CHTR vs. SOXX

Last updated Jun 5, 2026

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 -5.27%/yr vs 35.54%/yr for SOXX. At a 0.30 correlation, their price movements are largely independent.

Performance

CHTR vs. SOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Charter Communications, Inc. (CHTR) and iShares Semiconductor ETF (SOXX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CHTR achieves a -38.18% return, which is significantly lower than SOXX's 100.26% return. Over the past 10 years, CHTR has underperformed SOXX with an annualized return of -5.27%, while SOXX has yielded a comparatively higher 35.54% annualized return.

CHTR

• 1D: 0.03%
• 1M: -18.44%
• YTD: -38.18%
• 6M: -35.47%
• 1Y: -66.81%
• 3Y*: -27.23%
• 5Y*: -28.33%
• 10Y*: -5.27%

SOXX

• 1D: -2.10%
• 1M: 24.86%
• YTD: 100.26%
• 6M: 97.20%
• 1Y: 179.78%
• 3Y*: 57.09%
• 5Y*: 33.93%
• 10Y*: 35.54%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CHTR vs. SOXX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CHTR Charter Communications, Inc.	-38.18%	-39.10%	-11.81%	14.62%	-47.99%	-1.45%	36.38%	70.22%	-15.18%	16.69%
SOXX iShares Semiconductor ETF	100.26%	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 -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.02
Correlation (3Y) Calculated over the trailing 3-year period	0.10
Correlation (5Y) Calculated over the trailing 5-year period	0.22
Correlation (10Y) Calculated over the trailing 10-year period	0.27
Correlation (All Time) Calculated using the full available price history since Jan 6, 2010	0.30

The correlation between CHTR and SOXX shifts across timeframes, from -0.02 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.

Return for Risk

CHTR vs. SOXX — Risk / Return Rank

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

CHTR

CHTR Risk / Return Rank: 2
CHTR Sharpe Ratio Rank: 1
CHTR Sortino Ratio Rank: 1
CHTR Omega Ratio Rank: 1
CHTR Calmar Ratio Rank: 3
CHTR Martin Ratio Rank: 6

SOXX

SOXX Risk / Return Rank: 96
SOXX Sharpe Ratio Rank: 98
SOXX Sortino Ratio Rank: 95
SOXX Omega Ratio Rank: 95
SOXX Calmar Ratio Rank: 97
SOXX Martin Ratio Rank: 97

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.

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.

	CHTR	SOXX	Difference
Sharpe ratio: Return per unit of total volatility	-1.38	5.29	-6.67
Sortino ratio: Return per unit of downside risk	-2.28	5.16	-7.44
Omega ratio: Gain probability vs. loss probability	0.67	1.71	-1.04
Calmar ratio: Return relative to maximum drawdown	-0.97	11.48	-12.44
Martin ratio: Return relative to average drawdown	-1.51	43.90	-45.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CHTR vs. SOXX - Sharpe Ratio Comparison

The current CHTR Sharpe Ratio is -1.38, which is lower than the SOXX Sharpe Ratio of 5.29. The chart below compares the historical Sharpe Ratios of CHTR and SOXX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CHTR	SOXX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.38	5.29	-6.67
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.73	0.94	-1.67
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.15	1.07	-1.22
Sharpe Ratio (All Time) Calculated using the full available price history	0.26	0.44	-0.18

Drawdowns

CHTR vs. SOXX - Drawdown Comparison

The maximum CHTR drawdown since its inception was -84.29%, 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.

Drawdown Indicators

	CHTR	SOXX	Difference
Max Drawdown Largest peak-to-trough decline	-84.29%	-70.21%	-14.08%
Max Drawdown (1Y) Largest decline over 1 year	-69.15%	-15.77%	-53.38%
Max Drawdown (3Y) Largest decline over 3 years	-71.69%	-41.36%	-30.33%
Max Drawdown (5Y) Largest decline over 5 years	-84.29%	-45.75%	-38.54%
Max Drawdown (10Y) Largest decline over 10 years	-84.29%	-45.75%	-38.54%
Current Drawdown Current decline from peak	-84.28%	-2.10%	-82.18%
Average Drawdown Average peak-to-trough decline	-20.63%	-19.97%	-0.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	44.33%	4.11%	+40.22%

Volatility

CHTR vs. SOXX - Volatility Comparison

Charter Communications, Inc. (CHTR) and iShares Semiconductor ETF (SOXX) have volatilities of 13.51% and 14.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CHTR	SOXX	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.51%	14.08%	-0.57%
Volatility (6M) Calculated over the trailing 6-month period	42.13%	27.45%	+14.68%
Volatility (1Y) Calculated over the trailing 1-year period	48.59%	34.20%	+14.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.02%	36.11%	+2.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.10%	33.43%	+0.67%

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 0.28%.

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	0.28%	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

Can I hold both CHTR and SOXX in my portfolio?

CHTR and SOXX have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CHTR or SOXX?

SOXX has higher volatility (14.08%) compared to CHTR (13.51%). In terms of maximum drawdown, CHTR dropped -84.29% vs SOXX's -70.21%.

Which has better risk-adjusted returns?

SOXX currently has the higher Sharpe Ratio (5.29 vs -1.38), 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.