DUK vs. CHAT

Last updated Jun 5, 2026

DUK (Duke Energy Corporation) is a stock, while CHAT (Roundhill Generative AI & Technology ETF) is Technology Equities fund actively managed by Roundhill. Over the past 3 years, DUK returned 14.89%/yr vs 54.00%/yr for CHAT. At a correlation of -0.24, they often move in opposite directions.

Performance

DUK vs. CHAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Duke Energy Corporation (DUK) 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, DUK achieves a 5.72% return, which is significantly lower than CHAT's 70.00% return.

DUK

• 1D: 0.64%
• 1M: -3.69%
• YTD: 5.72%
• 6M: 5.04%
• 1Y: 8.71%
• 3Y*: 14.89%
• 5Y*: 7.81%
• 10Y*: 8.65%

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)

DUK vs. CHAT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DUK Duke Energy Corporation	5.72%	12.72%	15.56%	6.96%
CHAT Roundhill Generative AI & Technology ETF	70.00%	49.85%	30.98%	19.23%

Correlation

The correlation between DUK and CHAT is -0.32, 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	-0.32
Correlation (3Y) Calculated over the trailing 3-year period	-0.24
Correlation (All Time) Calculated using the full available price history since May 19, 2023	-0.24

Return for Risk

DUK vs. CHAT — Risk / Return Rank

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

DUK

DUK Risk / Return Rank: 57
DUK Sharpe Ratio Rank: 62
DUK Sortino Ratio Rank: 53
DUK Omega Ratio Rank: 50
DUK Calmar Ratio Rank: 59
DUK Martin Ratio Rank: 60

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.

DUK vs. CHAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Duke Energy Corporation (DUK) 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.

	DUK	CHAT	Difference
Sharpe ratio: Return per unit of total volatility	0.61	4.37	-3.76
Sortino ratio: Return per unit of downside risk	0.94	4.60	-3.66
Omega ratio: Gain probability vs. loss probability	1.11	1.61	-0.51
Calmar ratio: Return relative to maximum drawdown	0.80	8.26	-7.46
Martin ratio: Return relative to average drawdown	1.95	24.36	-22.41
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DUK vs. CHAT - Sharpe Ratio Comparison

The current DUK Sharpe Ratio is 0.61, which is lower than the CHAT Sharpe Ratio of 4.37. The chart below compares the historical Sharpe Ratios of DUK 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

	DUK	CHAT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.61	4.37	-3.76
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.44	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.43	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	1.93	-1.44

Drawdowns

DUK vs. CHAT - Drawdown Comparison

The maximum DUK drawdown since its inception was -71.92%, which is greater than CHAT's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for DUK and CHAT.

Drawdown Indicators

	DUK	CHAT	Difference
Max Drawdown Largest peak-to-trough decline	-71.92%	-31.34%	-40.58%
Max Drawdown (1Y) Largest decline over 1 year	-10.88%	-16.28%	+5.40%
Max Drawdown (3Y) Largest decline over 3 years	-11.59%	-31.34%	+19.75%
Max Drawdown (5Y) Largest decline over 5 years	-24.16%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-37.37%	—	—
Current Drawdown Current decline from peak	-7.93%	-3.11%	-4.82%
Average Drawdown Average peak-to-trough decline	-10.85%	-5.35%	-5.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.47%	5.51%	-1.04%

Volatility

DUK vs. CHAT - Volatility Comparison

The current volatility for Duke Energy Corporation (DUK) is 4.90%, while Roundhill Generative AI & Technology ETF (CHAT) has a volatility of 12.18%. This indicates that DUK 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

	DUK	CHAT	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.90%	12.18%	-7.28%
Volatility (6M) Calculated over the trailing 6-month period	10.88%	24.80%	-13.92%
Volatility (1Y) Calculated over the trailing 1-year period	14.39%	30.81%	-16.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.80%	29.92%	-12.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.37%	29.92%	-9.55%

Dividends

DUK vs. CHAT - Dividend Comparison

DUK's dividend yield for the trailing twelve months is around 3.50%, 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%
DUK Duke Energy Corporation	3.50%	3.60%	3.84%	4.18%	3.86%	3.72%	4.17%	4.11%	4.21%	4.15%	4.33%	4.54%

Frequently Asked Questions

Can I hold both DUK and CHAT in my portfolio?

DUK and CHAT have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DUK or CHAT?

CHAT has higher volatility (12.18%) compared to DUK (4.90%). In terms of maximum drawdown, DUK dropped -71.92% vs CHAT's -31.34%.

Which has better risk-adjusted returns?

CHAT currently has the higher Sharpe Ratio (4.37 vs 0.61), 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.