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CHYM vs. IFRA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CHYM vs. IFRA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chime Financial, Inc (CHYM) and iShares U.S. Infrastructure ETF (IFRA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CHYM achieves a -33.77% return, which is significantly lower than IFRA's 19.25% return.


CHYM

1D
-1.48%
1M
-6.35%
YTD
-33.77%
6M
-37.17%
1Y
-43.99%
3Y*
5Y*
10Y*

IFRA

1D
-0.86%
1M
2.48%
YTD
19.25%
6M
17.89%
1Y
30.85%
3Y*
20.61%
5Y*
14.07%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CHYM vs. IFRA - Yearly Performance Comparison


2026 (YTD)2025
CHYM
Chime Financial, Inc
-33.77%-41.47%
IFRA
iShares U.S. Infrastructure ETF
19.25%9.62%

Correlation

The correlation between CHYM and IFRA is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2025

0.26

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Return for Risk

CHYM vs. IFRA — Risk / Return Rank

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

CHYM
CHYM Risk / Return Rank: 1414
Overall Rank
CHYM Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
CHYM Sortino Ratio Rank: 1515
Sortino Ratio Rank
CHYM Omega Ratio Rank: 1717
Omega Ratio Rank
CHYM Calmar Ratio Rank: 1111
Calmar Ratio Rank
CHYM Martin Ratio Rank: 1717
Martin Ratio Rank

IFRA
IFRA Risk / Return Rank: 6868
Overall Rank
IFRA Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
IFRA Sortino Ratio Rank: 6969
Sortino Ratio Rank
IFRA Omega Ratio Rank: 5757
Omega Ratio Rank
IFRA Calmar Ratio Rank: 7575
Calmar Ratio Rank
IFRA Martin Ratio Rank: 7575
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.

CHYM vs. IFRA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chime Financial, Inc (CHYM) and iShares U.S. Infrastructure ETF (IFRA). 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.


CHYMIFRADifference
Sharpe ratioReturn per unit of total volatility

-2.74

Sortino ratioReturn per unit of downside risk

-3.79

Omega ratioGain probability vs. loss probability

0.91

1.34

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.81

3.69

-4.50

Martin ratioReturn relative to average drawdown

-1.16

13.48

-14.64

CHYM vs. IFRA - Sharpe Ratio Comparison

The current CHYM Sharpe Ratio is -0.70, which is lower than the IFRA Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of CHYM and IFRA, 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

CHYM vs. IFRA - Drawdown Comparison

The maximum CHYM drawdown since its inception was -61.77%, which is greater than IFRA's maximum drawdown of -41.06%. Use the drawdown chart below to compare losses from any high point for CHYM and IFRA.


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Drawdown Indicators


CHYMIFRADifference

Max Drawdown

Largest peak-to-trough decline

-61.77%

-41.06%

-20.71%

Max Drawdown (1Y)

Largest decline over 1 year

-54.59%

-8.40%

-46.19%

Max Drawdown (3Y)

Largest decline over 3 years

-19.93%

Max Drawdown (5Y)

Largest decline over 5 years

-19.93%

Current Drawdown

Current decline from peak

-61.23%

-0.86%

-60.37%

Average Drawdown

Average peak-to-trough decline

-45.36%

-5.12%

-40.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.11%

2.29%

+35.82%

Volatility

CHYM vs. IFRA - Volatility Comparison

Chime Financial, Inc (CHYM) has a higher volatility of 16.62% compared to iShares U.S. Infrastructure ETF (IFRA) at 5.19%. This indicates that CHYM's price experiences larger fluctuations and is considered to be riskier than IFRA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CHYMIFRADifference

Volatility (1M)

Calculated over the trailing 1-month period

16.62%

5.19%

+11.43%

Volatility (6M)

Calculated over the trailing 6-month period

44.34%

11.76%

+32.58%

Volatility (1Y)

Calculated over the trailing 1-year period

63.39%

15.21%

+48.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

65.68%

17.91%

+47.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

65.68%

21.36%

+44.32%

Dividends

CHYM vs. IFRA - Dividend Comparison

CHYM has not paid dividends to shareholders, while IFRA's dividend yield for the trailing twelve months is around 1.56%.


PositionTTM20252024202320222021202020192018
CHYM
Chime Financial, Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IFRA
iShares U.S. Infrastructure ETF
1.56%1.84%1.75%1.98%1.98%1.63%2.08%1.68%2.50%

Frequently Asked Questions


CHYM and IFRA have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CHYM has higher volatility (16.62%) compared to IFRA (5.19%). In terms of maximum drawdown, CHYM dropped -61.77% vs IFRA's -41.06%.

IFRA currently has the higher Sharpe Ratio (2.05 vs -0.70), 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 CHYM and IFRA

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