CHTR vs. SOXX

In the year-to-date period, CHTR achieves a 1.14% return, which is significantly lower than SOXX's 3.74% return. Over the past 10 years, CHTR has underperformed SOXX with an annualized return of 7.98%, while SOXX has yielded a comparatively higher 23.67% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Charter Communications, Inc. (CHTR) and iShares PHLX 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.

The current CHTR Sharpe Ratio is -0.14, which is lower than the SOXX Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of CHTR and SOXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CHTR has not paid dividends to shareholders, while SOXX's dividend yield for the trailing twelve months is around 0.65%.

The maximum CHTR drawdown since its inception was -68.99%, roughly equal to the maximum SOXX drawdown of -70.21%. Use the drawdown chart below to compare losses from any high point for CHTR and SOXX. For additional features, visit the drawdowns tool.

Charter Communications, Inc. (CHTR) and iShares PHLX Semiconductor ETF (SOXX) have volatilities of 8.03% and 8.43%, 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.