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

Key characteristics


CHATQQQI
Daily Std Dev24.43%14.68%
Max Drawdown-18.98%-10.67%
Current Drawdown-0.87%0.00%

Correlation

-0.50.00.51.00.9

The correlation between CHAT and QQQI is 0.86, 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.

Performance

CHAT vs. QQQI - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
18.75%
13.38%
CHAT
QQQI

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CHAT vs. QQQI - Expense Ratio Comparison

CHAT has a 0.75% expense ratio, which is higher than QQQI's 0.68% 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 QQQI: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%

Risk-Adjusted Performance

CHAT vs. QQQI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Generative AI & Technology ETF (CHAT) and NEOS Nasdaq 100 High Income ETF (QQQI). 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.


CHAT
Sharpe ratio
The chart of Sharpe ratio for CHAT, currently valued at 1.86, compared to the broader market-2.000.002.004.001.86
Sortino ratio
The chart of Sortino ratio for CHAT, currently valued at 2.48, compared to the broader market0.005.0010.002.48
Omega ratio
The chart of Omega ratio for CHAT, currently valued at 1.32, compared to the broader market1.001.502.002.503.001.32
Calmar ratio
The chart of Calmar ratio for CHAT, currently valued at 2.39, compared to the broader market0.005.0010.0015.002.39
Martin ratio
The chart of Martin ratio for CHAT, currently valued at 7.27, compared to the broader market0.0020.0040.0060.0080.00100.007.27
QQQI
Sharpe ratio
No data

CHAT vs. QQQI - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

CHAT vs. QQQI - Dividend Comparison

CHAT has not paid dividends to shareholders, while QQQI's dividend yield for the trailing twelve months is around 10.37%.


TTM
CHAT
Roundhill Generative AI & Technology ETF
0.00%
QQQI
NEOS Nasdaq 100 High Income ETF
10.37%

Drawdowns

CHAT vs. QQQI - Drawdown Comparison

The maximum CHAT drawdown since its inception was -18.98%, which is greater than QQQI's maximum drawdown of -10.67%. Use the drawdown chart below to compare losses from any high point for CHAT and QQQI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.87%
0
CHAT
QQQI

Volatility

CHAT vs. QQQI - Volatility Comparison

Roundhill Generative AI & Technology ETF (CHAT) has a higher volatility of 6.77% compared to NEOS Nasdaq 100 High Income ETF (QQQI) at 3.64%. This indicates that CHAT's price experiences larger fluctuations and is considered to be riskier than QQQI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
6.77%
3.64%
CHAT
QQQI