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CHAT vs. FFOG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CHAT and FFOG is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

CHAT vs. FFOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Generative AI & Technology ETF (CHAT) and Franklin Focused Growth ETF (FFOG). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.16%
10.62%
CHAT
FFOG

Key characteristics

Sharpe Ratio

CHAT:

1.43

FFOG:

1.99

Sortino Ratio

CHAT:

1.98

FFOG:

2.64

Omega Ratio

CHAT:

1.25

FFOG:

1.35

Calmar Ratio

CHAT:

1.89

FFOG:

2.81

Martin Ratio

CHAT:

5.66

FFOG:

10.48

Ulcer Index

CHAT:

6.32%

FFOG:

4.06%

Daily Std Dev

CHAT:

25.03%

FFOG:

21.35%

Max Drawdown

CHAT:

-18.98%

FFOG:

-15.14%

Current Drawdown

CHAT:

-3.34%

FFOG:

-3.25%

Returns By Period

In the year-to-date period, CHAT achieves a 33.02% return, which is significantly lower than FFOG's 40.27% return.


CHAT

YTD

33.02%

1M

3.68%

6M

10.16%

1Y

33.28%

5Y*

N/A

10Y*

N/A

FFOG

YTD

40.27%

1M

3.03%

6M

10.62%

1Y

40.65%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


CHAT vs. FFOG - Expense Ratio Comparison

CHAT has a 0.75% expense ratio, which is higher than FFOG's 0.55% expense ratio.


CHAT
Roundhill Generative AI & Technology ETF
Expense ratio chart for CHAT: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for FFOG: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Risk-Adjusted Performance

CHAT vs. FFOG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Generative AI & Technology ETF (CHAT) and Franklin Focused Growth ETF (FFOG). 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.


Sharpe ratio
The chart of Sharpe ratio for CHAT, currently valued at 1.43, compared to the broader market0.002.004.001.431.99
The chart of Sortino ratio for CHAT, currently valued at 1.98, compared to the broader market-2.000.002.004.006.008.0010.001.982.64
The chart of Omega ratio for CHAT, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.251.35
The chart of Calmar ratio for CHAT, currently valued at 1.89, compared to the broader market0.005.0010.0015.001.892.81
The chart of Martin ratio for CHAT, currently valued at 5.66, compared to the broader market0.0020.0040.0060.0080.00100.005.6610.48
CHAT
FFOG

The current CHAT Sharpe Ratio is 1.43, which is comparable to the FFOG Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of CHAT and FFOG, 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 Ratio1.502.002.50Nov 10Nov 17Nov 24DecemberDec 08Dec 15
1.43
1.99
CHAT
FFOG

Dividends

CHAT vs. FFOG - Dividend Comparison

Neither CHAT nor FFOG has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CHAT vs. FFOG - Drawdown Comparison

The maximum CHAT drawdown since its inception was -18.98%, which is greater than FFOG's maximum drawdown of -15.14%. Use the drawdown chart below to compare losses from any high point for CHAT and FFOG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.34%
-3.25%
CHAT
FFOG

Volatility

CHAT vs. FFOG - Volatility Comparison

Roundhill Generative AI & Technology ETF (CHAT) has a higher volatility of 7.43% compared to Franklin Focused Growth ETF (FFOG) at 5.44%. This indicates that CHAT's price experiences larger fluctuations and is considered to be riskier than FFOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.43%
5.44%
CHAT
FFOG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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