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CIEN vs. CHAT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CIEN vs. CHAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ciena Corporation (CIEN) and Roundhill Generative AI & Technology ETF (CHAT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CIEN achieves a 90.70% return, which is significantly higher than CHAT's 57.97% return.


CIEN

1D
0.17%
1M
-22.83%
YTD
90.70%
6M
104.17%
1Y
501.62%
3Y*
119.10%
5Y*
49.92%
10Y*
35.80%

CHAT

1D
0.77%
1M
5.15%
YTD
57.97%
6M
60.59%
1Y
109.99%
3Y*
48.02%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CIEN vs. CHAT - Yearly Performance Comparison


2026 (YTD)202520242023
CIEN
Ciena Corporation
90.70%175.76%88.42%1.15%
CHAT
Roundhill Generative AI & Technology ETF
57.97%49.85%30.98%21.04%

Correlation

The correlation between CIEN and CHAT is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.58

Correlation (3Y)
Calculated over the trailing 3-year period

0.59

Correlation (All Time)
Calculated using the full available price history since May 18, 2023

0.58

The correlation between CIEN and CHAT has been stable across timeframes, ranging from 0.58 to 0.59 - a consistent structural relationship.

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Return for Risk

CIEN vs. CHAT — Risk / Return Rank

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

CIEN
CIEN Risk / Return Rank: 9999
Overall Rank
CIEN Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
CIEN Sortino Ratio Rank: 9898
Sortino Ratio Rank
CIEN Omega Ratio Rank: 9898
Omega Ratio Rank
CIEN Calmar Ratio Rank: 9999
Calmar Ratio Rank
CIEN Martin Ratio Rank: 100100
Martin Ratio Rank

CHAT
CHAT Risk / Return Rank: 9292
Overall Rank
CHAT Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CHAT Sortino Ratio Rank: 8989
Sortino Ratio Rank
CHAT Omega Ratio Rank: 8989
Omega Ratio Rank
CHAT Calmar Ratio Rank: 9595
Calmar Ratio Rank
CHAT Martin Ratio Rank: 9191
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.

CIEN vs. CHAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ciena Corporation (CIEN) and Roundhill Generative AI & Technology ETF (CHAT). 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.


CIENCHATDifference
Sharpe ratioReturn per unit of total volatility

+4.25

Sortino ratioReturn per unit of downside risk

+1.29

Omega ratioGain probability vs. loss probability

1.72

1.50

+0.23

Calmar ratioReturn relative to maximum drawdown

16.49

6.79

+9.70

Martin ratioReturn relative to average drawdown

76.44

19.03

+57.41

CIEN vs. CHAT - Sharpe Ratio Comparison

The current CIEN Sharpe Ratio is 7.58, which is higher than the CHAT Sharpe Ratio of 3.34. The chart below compares the historical Sharpe Ratios of CIEN and CHAT, 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

CIEN vs. CHAT - Drawdown Comparison

The maximum CIEN drawdown since its inception was -99.51%, which is greater than CHAT's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for CIEN and CHAT.


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Drawdown Indicators


CIENCHATDifference

Max Drawdown

Largest peak-to-trough decline

-99.51%

-31.34%

-68.17%

Max Drawdown (1Y)

Largest decline over 1 year

-30.68%

-16.28%

-14.40%

Max Drawdown (3Y)

Largest decline over 3 years

-45.51%

-31.34%

-14.17%

Max Drawdown (5Y)

Largest decline over 5 years

-49.54%

Max Drawdown (10Y)

Largest decline over 10 years

-49.54%

Current Drawdown

Current decline from peak

-57.38%

-9.97%

-47.41%

Average Drawdown

Average peak-to-trough decline

-87.08%

-5.39%

-81.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.61%

5.80%

+0.81%

Volatility

CIEN vs. CHAT - Volatility Comparison

Ciena Corporation (CIEN) has a higher volatility of 24.81% compared to Roundhill Generative AI & Technology ETF (CHAT) at 16.40%. This indicates that CIEN's price experiences larger fluctuations and is considered to be riskier than CHAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CIENCHATDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.81%

16.40%

+8.41%

Volatility (6M)

Calculated over the trailing 6-month period

56.12%

28.00%

+28.12%

Volatility (1Y)

Calculated over the trailing 1-year period

66.74%

33.14%

+33.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.55%

30.65%

+17.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.35%

30.65%

+13.70%

Dividends

CIEN vs. CHAT - Dividend Comparison

CIEN has not paid dividends to shareholders, while CHAT's dividend yield for the trailing twelve months is around 1.80%.


PositionTTM2025
CHAT
Roundhill Generative AI & Technology ETF
1.80%2.85%
CIEN
Ciena Corporation
0.00%0.00%

Frequently Asked Questions


CIEN and CHAT have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CIEN has higher volatility (24.81%) compared to CHAT (16.40%). In terms of maximum drawdown, CIEN dropped -99.51% vs CHAT's -31.34%.

CIEN currently has the higher Sharpe Ratio (7.58 vs 3.34), 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 CIEN and CHAT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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