CHTR vs. SOXX
CHTR (Charter Communications, Inc.) is a stock, while SOXX (iShares Semiconductor ETF) is Semiconductors fund tracking the NYSE Semiconductor Index. Over the past 10 years, CHTR returned -4.76%/yr vs 31.96%/yr for SOXX. Their 0.29 correlation means their historical movements had little consistent relationship.
Performance
CHTR vs. SOXX - Performance Comparison
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Returns By Period
In the year-to-date period, CHTR achieves a -30.97% return, which is significantly lower than SOXX's 68.76% return. Over the past 10 years, CHTR has underperformed SOXX with an annualized return of -4.76%, while SOXX has yielded a comparatively higher 31.96% annualized return.
CHTR
- 1D
- -0.61%
- 1M
- 5.03%
- 6M
- -32.54%
- YTD
- -30.97%
- 1Y
- -45.56%
- 3Y*
- -29.93%
- 5Y*
- -28.48%
- 10Y*
- -4.76%
- ALL TIME*
- 8.91%
SOXX
- 1D
- 0.55%
- 1M
- -10.35%
- 6M
- 44.10%
- YTD
- 68.76%
- 1Y
- 114.99%
- 3Y*
- 44.68%
- 5Y*
- 27.63%
- 10Y*
- 31.96%
- ALL TIME*
- 13.85%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $554.96M | $408.40M | $474.70M | |
| $6.22B | $5.65B | $5.89B |
CHTR vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHTR Charter Communications, Inc. | -30.97% | -39.10% | -11.81% | 14.62% | -47.99% | -1.45% | 36.38% | 70.22% | -15.18% | 16.69% |
SOXX iShares Semiconductor ETF | 68.76% | 40.74% | 12.92% | 67.12% | -35.09% | 44.09% | 52.72% | 62.42% | -6.49% | 39.79% |
Correlation
The correlation between CHTR and SOXX is -0.13, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.13 |
Correlation (3Y) Balances recent behavior with more history. | 0.05 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.19 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.25 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2010 | 0.29 |
The correlation between CHTR and SOXX shifts across timeframes, from -0.13 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CHTR vs. SOXX — Risk / Return Rank
CHTR
SOXX
CHTR vs. SOXX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Charter Communications, Inc. (CHTR) and iShares Semiconductor ETF (SOXX). 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.
| CHTR | SOXX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.57 | ||
| Sortino ratioReturn per unit of downside risk | -4.16 | ||
| Omega ratioGain probability vs. loss probability | 0.82 | 1.39 | -0.57 |
| Calmar ratioReturn relative to maximum drawdown | -0.81 | 3.99 | -4.80 |
| Martin ratioReturn relative to average drawdown | -1.46 | 16.43 | -17.89 |
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Drawdowns
CHTR vs. SOXX - Drawdown Comparison
The maximum CHTR drawdown since its inception was -84.98%, which is greater than SOXX's maximum drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for CHTR and SOXX.
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Drawdown Indicators
| CHTR | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.98% | -70.21% | -14.77% |
Max Drawdown (1Y)Largest decline over 1 year | -56.39% | -29.01% | -27.38% |
Max Drawdown (3Y)Largest decline over 3 years | -72.94% | -41.36% | -31.58% |
Max Drawdown (5Y)Largest decline over 5 years | -84.98% | -45.75% | -39.23% |
Max Drawdown (10Y)Largest decline over 10 years | -84.98% | -45.75% | -39.23% |
Current DrawdownCurrent decline from peak | -82.45% | -22.49% | -59.96% |
Average DrawdownAverage peak-to-trough decline | -21.23% | -19.92% | -1.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.31% | 7.02% | +24.29% |
Volatility
CHTR vs. SOXX - Volatility Comparison
The current volatility for Charter Communications, Inc. (CHTR) is 13.01%, while iShares Semiconductor ETF (SOXX) has a volatility of 17.11%. This indicates that CHTR experiences smaller price fluctuations and is considered to be less risky than SOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CHTR | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.01% | 17.11% | -4.10% |
Volatility (6M)Calculated over the trailing 6-month period | 44.25% | 38.66% | +5.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.68% | 44.40% | +3.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.93% | 38.25% | +1.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.64% | 34.55% | +0.09% |
Dividends
CHTR vs. SOXX - Dividend Comparison
CHTR has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.29%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHTR Charter Communications, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SOXX iShares Semiconductor ETF | 0.29% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
Frequently Asked Questions
CHTR and SOXX have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (17.11%) compared to CHTR (13.01%). In terms of maximum drawdown, CHTR dropped -84.98% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (2.61 vs -0.96), 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.
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