I'll readily admit that my understanding/knowledge of 40k is limited, but the impression I had gotten was that, while the Chaos whatsits don't map cleanly onto the cosmic side of DC/Marvel, they more-or-less slotted into the lower end of the Skyfather tier, or maybe even the upper side of Herald tier- think Highfather, Odin, Zeus, maybe Silver Surfer or the Elders of the Universe- they have enormous power, but they're not completely out of the realm of possibility for empowered or heroic mortals to contend with.