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

Key characteristics


FFOGCHAT
YTD Return25.47%13.18%
Daily Std Dev21.32%24.90%
Max Drawdown-15.14%-18.98%
Current Drawdown-5.53%-11.04%

Correlation

-0.50.00.51.00.9

The correlation between FFOG and CHAT is 0.91, 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

In the year-to-date period, FFOG achieves a 25.47% return, which is significantly higher than CHAT's 13.18% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
6.49%
-1.88%
FFOG
CHAT

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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.


CHAT
Roundhill Generative AI & Technology ETF
Expense ratio chart for CHAT: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for FFOG: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%

Risk-Adjusted Performance

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.


FFOG
Sharpe ratio
No data
CHAT
Sharpe ratio
The chart of Sharpe ratio for CHAT, currently valued at 1.08, compared to the broader market0.002.004.001.08
Sortino ratio
The chart of Sortino ratio for CHAT, currently valued at 1.55, compared to the broader market-2.000.002.004.006.008.0010.0012.001.55
Omega ratio
The chart of Omega ratio for CHAT, currently valued at 1.20, compared to the broader market0.501.001.502.002.503.001.20
Calmar ratio
The chart of Calmar ratio for CHAT, currently valued at 1.41, compared to the broader market0.005.0010.0015.001.41
Martin ratio
The chart of Martin ratio for CHAT, currently valued at 4.23, compared to the broader market0.0020.0040.0060.0080.00100.004.23

FFOG vs. CHAT - Sharpe Ratio Comparison


Chart placeholderNot enough 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 -15.14%, smaller than the maximum CHAT drawdown of -18.98%. Use the drawdown chart below to compare losses from any high point for FFOG and CHAT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-5.53%
-11.04%
FFOG
CHAT

Volatility

FFOG vs. CHAT - Volatility Comparison

The current volatility for Franklin Focused Growth ETF (FFOG) is 6.96%, while Roundhill Generative AI & Technology ETF (CHAT) has a volatility of 7.87%. 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.


4.00%6.00%8.00%10.00%12.00%AprilMayJuneJulyAugustSeptember
6.96%
7.87%
FFOG
CHAT