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CAOS vs. HIGH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CAOS and HIGH is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

CAOS vs. HIGH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Architect Tail Risk ETF (CAOS) and Simplify Enhanced Income ETF (HIGH). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CAOS:

0.92

HIGH:

0.66

Sortino Ratio

CAOS:

1.36

HIGH:

1.40

Omega Ratio

CAOS:

1.36

HIGH:

1.25

Calmar Ratio

CAOS:

1.40

HIGH:

1.20

Martin Ratio

CAOS:

4.36

HIGH:

4.43

Ulcer Index

CAOS:

1.15%

HIGH:

2.33%

Daily Std Dev

CAOS:

5.34%

HIGH:

15.16%

Max Drawdown

CAOS:

-3.60%

HIGH:

-8.59%

Current Drawdown

CAOS:

-3.36%

HIGH:

0.00%

Returns By Period

In the year-to-date period, CAOS achieves a 1.01% return, which is significantly lower than HIGH's 11.13% return.


CAOS

YTD

1.01%

1M

-1.02%

6M

1.41%

1Y

4.91%

5Y*

N/A

10Y*

N/A

HIGH

YTD

11.13%

1M

8.88%

6M

10.36%

1Y

9.98%

5Y*

N/A

10Y*

N/A

*Annualized

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CAOS vs. HIGH - Expense Ratio Comparison

CAOS has a 0.63% expense ratio, which is higher than HIGH's 0.51% expense ratio.


Risk-Adjusted Performance

CAOS vs. HIGH — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CAOS
The Risk-Adjusted Performance Rank of CAOS is 8484
Overall Rank
The Sharpe Ratio Rank of CAOS is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of CAOS is 7676
Sortino Ratio Rank
The Omega Ratio Rank of CAOS is 9393
Omega Ratio Rank
The Calmar Ratio Rank of CAOS is 8787
Calmar Ratio Rank
The Martin Ratio Rank of CAOS is 8282
Martin Ratio Rank

HIGH
The Risk-Adjusted Performance Rank of HIGH is 7979
Overall Rank
The Sharpe Ratio Rank of HIGH is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of HIGH is 7878
Sortino Ratio Rank
The Omega Ratio Rank of HIGH is 8686
Omega Ratio Rank
The Calmar Ratio Rank of HIGH is 8585
Calmar Ratio Rank
The Martin Ratio Rank of HIGH is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CAOS vs. HIGH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect Tail Risk ETF (CAOS) and Simplify Enhanced Income ETF (HIGH). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current CAOS Sharpe Ratio is 0.92, which is higher than the HIGH Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of CAOS and HIGH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

CAOS vs. HIGH - Dividend Comparison

CAOS has not paid dividends to shareholders, while HIGH's dividend yield for the trailing twelve months is around 6.70%.


TTM202420232022
CAOS
Alpha Architect Tail Risk ETF
0.00%0.00%0.00%0.00%
HIGH
Simplify Enhanced Income ETF
6.70%8.34%9.39%0.62%

Drawdowns

CAOS vs. HIGH - Drawdown Comparison

The maximum CAOS drawdown since its inception was -3.60%, smaller than the maximum HIGH drawdown of -8.59%. Use the drawdown chart below to compare losses from any high point for CAOS and HIGH. For additional features, visit the drawdowns tool.


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Volatility

CAOS vs. HIGH - Volatility Comparison

The current volatility for Alpha Architect Tail Risk ETF (CAOS) is 0.75%, while Simplify Enhanced Income ETF (HIGH) has a volatility of 4.70%. This indicates that CAOS experiences smaller price fluctuations and is considered to be less risky than HIGH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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