PortfoliosLab logo
FFOG vs. CHAT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between FFOG and CHAT is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

FFOG vs. CHAT - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

FFOG:

0.70

CHAT:

0.50

Sortino Ratio

FFOG:

1.22

CHAT:

0.99

Omega Ratio

FFOG:

1.16

CHAT:

1.13

Calmar Ratio

FFOG:

0.87

CHAT:

0.61

Martin Ratio

FFOG:

2.63

CHAT:

1.81

Ulcer Index

FFOG:

8.38%

CHAT:

10.62%

Daily Std Dev

FFOG:

29.21%

CHAT:

34.50%

Max Drawdown

FFOG:

-25.38%

CHAT:

-31.34%

Current Drawdown

FFOG:

-3.49%

CHAT:

-5.55%

Returns By Period

In the year-to-date period, FFOG achieves a 2.59% return, which is significantly lower than CHAT's 3.09% return.


FFOG

YTD

2.59%

1M

22.38%

6M

5.61%

1Y

20.40%

5Y*

N/A

10Y*

N/A

CHAT

YTD

3.09%

1M

27.83%

6M

6.57%

1Y

17.63%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


FFOG vs. CHAT - Expense Ratio Comparison

FFOG has a 0.55% expense ratio, which is lower than CHAT's 0.75% expense ratio.


Risk-Adjusted Performance

FFOG vs. CHAT — Risk-Adjusted Performance Rank

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

FFOG
The Risk-Adjusted Performance Rank of FFOG is 6969
Overall Rank
The Sharpe Ratio Rank of FFOG is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of FFOG is 7171
Sortino Ratio Rank
The Omega Ratio Rank of FFOG is 6868
Omega Ratio Rank
The Calmar Ratio Rank of FFOG is 7676
Calmar Ratio Rank
The Martin Ratio Rank of FFOG is 6565
Martin Ratio Rank

CHAT
The Risk-Adjusted Performance Rank of CHAT is 5555
Overall Rank
The Sharpe Ratio Rank of CHAT is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of CHAT is 5858
Sortino Ratio Rank
The Omega Ratio Rank of CHAT is 5757
Omega Ratio Rank
The Calmar Ratio Rank of CHAT is 6161
Calmar Ratio Rank
The Martin Ratio Rank of CHAT is 5050
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FFOG vs. CHAT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Focused Growth ETF (FFOG) 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.


The current FFOG Sharpe Ratio is 0.70, which is higher than the CHAT Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of FFOG and CHAT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

FFOG vs. CHAT - Dividend Comparison

Neither FFOG nor CHAT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

FFOG vs. CHAT - Drawdown Comparison

The maximum FFOG drawdown since its inception was -25.38%, smaller than the maximum CHAT drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for FFOG and CHAT. For additional features, visit the drawdowns tool.


Loading data...

Volatility

FFOG vs. CHAT - Volatility Comparison

The current volatility for Franklin Focused Growth ETF (FFOG) is 8.61%, while Roundhill Generative AI & Technology ETF (CHAT) has a volatility of 9.61%. This indicates that FFOG 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.


Loading data...