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

Correlation

The correlation between CAOS and HIGH is -0.01. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.0

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.

4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
14.04%
5.85%
CAOS
HIGH

Key characteristics

Sharpe Ratio

CAOS:

1.57

HIGH:

-0.20

Sortino Ratio

CAOS:

2.44

HIGH:

-0.21

Omega Ratio

CAOS:

1.53

HIGH:

0.96

Calmar Ratio

CAOS:

2.33

HIGH:

-0.23

Martin Ratio

CAOS:

7.25

HIGH:

-0.74

Ulcer Index

CAOS:

0.67%

HIGH:

1.44%

Daily Std Dev

CAOS:

3.08%

HIGH:

5.49%

Max Drawdown

CAOS:

-3.41%

HIGH:

-4.68%

Current Drawdown

CAOS:

-0.14%

HIGH:

-3.81%

Returns By Period

In the year-to-date period, CAOS achieves a 0.27% return, which is significantly higher than HIGH's -1.43% return.


CAOS

YTD

0.27%

1M

0.02%

6M

2.31%

1Y

4.73%

5Y*

N/A

10Y*

N/A

HIGH

YTD

-1.43%

1M

-2.99%

6M

-1.36%

1Y

-1.03%

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.


Expense ratio chart for CAOS: current value at 0.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.63%
Expense ratio chart for HIGH: current value at 0.51% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.51%

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 7979
Overall Rank
The Sharpe Ratio Rank of CAOS is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of CAOS is 8080
Sortino Ratio Rank
The Omega Ratio Rank of CAOS is 9595
Omega Ratio Rank
The Calmar Ratio Rank of CAOS is 7878
Calmar Ratio Rank
The Martin Ratio Rank of CAOS is 6969
Martin Ratio Rank

HIGH
The Risk-Adjusted Performance Rank of HIGH is 55
Overall Rank
The Sharpe Ratio Rank of HIGH is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of HIGH is 55
Sortino Ratio Rank
The Omega Ratio Rank of HIGH is 44
Omega Ratio Rank
The Calmar Ratio Rank of HIGH is 44
Calmar Ratio Rank
The Martin Ratio Rank of HIGH is 44
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 chart of Sharpe ratio for CAOS, currently valued at 1.57, compared to the broader market0.002.004.001.57-0.20
The chart of Sortino ratio for CAOS, currently valued at 2.44, compared to the broader market-2.000.002.004.006.008.0010.0012.002.44-0.21
The chart of Omega ratio for CAOS, currently valued at 1.53, compared to the broader market0.501.001.502.002.503.001.530.96
The chart of Calmar ratio for CAOS, currently valued at 2.33, compared to the broader market0.005.0010.0015.002.33-0.23
The chart of Martin ratio for CAOS, currently valued at 7.25, compared to the broader market0.0020.0040.0060.0080.00100.007.25-0.74
CAOS
HIGH

The current CAOS Sharpe Ratio is 1.57, which is higher than the HIGH Sharpe Ratio of -0.20. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.57
-0.20
CAOS
HIGH

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 7.69%.


TTM202420232022
CAOS
Alpha Architect Tail Risk ETF
0.00%0.00%0.00%0.00%
HIGH
Simplify Enhanced Income ETF
7.69%8.34%9.39%0.62%

Drawdowns

CAOS vs. HIGH - Drawdown Comparison

The maximum CAOS drawdown since its inception was -3.41%, smaller than the maximum HIGH drawdown of -4.68%. Use the drawdown chart below to compare losses from any high point for CAOS and HIGH. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.14%
-3.81%
CAOS
HIGH

Volatility

CAOS vs. HIGH - Volatility Comparison

The current volatility for Alpha Architect Tail Risk ETF (CAOS) is 0.27%, while Simplify Enhanced Income ETF (HIGH) has a volatility of 2.48%. 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.


0.00%1.00%2.00%3.00%4.00%SeptemberOctoberNovemberDecember2025February
0.27%
2.48%
CAOS
HIGH