DJT vs. PSI
DJT (Trump Media & Technology Group Corp.) is a stock, while PSI (Invesco Semiconductors ETF) is Semiconductors fund tracking the Dynamic Semiconductors Intellidex Index. Over the past 3 years, DJT returned -15.49%/yr vs 58.24%/yr for PSI. At a 0.27 correlation, their price movements are largely independent.
Performance
DJT vs. PSI - Performance Comparison
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Returns By Period
In the year-to-date period, DJT achieves a -43.20% return, which is significantly lower than PSI's 114.01% return.
DJT
- 1D
- -4.57%
- 1M
- -5.41%
- YTD
- -43.20%
- 6M
- -47.45%
- 1Y
- -58.70%
- 3Y*
- -15.49%
- 5Y*
- —
- 10Y*
- —
PSI
- 1D
- -0.99%
- 1M
- 9.77%
- YTD
- 114.01%
- 6M
- 108.82%
- 1Y
- 184.91%
- 3Y*
- 58.24%
- 5Y*
- 32.63%
- 10Y*
- 35.13%
DJT vs. PSI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DJT Trump Media & Technology Group Corp. | -43.20% | -61.17% | 94.86% | 16.67% | -70.83% | 221.44% |
PSI Invesco Semiconductors ETF | 114.01% | 36.32% | 17.17% | 49.06% | -34.43% | 20.28% |
Correlation
The correlation between DJT and PSI is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Sep 30, 2021 | 0.27 |
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Return for Risk
DJT vs. PSI — Risk / Return Rank
DJT
PSI
DJT vs. PSI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Trump Media & Technology Group Corp. (DJT) and Invesco Semiconductors ETF (PSI). 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.
| DJT | PSI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.30 | ||
| Sortino ratioReturn per unit of downside risk | -5.82 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.58 | -0.75 |
| Calmar ratioReturn relative to maximum drawdown | -0.95 | 12.03 | -12.97 |
| Martin ratioReturn relative to average drawdown | -1.53 | 41.47 | -42.99 |
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Drawdowns
DJT vs. PSI - Drawdown Comparison
The maximum DJT drawdown since its inception was -92.29%, which is greater than PSI's maximum drawdown of -62.96%. Use the drawdown chart below to compare losses from any high point for DJT and PSI.
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Drawdown Indicators
| DJT | PSI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.29% | -62.96% | -29.33% |
Max Drawdown (1Y)Largest decline over 1 year | -62.13% | -15.48% | -46.65% |
Max Drawdown (3Y)Largest decline over 3 years | -88.64% | -41.07% | -47.57% |
Max Drawdown (5Y)Largest decline over 5 years | — | -44.85% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -44.85% | — |
Current DrawdownCurrent decline from peak | -92.29% | -8.51% | -83.78% |
Average DrawdownAverage peak-to-trough decline | -71.76% | -15.90% | -55.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.42% | 4.48% | +33.94% |
Volatility
DJT vs. PSI - Volatility Comparison
The current volatility for Trump Media & Technology Group Corp. (DJT) is 20.10%, while Invesco Semiconductors ETF (PSI) has a volatility of 21.88%. This indicates that DJT experiences smaller price fluctuations and is considered to be less risky than PSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DJT | PSI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 20.10% | 21.88% | -1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 42.75% | 35.12% | +7.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 67.53% | 42.22% | +25.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 204.33% | 38.83% | +165.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 204.33% | 35.60% | +168.73% |
Dividends
DJT vs. PSI - Dividend Comparison
DJT has not paid dividends to shareholders, while PSI's dividend yield for the trailing twelve months is around 0.03%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DJT Trump Media & Technology Group Corp. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PSI Invesco Semiconductors ETF | 0.03% | 0.10% | 0.15% | 0.40% | 0.61% | 0.14% | 0.21% | 0.52% | 0.83% | 0.21% | 0.68% | 0.16% |
Frequently Asked Questions
DJT and PSI have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PSI has higher volatility (21.88%) compared to DJT (20.10%). In terms of maximum drawdown, DJT dropped -92.29% vs PSI's -62.96%.
PSI currently has the higher Sharpe Ratio (4.43 vs -0.87), 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.
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