CHAT vs. FJTSY
CHAT (Roundhill Generative AI & Technology ETF) is Technology Equities fund actively managed by Roundhill, while FJTSY (Fujitsu Ltd ADR) is a stock. Over the past 3 years, CHAT returned 48.02%/yr vs 13.91%/yr for FJTSY. At a 0.29 correlation, their price movements are largely independent.
Performance
CHAT vs. FJTSY - Performance Comparison
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Returns By Period
In the year-to-date period, CHAT achieves a 57.97% return, which is significantly higher than FJTSY's -24.83% return.
CHAT
- 1D
- 0.77%
- 1M
- 5.15%
- YTD
- 57.97%
- 6M
- 60.59%
- 1Y
- 109.99%
- 3Y*
- 48.02%
- 5Y*
- —
- 10Y*
- —
FJTSY
- 1D
- -3.78%
- 1M
- -3.21%
- YTD
- -24.83%
- 6M
- -23.54%
- 1Y
- -14.63%
- 3Y*
- 13.91%
- 5Y*
- 3.46%
- 10Y*
- 18.80%
CHAT vs. FJTSY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CHAT Roundhill Generative AI & Technology ETF | 57.97% | 49.85% | 30.98% | 21.04% |
FJTSY Fujitsu Ltd ADR | -24.83% | 55.98% | 17.49% | 13.28% |
Correlation
The correlation between CHAT and FJTSY is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since May 18, 2023 | 0.29 |
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Return for Risk
CHAT vs. FJTSY — Risk / Return Rank
CHAT
FJTSY
CHAT vs. FJTSY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill Generative AI & Technology ETF (CHAT) and Fujitsu Ltd ADR (FJTSY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CHAT | FJTSY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.68 | ||
| Sortino ratioReturn per unit of downside risk | +3.82 | ||
| Omega ratioGain probability vs. loss probability | 1.50 | 0.97 | +0.52 |
| Calmar ratioReturn relative to maximum drawdown | 6.79 | -0.44 | +7.23 |
| Martin ratioReturn relative to average drawdown | 19.03 | -0.95 | +19.98 |
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Drawdowns
CHAT vs. FJTSY - Drawdown Comparison
The maximum CHAT drawdown since its inception was -31.34%, smaller than the maximum FJTSY drawdown of -62.04%. Use the drawdown chart below to compare losses from any high point for CHAT and FJTSY.
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Drawdown Indicators
| CHAT | FJTSY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.34% | -62.04% | +30.70% |
Max Drawdown (1Y)Largest decline over 1 year | -16.28% | -33.59% | +17.31% |
Max Drawdown (3Y)Largest decline over 3 years | -31.34% | -33.59% | +2.25% |
Max Drawdown (5Y)Largest decline over 5 years | — | -47.55% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.55% | — |
Current DrawdownCurrent decline from peak | -9.97% | -29.49% | +19.52% |
Average DrawdownAverage peak-to-trough decline | -5.39% | -22.75% | +17.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.80% | 15.45% | -9.65% |
Volatility
CHAT vs. FJTSY - Volatility Comparison
Roundhill Generative AI & Technology ETF (CHAT) has a higher volatility of 16.40% compared to Fujitsu Ltd ADR (FJTSY) at 14.50%. This indicates that CHAT's price experiences larger fluctuations and is considered to be riskier than FJTSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHAT | FJTSY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.40% | 14.50% | +1.90% |
Volatility (6M)Calculated over the trailing 6-month period | 28.00% | 35.10% | -7.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.14% | 43.39% | -10.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.65% | 33.88% | -3.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.65% | 31.83% | -1.18% |
Dividends
CHAT vs. FJTSY - Dividend Comparison
CHAT's dividend yield for the trailing twelve months is around 1.80%, while FJTSY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHAT Roundhill Generative AI & Technology ETF | 1.80% | 2.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FJTSY Fujitsu Ltd ADR | 0.00% | 0.36% | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.63% | 1.30% | 1.30% |
Frequently Asked Questions
CHAT and FJTSY have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHAT has higher volatility (16.40%) compared to FJTSY (14.50%). In terms of maximum drawdown, CHAT dropped -31.34% vs FJTSY's -62.04%.
CHAT currently has the higher Sharpe Ratio (3.34 vs -0.34), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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