GEHC vs. CHPS
GEHC (GE HealthCare Technologies Inc.) is a stock, while CHPS (Xtrackers Semiconductor Select Equity ETF) is Semiconductors fund tracking the Solactive Semiconductor ESG Screened Index. Over the past year, GEHC returned -9.70% vs 185.23% for CHPS. At a 0.38 correlation, their price movements are largely independent.
Performance
GEHC vs. CHPS - Performance Comparison
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Returns By Period
In the year-to-date period, GEHC achieves a -20.83% return, which is significantly lower than CHPS's 105.66% return.
GEHC
- 1D
- 1.82%
- 1M
- 1.01%
- YTD
- -20.83%
- 6M
- -22.13%
- 1Y
- -9.70%
- 3Y*
- -6.52%
- 5Y*
- —
- 10Y*
- —
CHPS
- 1D
- -0.97%
- 1M
- 12.97%
- YTD
- 105.66%
- 6M
- 105.80%
- 1Y
- 185.23%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GEHC vs. CHPS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
GEHC GE HealthCare Technologies Inc. | -20.83% | 5.11% | 1.26% | -5.27% |
CHPS Xtrackers Semiconductor Select Equity ETF | 105.66% | 58.47% | 7.75% | 10.88% |
Correlation
The correlation between GEHC and CHPS is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2023 | 0.38 |
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Return for Risk
GEHC vs. CHPS — Risk / Return Rank
GEHC
CHPS
GEHC vs. CHPS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GE HealthCare Technologies Inc. (GEHC) and Xtrackers Semiconductor Select Equity ETF (CHPS). 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.
| GEHC | CHPS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -5.00 | ||
| Sortino ratioReturn per unit of downside risk | -4.68 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.63 | -0.65 |
| Calmar ratioReturn relative to maximum drawdown | -0.30 | 10.66 | -10.96 |
| Martin ratioReturn relative to average drawdown | -0.68 | 39.00 | -39.68 |
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Drawdowns
GEHC vs. CHPS - Drawdown Comparison
The maximum GEHC drawdown since its inception was -37.35%, smaller than the maximum CHPS drawdown of -39.44%. Use the drawdown chart below to compare losses from any high point for GEHC and CHPS.
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Drawdown Indicators
| GEHC | CHPS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.35% | -39.44% | +2.09% |
Max Drawdown (1Y)Largest decline over 1 year | -32.47% | -17.50% | -14.97% |
Max Drawdown (3Y)Largest decline over 3 years | -37.35% | — | — |
Current DrawdownCurrent decline from peak | -30.66% | -9.68% | -20.98% |
Average DrawdownAverage peak-to-trough decline | -14.52% | -9.08% | -5.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.22% | 4.77% | +9.45% |
Volatility
GEHC vs. CHPS - Volatility Comparison
The current volatility for GE HealthCare Technologies Inc. (GEHC) is 9.25%, while Xtrackers Semiconductor Select Equity ETF (CHPS) has a volatility of 22.69%. This indicates that GEHC experiences smaller price fluctuations and is considered to be less risky than CHPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GEHC | CHPS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.25% | 22.69% | -13.44% |
Volatility (6M)Calculated over the trailing 6-month period | 25.99% | 34.28% | -8.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.81% | 39.83% | -7.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.04% | 35.51% | -2.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.04% | 35.51% | -2.47% |
Dividends
GEHC vs. CHPS - Dividend Comparison
GEHC's dividend yield for the trailing twelve months is around 0.22%, less than CHPS's 0.32% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
CHPS Xtrackers Semiconductor Select Equity ETF | 0.32% | 0.68% | 1.75% | 0.36% |
GEHC GE HealthCare Technologies Inc. | 0.22% | 0.17% | 0.15% | 0.12% |
Frequently Asked Questions
GEHC and CHPS have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHPS has higher volatility (22.69%) compared to GEHC (9.25%). In terms of maximum drawdown, GEHC dropped -37.35% vs CHPS's -39.44%.
CHPS currently has the higher Sharpe Ratio (4.70 vs -0.30), 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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