Are these two concepts of capital at risk the same?

I have encountered two times the concept Capital at Risk and I dont know if they are the same or is just the same name for different things:

  1. In the formula for position sizing of futures (volatility targeting), the formula to calculate de n° of futures contract the denominator is: risk lodging*equity and the schweser book says that is also called Capital at Risk.

  2. Some pages after the schweser book says: Capital at Risk (CaR) equals the loss incurred when the position hits its stop loss.

I dont get if they are the same thing or just to concepts with the same name.

Thanks for your help!

I understand that these 2 CAR concepts are completely different.

Futures Vol version is just looking at the actual dollar money at stake through futures contract.

Whereas proper CaR term is used when the the loss incurred when the position hits its stop loss for a trading position.

I also think that, but i asked just in case

About the future contracts, I thought it was a way to calculate the sizing of how much to size the portfolio using future contracts to achieve the desired vol target for a CTA portfolios. I agree, two are different concepts.