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CHAT vs. ZBRA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CHAT vs. ZBRA - Performance Comparison

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

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Returns By Period

In the year-to-date period, CHAT achieves a 57.97% return, which is significantly higher than ZBRA's -5.93% return.


CHAT

1D
0.77%
1M
5.15%
YTD
57.97%
6M
60.59%
1Y
109.99%
3Y*
48.02%
5Y*
10Y*

ZBRA

1D
2.69%
1M
-7.43%
YTD
-5.93%
6M
-14.89%
1Y
-21.96%
3Y*
-6.94%
5Y*
-14.79%
10Y*
15.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHAT vs. ZBRA - Yearly Performance Comparison


2026 (YTD)202520242023
CHAT
Roundhill Generative AI & Technology ETF
57.97%49.85%30.98%21.04%
ZBRA
Zebra Technologies Corporation
-5.93%-37.13%41.30%0.61%

Correlation

The correlation between CHAT and ZBRA is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.48

Correlation (All Time)
Calculated using the full available price history since May 18, 2023

0.47

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Return for Risk

CHAT vs. ZBRA — Risk / Return Rank

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

CHAT
CHAT Risk / Return Rank: 9292
Overall Rank
CHAT Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CHAT Sortino Ratio Rank: 8989
Sortino Ratio Rank
CHAT Omega Ratio Rank: 8989
Omega Ratio Rank
CHAT Calmar Ratio Rank: 9595
Calmar Ratio Rank
CHAT Martin Ratio Rank: 9191
Martin Ratio Rank

ZBRA
ZBRA Risk / Return Rank: 2222
Overall Rank
ZBRA Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
ZBRA Sortino Ratio Rank: 2121
Sortino Ratio Rank
ZBRA Omega Ratio Rank: 2121
Omega Ratio Rank
ZBRA Calmar Ratio Rank: 2525
Calmar Ratio Rank
ZBRA Martin Ratio Rank: 2525
Martin Ratio Rank
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. ZBRA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Roundhill Generative AI & Technology ETF (CHAT) and Zebra Technologies Corporation (ZBRA). 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.


CHATZBRADifference
Sharpe ratioReturn per unit of total volatility

+3.86

Sortino ratioReturn per unit of downside risk

+4.10

Omega ratioGain probability vs. loss probability

1.50

0.94

+0.56

Calmar ratioReturn relative to maximum drawdown

6.79

-0.53

+7.32

Martin ratioReturn relative to average drawdown

19.03

-0.90

+19.93

CHAT vs. ZBRA - Sharpe Ratio Comparison

The current CHAT Sharpe Ratio is 3.34, which is higher than the ZBRA Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of CHAT and ZBRA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CHAT vs. ZBRA - Drawdown Comparison

The maximum CHAT drawdown since its inception was -31.34%, smaller than the maximum ZBRA drawdown of -73.42%. Use the drawdown chart below to compare losses from any high point for CHAT and ZBRA.


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Drawdown Indicators


CHATZBRADifference

Max Drawdown

Largest peak-to-trough decline

-31.34%

-73.42%

+42.08%

Max Drawdown (1Y)

Largest decline over 1 year

-16.28%

-41.62%

+25.34%

Max Drawdown (3Y)

Largest decline over 3 years

-31.34%

-52.67%

+21.33%

Max Drawdown (5Y)

Largest decline over 5 years

-67.78%

Max Drawdown (10Y)

Largest decline over 10 years

-67.78%

Current Drawdown

Current decline from peak

-9.97%

-62.83%

+52.86%

Average Drawdown

Average peak-to-trough decline

-5.39%

-27.71%

+22.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.80%

24.36%

-18.56%

Volatility

CHAT vs. ZBRA - Volatility Comparison

Roundhill Generative AI & Technology ETF (CHAT) has a higher volatility of 16.40% compared to Zebra Technologies Corporation (ZBRA) at 14.63%. This indicates that CHAT's price experiences larger fluctuations and is considered to be riskier than ZBRA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CHATZBRADifference

Volatility (1M)

Calculated over the trailing 1-month period

16.40%

14.63%

+1.77%

Volatility (6M)

Calculated over the trailing 6-month period

28.00%

31.30%

-3.30%

Volatility (1Y)

Calculated over the trailing 1-year period

33.14%

42.22%

-9.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.65%

40.49%

-9.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.65%

39.38%

-8.73%

Dividends

CHAT vs. ZBRA - Dividend Comparison

CHAT's dividend yield for the trailing twelve months is around 1.80%, while ZBRA has not paid dividends to shareholders.


Frequently Asked Questions


CHAT and ZBRA have a correlation of 0.39, 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 ZBRA (14.63%). In terms of maximum drawdown, CHAT dropped -31.34% vs ZBRA's -73.42%.

CHAT currently has the higher Sharpe Ratio (3.34 vs -0.52), 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.

Portfolio Optimizer

Find the right allocation for CHAT and ZBRA

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