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

Correlation

The correlation between CHAT and QQQ is 0.84, 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.


-0.50.00.51.0
Correlation: 0.8

Performance

CHAT vs. QQQ - Performance Comparison

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

20.00%30.00%40.00%50.00%60.00%70.00%December2025FebruaryMarchAprilMay
45.79%
46.80%
CHAT
QQQ

Key characteristics

Sharpe Ratio

CHAT:

0.42

QQQ:

0.63

Sortino Ratio

CHAT:

0.80

QQQ:

1.03

Omega Ratio

CHAT:

1.11

QQQ:

1.14

Calmar Ratio

CHAT:

0.46

QQQ:

0.70

Martin Ratio

CHAT:

1.38

QQQ:

2.32

Ulcer Index

CHAT:

10.36%

QQQ:

6.82%

Daily Std Dev

CHAT:

34.08%

QQQ:

25.22%

Max Drawdown

CHAT:

-31.34%

QQQ:

-82.98%

Current Drawdown

CHAT:

-14.47%

QQQ:

-9.26%

Returns By Period

In the year-to-date period, CHAT achieves a -6.65% return, which is significantly lower than QQQ's -4.24% return.


CHAT

YTD

-6.65%

1M

5.71%

6M

-0.89%

1Y

13.25%

5Y*

N/A

10Y*

N/A

QQQ

YTD

-4.24%

1M

2.66%

6M

0.60%

1Y

15.21%

5Y*

18.90%

10Y*

17.31%

*Annualized

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CHAT vs. QQQ - Expense Ratio Comparison

CHAT has a 0.75% expense ratio, which is higher than QQQ's 0.20% expense ratio.


Expense ratio chart for CHAT: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CHAT: 0.75%
Expense ratio chart for QQQ: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QQQ: 0.20%

Risk-Adjusted Performance

CHAT vs. QQQ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CHAT
The Risk-Adjusted Performance Rank of CHAT is 5151
Overall Rank
The Sharpe Ratio Rank of CHAT is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of CHAT is 5353
Sortino Ratio Rank
The Omega Ratio Rank of CHAT is 5252
Omega Ratio Rank
The Calmar Ratio Rank of CHAT is 5555
Calmar Ratio Rank
The Martin Ratio Rank of CHAT is 4747
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6767
Overall Rank
The Sharpe Ratio Rank of QQQ is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6666
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6767
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 7373
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CHAT vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Generative AI & Technology ETF (CHAT) and Invesco QQQ (QQQ). 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.


The chart of Sharpe ratio for CHAT, currently valued at 0.42, compared to the broader market-1.000.001.002.003.004.00
CHAT: 0.42
QQQ: 0.63
The chart of Sortino ratio for CHAT, currently valued at 0.80, compared to the broader market-2.000.002.004.006.008.00
CHAT: 0.80
QQQ: 1.03
The chart of Omega ratio for CHAT, currently valued at 1.11, compared to the broader market0.501.001.502.002.50
CHAT: 1.11
QQQ: 1.14
The chart of Calmar ratio for CHAT, currently valued at 0.46, compared to the broader market0.002.004.006.008.0010.0012.00
CHAT: 0.46
QQQ: 0.70
The chart of Martin ratio for CHAT, currently valued at 1.38, compared to the broader market0.0020.0040.0060.00
CHAT: 1.38
QQQ: 2.32

The current CHAT Sharpe Ratio is 0.42, which is lower than the QQQ Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of CHAT and QQQ, 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 Ratio-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
0.42
0.63
CHAT
QQQ

Dividends

CHAT vs. QQQ - Dividend Comparison

CHAT has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.61%.


TTM20242023202220212020201920182017201620152014
CHAT
Roundhill Generative AI & Technology ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ
0.61%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

CHAT vs. QQQ - Drawdown Comparison

The maximum CHAT drawdown since its inception was -31.34%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for CHAT and QQQ. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-14.47%
-9.26%
CHAT
QQQ

Volatility

CHAT vs. QQQ - Volatility Comparison

Roundhill Generative AI & Technology ETF (CHAT) has a higher volatility of 20.46% compared to Invesco QQQ (QQQ) at 16.72%. This indicates that CHAT's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
20.46%
16.72%
CHAT
QQQ