 31, 2025 |
| #13 | -9.13% Sep 30, 2002 - Mar 3, 2003 | -0.42% Apr 3, 2023 - Apr 13, 2023 |
| #14 | -8.76% Dec 14, 2005 - Sep 21, 2006 | -0.38% Nov 13, 2024 - Dec 18, 2024 |
| #15 | -7.69% Mar 13, 2012 - Jul 6, 2012 | -0.35% May 24, 2024 - Jun 5, 2024 |
Correlation
Correlation between MUJ and CAOS is 0.84 which considered as a strong positive correlation - the stocks tend to move together.
0.84
-101
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