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CHAT vs. RBOT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

CHAT vs. RBOT - Performance Comparison

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

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CHAT vs. RBOT - Yearly Performance Comparison


Returns By Period


CHAT

1D
4.72%
1M
-3.19%
YTD
4.90%
6M
3.42%
1Y
82.50%
3Y*
5Y*
10Y*

RBOT

1D
-4.64%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CHAT vs. RBOT — Risk / Return Rank

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

CHAT
CHAT Risk / Return Rank: 9595
Overall Rank
CHAT Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CHAT Sortino Ratio Rank: 9595
Sortino Ratio Rank
CHAT Omega Ratio Rank: 9494
Omega Ratio Rank
CHAT Calmar Ratio Rank: 9797
Calmar Ratio Rank
CHAT Martin Ratio Rank: 9494
Martin Ratio Rank

RBOT
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CHAT vs. RBOT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Generative AI & Technology ETF (CHAT) and Vicarious Surgical Inc. (RBOT). 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.


CHATRBOTDifference

Sharpe ratio

Return per unit of total volatility

2.42

Sortino ratio

Return per unit of downside risk

3.04

Omega ratio

Gain probability vs. loss probability

1.42

Calmar ratio

Return relative to maximum drawdown

4.94

Martin ratio

Return relative to average drawdown

13.74

CHAT vs. RBOT - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CHATRBOTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

Sharpe Ratio (All Time)

Calculated using the full available price history

1.27

-0.23

+1.49

Correlation

The correlation between CHAT and RBOT is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

CHAT vs. RBOT - Dividend Comparison

CHAT's dividend yield for the trailing twelve months is around 2.72%, while RBOT has not paid dividends to shareholders.


Drawdowns

CHAT vs. RBOT - Drawdown Comparison

The maximum CHAT drawdown since its inception was -31.34%, smaller than the maximum RBOT drawdown of -70.64%. Use the drawdown chart below to compare losses from any high point for CHAT and RBOT.


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Drawdown Indicators


CHATRBOTDifference

Max Drawdown

Largest peak-to-trough decline

-31.34%

-70.64%

+39.30%

Max Drawdown (1Y)

Largest decline over 1 year

-16.28%

Current Drawdown

Current decline from peak

-6.73%

-40.00%

+33.27%

Average Drawdown

Average peak-to-trough decline

-5.61%

-31.68%

+26.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.85%

Volatility

CHAT vs. RBOT - Volatility Comparison


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Volatility by Period


CHATRBOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.21%

Volatility (6M)

Calculated over the trailing 6-month period

23.24%

Volatility (1Y)

Calculated over the trailing 1-year period

34.27%

439.59%

-405.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.27%

439.59%

-410.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.27%

439.59%

-410.32%