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 - Benchmark TR Gross. Over the past year, GEHC returned -12.67% vs 223.67% for CHPS. At a 0.40 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 -24.31% return, which is significantly lower than CHPS's 107.97% return.
GEHC
- 1D
- 0.06%
- 1M
- 1.69%
- YTD
- -24.31%
- 6M
- -25.73%
- 1Y
- -12.67%
- 3Y*
- -7.97%
- 5Y*
- —
- 10Y*
- —
CHPS
- 1D
- 1.86%
- 1M
- 32.32%
- YTD
- 107.97%
- 6M
- 109.04%
- 1Y
- 223.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GEHC vs. CHPS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
GEHC GE HealthCare Technologies Inc. | -24.31% | 5.11% | 1.26% | -4.93% |
CHPS Xtrackers Semiconductor Select Equity ETF | 107.97% | 58.47% | 7.75% | 10.88% |
Correlation
The correlation between GEHC and CHPS is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2023 | 0.40 |
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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.
| GEHC | CHPS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.94 | ||
| Sortino ratioReturn per unit of downside risk | -6.40 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 1.81 | -0.86 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | 12.87 | -13.26 |
| Martin ratioReturn relative to average drawdown | -1.00 | 49.99 | -50.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GEHC | CHPS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.40 | 6.54 | -6.94 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.03 | 1.81 | -1.78 |
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 | -33.70% | 0.00% | -33.70% |
Average DrawdownAverage peak-to-trough decline | -14.26% | -9.16% | -5.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.64% | 4.50% | +8.14% |
Volatility
GEHC vs. CHPS - Volatility Comparison
The current volatility for GE HealthCare Technologies Inc. (GEHC) is 7.84%, while Xtrackers Semiconductor Select Equity ETF (CHPS) has a volatility of 14.18%. 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 | 7.84% | 14.18% | -6.34% |
Volatility (6M)Calculated over the trailing 6-month period | 25.67% | 28.19% | -2.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.96% | 34.43% | -2.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.37% | 33.78% | -1.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.37% | 33.78% | -1.41% |
Dividends
GEHC vs. CHPS - Dividend Comparison
GEHC's dividend yield for the trailing twelve months is around 0.23%, 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. | 0.23% | 0.17% | 0.15% | 0.12% |
Frequently Asked Questions
GEHC and CHPS have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHPS has higher volatility (14.18%) compared to GEHC (7.84%). In terms of maximum drawdown, GEHC dropped -37.35% vs CHPS's -39.44%.
CHPS currently has the higher Sharpe Ratio (6.54 vs -0.40), 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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