CTAS vs. CHAT

Last updated Jul 17, 2026

CTAS (Cintas Corporation) is a stock, while CHAT (Roundhill Generative AI & Technology ETF) is Technology Equities fund actively managed by Roundhill. Over the past 3 years, CTAS returned 18.92%/yr vs 41.74%/yr for CHAT. At a 0.17 correlation, their price movements are largely independent.

Performance

CTAS vs. CHAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cintas Corporation (CTAS) 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, CTAS achieves a 10.22% return, which is significantly lower than CHAT's 42.01% return.

CTAS

• 1D: 7.22%
• 1M: 16.72%
• 6M: 5.99%
• YTD: 10.22%
• 1Y: -2.72%
• 3Y*: 18.92%
• 5Y*: 17.48%
• 10Y*: 25.11%

CHAT

• 1D: -5.30%
• 1M: -12.49%
• 6M: 36.21%
• YTD: 42.01%
• 1Y: 73.94%
• 3Y*: 41.74%
• 5Y*: —
• 10Y*: —

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

CTAS vs. CHAT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
CTAS Cintas Corporation	10.22%	3.78%	22.24%	30.20%
CHAT Roundhill Generative AI & Technology ETF	42.01%	49.85%	30.98%	21.04%

Correlation

The correlation between CTAS and CHAT is -0.20, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.20
Correlation (3Y) Calculated over the trailing 3-year period	0.15
Correlation (All Time) Calculated using the full available price history since May 18, 2023	0.17

The correlation between CTAS and CHAT shifts across timeframes, from -0.20 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

Return for Risk

CTAS vs. CHAT — Risk / Return Rank

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

CTAS

CTAS Risk / Return Rank: 38
CTAS Sharpe Ratio Rank: 40
CTAS Sortino Ratio Rank: 33
CTAS Omega Ratio Rank: 33
CTAS Calmar Ratio Rank: 41
CTAS Martin Ratio Rank: 41

CHAT

CHAT Risk / Return Rank: 74
CHAT Sharpe Ratio Rank: 79
CHAT Sortino Ratio Rank: 64
CHAT Omega Ratio Rank: 68
CHAT Calmar Ratio Rank: 86
CHAT Martin Ratio Rank: 75

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.

CTAS vs. CHAT - Risk-Adjusted Trends Comparison

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

	CTAS	CHAT	Difference
Sharpe ratio: Return per unit of total volatility	-0.12	2.00	-2.12
Sortino ratio: Return per unit of downside risk	-0.01	2.39	-2.40
Omega ratio: Gain probability vs. loss probability	1.00	1.32	-0.32
Calmar ratio: Return relative to maximum drawdown	-0.10	3.80	-3.90
Martin ratio: Return relative to average drawdown	-0.16	11.13	-11.29

CTAS vs. CHAT - Sharpe Ratio Comparison

The current CTAS Sharpe Ratio is -0.12, which is lower than the CHAT Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of CTAS 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.

Drawdowns

CTAS vs. CHAT - Drawdown Comparison

The maximum CTAS drawdown since its inception was -65.32%, which is greater than CHAT's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for CTAS and CHAT.

Drawdown Indicators

	CTAS	CHAT	Difference
Max Drawdown Largest peak-to-trough decline	-65.32%	-31.34%	-33.98%
Max Drawdown (1Y) Largest decline over 1 year	-27.23%	-19.54%	-7.69%
Max Drawdown (3Y) Largest decline over 3 years	-27.68%	-31.34%	+3.66%
Max Drawdown (5Y) Largest decline over 5 years	-27.68%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-48.38%	—	—
Current Drawdown Current decline from peak	-8.54%	-19.54%	+11.00%
Average Drawdown Average peak-to-trough decline	-15.05%	-5.52%	-9.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.81%	6.67%	+10.14%

Volatility

CTAS vs. CHAT - Volatility Comparison

The current volatility for Cintas Corporation (CTAS) is 11.21%, while Roundhill Generative AI & Technology ETF (CHAT) has a volatility of 16.90%. This indicates that CTAS 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

	CTAS	CHAT	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.21%	16.90%	-5.69%
Volatility (6M) Calculated over the trailing 6-month period	18.89%	32.39%	-13.50%
Volatility (1Y) Calculated over the trailing 1-year period	22.88%	37.11%	-14.23%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.93%	31.83%	-8.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.90%	31.83%	-4.93%

Dividends

CTAS vs. CHAT - Dividend Comparison

CTAS's dividend yield for the trailing twelve months is around 0.87%, less than CHAT's 2.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CHAT Roundhill Generative AI & Technology ETF	2.01%	2.85%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CTAS Cintas Corporation	0.87%	0.89%	0.80%	0.83%	0.93%	0.77%	0.99%	0.95%	1.22%	1.04%	1.15%	1.15%

Frequently Asked Questions

Can I hold both CTAS and CHAT in my portfolio?

CTAS and CHAT have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CTAS or CHAT?

CHAT has higher volatility (16.90%) compared to CTAS (11.21%). In terms of maximum drawdown, CTAS dropped -65.32% vs CHAT's -31.34%.

Which has better risk-adjusted returns?

CHAT currently has the higher Sharpe Ratio (2.00 vs -0.12), 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.