CAOS vs. MAIN
Compare and contrast key facts about Alpha Architect Tail Risk ETF (CAOS) and Main Street Capital Corporation (MAIN).
CAOS is an actively managed fund by Alpha Architect. It was launched on Aug 14, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CAOS or MAIN.
Key characteristics
| CAOS | MAIN | |
|---|---|---|
| YTD Return | 4.96% | 30.57% |
| 1Y Return | 5.39% | 41.79% |
| Sharpe Ratio | 1.84 | 2.99 |
| Sortino Ratio | 2.87 | 3.79 |
| Omega Ratio | 1.66 | 1.57 |
| Calmar Ratio | 2.68 | 4.33 |
| Martin Ratio | 8.40 | 16.62 |
| Ulcer Index | 0.66% | 2.50% |
| Daily Std Dev | 3.02% | 13.92% |
| Max Drawdown | -3.41% | -64.53% |
| Current Drawdown | -0.08% | 0.00% |
Correlation
The correlation between CAOS and MAIN is 0.20, 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. MAIN - Performance Comparison
In the year-to-date period, CAOS achieves a 4.96% return, which is significantly lower than MAIN's 30.57% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CAOS vs. MAIN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Architect Tail Risk ETF (CAOS) and Main Street Capital Corporation (MAIN). 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.
Dividends
CAOS vs. MAIN - Dividend Comparison
CAOS has not paid dividends to shareholders, while MAIN's dividend yield for the trailing twelve months is around 7.84%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAOS Alpha Architect Tail Risk ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MAIN Main Street Capital Corporation | 7.84% | 8.61% | 7.97% | 5.74% | 6.99% | 6.76% | 8.43% | 7.02% | 7.42% | 9.15% | 8.72% | 8.18% |
Drawdowns
CAOS vs. MAIN - Drawdown Comparison
The maximum CAOS drawdown since its inception was -3.41%, smaller than the maximum MAIN drawdown of -64.53%. Use the drawdown chart below to compare losses from any high point for CAOS and MAIN. For additional features, visit the drawdowns tool.
Volatility
CAOS vs. MAIN - Volatility Comparison
The current volatility for Alpha Architect Tail Risk ETF (CAOS) is 0.29%, while Main Street Capital Corporation (MAIN) has a volatility of 4.34%. This indicates that CAOS experiences smaller price fluctuations and is considered to be less risky than MAIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.