CMCSA vs. CHAT

Last updated Jun 5, 2026

CMCSA (Comcast Corporation) is a stock, while CHAT (Roundhill Generative AI & Technology ETF) is Technology Equities fund actively managed by Roundhill. Over the past 3 years, CMCSA returned -9.79%/yr vs 54.00%/yr for CHAT. At a 0.10 correlation, their price movements are largely independent.

Performance

CMCSA vs. CHAT - Performance Comparison

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

Returns By Period

In the year-to-date period, CMCSA achieves a -9.81% return, which is significantly lower than CHAT's 70.00% return.

CMCSA

• 1D: -0.81%
• 1M: -11.83%
• YTD: -9.81%
• 6M: -0.89%
• 1Y: -20.17%
• 3Y*: -9.79%
• 5Y*: -11.63%
• 10Y*: 0.66%

CHAT

• 1D: -2.47%
• 1M: 21.73%
• YTD: 70.00%
• 6M: 67.89%
• 1Y: 133.72%
• 3Y*: 54.00%
• 5Y*: —
• 10Y*: —

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

CMCSA vs. CHAT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
CMCSA Comcast Corporation	-9.81%	-17.35%	-11.84%	7.60%
CHAT Roundhill Generative AI & Technology ETF	70.00%	49.85%	30.98%	19.23%

Correlation

The correlation between CMCSA and CHAT 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	0.10
Correlation (All Time) Calculated using the full available price history since May 19, 2023	0.10

The correlation between CMCSA and CHAT shifts across timeframes, from -0.09 (1 year) to 0.10 (3 years), reflecting how their relationship changes across market environments.

Return for Risk

CMCSA vs. CHAT — Risk / Return Rank

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

CMCSA

CMCSA Risk / Return Rank: 12
CMCSA Sharpe Ratio Rank: 12
CMCSA Sortino Ratio Rank: 14
CMCSA Omega Ratio Rank: 14
CMCSA Calmar Ratio Rank: 14
CMCSA Martin Ratio Rank: 7

CHAT

CHAT Risk / Return Rank: 94
CHAT Sharpe Ratio Rank: 96
CHAT Sortino Ratio Rank: 93
CHAT Omega Ratio Rank: 92
CHAT Calmar Ratio Rank: 95
CHAT Martin Ratio Rank: 93

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.

CMCSA vs. CHAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Comcast Corporation (CMCSA) 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.

	CMCSA	CHAT	Difference
Sharpe ratio: Return per unit of total volatility	-0.69	4.37	-5.06
Sortino ratio: Return per unit of downside risk	-0.82	4.60	-5.42
Omega ratio: Gain probability vs. loss probability	0.89	1.61	-0.72
Calmar ratio: Return relative to maximum drawdown	-0.74	8.26	-9.00
Martin ratio: Return relative to average drawdown	-1.46	24.36	-25.82
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CMCSA vs. CHAT - Sharpe Ratio Comparison

The current CMCSA Sharpe Ratio is -0.69, which is lower than the CHAT Sharpe Ratio of 4.37. The chart below compares the historical Sharpe Ratios of CMCSA 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.

Sharpe Ratios by Period

	CMCSA	CHAT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.69	4.37	-5.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.43	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.03	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	1.93	-1.66

Drawdowns

CMCSA vs. CHAT - Drawdown Comparison

The maximum CMCSA drawdown since its inception was -67.89%, which is greater than CHAT's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for CMCSA and CHAT.

Drawdown Indicators

	CMCSA	CHAT	Difference
Max Drawdown Largest peak-to-trough decline	-67.89%	-31.34%	-36.55%
Max Drawdown (1Y) Largest decline over 1 year	-27.34%	-16.28%	-11.06%
Max Drawdown (3Y) Largest decline over 3 years	-39.87%	-31.34%	-8.53%
Max Drawdown (5Y) Largest decline over 5 years	-52.11%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-52.11%	—	—
Current Drawdown Current decline from peak	-50.47%	-3.11%	-47.36%
Average Drawdown Average peak-to-trough decline	-24.61%	-5.35%	-19.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.84%	5.51%	+8.33%

Volatility

CMCSA vs. CHAT - Volatility Comparison

The current volatility for Comcast Corporation (CMCSA) is 6.87%, while Roundhill Generative AI & Technology ETF (CHAT) has a volatility of 12.18%. This indicates that CMCSA experiences smaller price fluctuations and is considered to be less risky than CHAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CMCSA	CHAT	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.87%	12.18%	-5.31%
Volatility (6M) Calculated over the trailing 6-month period	25.03%	24.80%	+0.23%
Volatility (1Y) Calculated over the trailing 1-year period	29.29%	30.81%	-1.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.94%	29.92%	-2.98%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.48%	29.92%	-3.44%

Dividends

CMCSA vs. CHAT - Dividend Comparison

CMCSA's dividend yield for the trailing twelve months is around 12.44%, more than CHAT's 1.68% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CHAT Roundhill Generative AI & Technology ETF	1.68%	2.85%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CMCSA Comcast Corporation	12.44%	4.35%	3.25%	2.60%	3.03%	1.95%	1.72%	1.40%	2.69%	1.18%	1.96%	1.73%

Frequently Asked Questions

Can I hold both CMCSA and CHAT in my portfolio?

CMCSA and CHAT 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.

Which is riskier, CMCSA or CHAT?

CHAT has higher volatility (12.18%) compared to CMCSA (6.87%). In terms of maximum drawdown, CMCSA dropped -67.89% vs CHAT's -31.34%.

Which has better risk-adjusted returns?

CHAT currently has the higher Sharpe Ratio (4.37 vs -0.69), 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.