  Our aim in this paper is to establish results on the global existence and
uniqueness and continuity dependence on the initial values of solutions for
Caputo stochastic multi-term differential equations (for short Caputo SMTDEs)
with non-permutable matrices of order $\alpha \in (\frac{1}{2},1)$ and $\beta
\in (0,1)$ whose coefficients satisfy a standard Lipschitz condition. For this
class of systems, we then show the asymptotic separation property between two
various solutions of Caputo SMTDEs with more general condition based on
$\lambda$.
