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

Performance

CHAT vs. QQQI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Roundhill Generative AI & Technology ETF (CHAT) and NEOS Nasdaq 100 High Income ETF (QQQI). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
11.87%
10.39%
CHAT
QQQI

Returns By Period


CHAT

YTD

29.94%

1M

4.64%

6M

11.87%

1Y

34.74%

5Y (annualized)

N/A

10Y (annualized)

N/A

QQQI

YTD

N/A

1M

3.32%

6M

10.39%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


CHATQQQI
Daily Std Dev24.31%14.45%
Max Drawdown-18.98%-10.67%
Current Drawdown-2.76%-0.56%

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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%

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.

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.


Sharpe ratio
The chart of Sharpe ratio for CHAT, currently valued at 1.43, compared to the broader market0.002.004.001.43
The chart of Sortino ratio for CHAT, currently valued at 1.99, compared to the broader market-2.000.002.004.006.008.0010.0012.001.99
The chart of Omega ratio for CHAT, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.26
The chart of Calmar ratio for CHAT, currently valued at 1.83, compared to the broader market0.005.0010.0015.0020.001.83
The chart of Martin ratio for CHAT, currently valued at 5.53, compared to the broader market0.0020.0040.0060.0080.00100.005.53
CHAT
QQQI

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 11.73%.


TTM
CHAT
Roundhill Generative AI & Technology ETF
0.00%
QQQI
NEOS Nasdaq 100 High Income ETF
11.73%

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
-2.76%
-0.56%
CHAT
QQQI

Volatility

CHAT vs. QQQI - Volatility Comparison

Roundhill Generative AI & Technology ETF (CHAT) has a higher volatility of 6.82% compared to NEOS Nasdaq 100 High Income ETF (QQQI) at 3.63%. 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
6.82%
3.63%
CHAT
QQQI