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 -5.90%/yr vs 34.34%/yr for SOXX. At a 0.29 correlation, their price movements are largely independent.
Performance
CHTR vs. SOXX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CHTR achieves a -38.73% return, which is significantly lower than SOXX's 88.79% return. Over the past 10 years, CHTR has underperformed SOXX with an annualized return of -5.90%, while SOXX has yielded a comparatively higher 34.34% annualized return.
CHTR
- 1D
- -2.63%
- 1M
- -12.28%
- 6M
- -35.36%
- YTD
- -38.73%
- 1Y
- -67.99%
- 3Y*
- -30.16%
- 5Y*
- -28.92%
- 10Y*
- -5.90%
SOXX
- 1D
- 2.58%
- 1M
- -4.71%
- 6M
- 70.58%
- YTD
- 88.79%
- 1Y
- 134.00%
- 3Y*
- 49.70%
- 5Y*
- 32.37%
- 10Y*
- 34.34%
CHTR vs. SOXX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHTR Charter Communications, Inc. | -38.73% | -39.10% | -11.81% | 14.62% | -47.99% | -1.45% | 36.38% | 70.22% | -15.18% | 16.69% |
SOXX iShares Semiconductor ETF | 88.79% | 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 -0.09, 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 | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
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 -0.09 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 | -4.55 | ||
| Sortino ratioReturn per unit of downside risk | -5.61 | ||
| Omega ratioGain probability vs. loss probability | 0.67 | 1.46 | -0.79 |
| Calmar ratioReturn relative to maximum drawdown | -1.00 | 8.55 | -9.54 |
| Martin ratioReturn relative to average drawdown | -1.45 | 26.38 | -27.83 |
Loading charts...
Drawdowns
CHTR vs. SOXX - Drawdown Comparison
The maximum CHTR drawdown since its inception was -84.71%, 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.
Loading charts...
Drawdown Indicators
| CHTR | SOXX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.71% | -70.21% | -14.50% |
Max Drawdown (1Y)Largest decline over 1 year | -68.47% | -15.77% | -52.70% |
Max Drawdown (3Y)Largest decline over 3 years | -72.45% | -41.36% | -31.09% |
Max Drawdown (5Y)Largest decline over 5 years | -84.71% | -45.75% | -38.96% |
Max Drawdown (10Y)Largest decline over 10 years | -84.71% | -45.75% | -38.96% |
Current DrawdownCurrent decline from peak | -84.42% | -13.30% | -71.12% |
Average DrawdownAverage peak-to-trough decline | -21.02% | -19.92% | -1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 47.19% | 5.10% | +42.09% |
Volatility
CHTR vs. SOXX - Volatility Comparison
The current volatility for Charter Communications, Inc. (CHTR) is 16.33%, while iShares Semiconductor ETF (SOXX) has a volatility of 21.09%. 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.
Loading charts...
Volatility by Period
| CHTR | SOXX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.33% | 21.09% | -4.76% |
Volatility (6M)Calculated over the trailing 6-month period | 44.68% | 36.42% | +8.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.57% | 42.09% | +8.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.66% | 37.79% | +1.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.46% | 34.28% | +0.18% |
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 0.26%.
| 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 | 0.26% | 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 -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXX has higher volatility (21.09%) compared to CHTR (16.33%). In terms of maximum drawdown, CHTR dropped -84.71% vs SOXX's -70.21%.
SOXX currently has the higher Sharpe Ratio (3.20 vs -1.35), 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.
Find the right allocation for CHTR and SOXX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer