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IRBT vs. CHAT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IRBT vs. CHAT - Performance Comparison

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

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Returns By Period


IRBT

1D
0.00%
1M
0.00%
YTD
0.00%
6M
-76.08%
1Y
-84.86%
3Y*
-77.32%
5Y*
-65.82%
10Y*
-35.64%

CHAT

1D
-0.66%
1M
27.78%
YTD
74.30%
6M
73.13%
1Y
144.01%
3Y*
55.51%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IRBT vs. CHAT - Yearly Performance Comparison


2026 (YTD)202520242023
IRBT
iRobot Corporation
0.00%-93.98%-79.97%18.28%
CHAT
Roundhill Generative AI & Technology ETF
74.30%49.85%30.98%19.23%

Correlation

The correlation between IRBT and CHAT 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 (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (All Time)
Calculated using the full available price history since May 19, 2023

0.29

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Return for Risk

IRBT vs. CHAT — Risk / Return Rank

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

IRBT
IRBT Risk / Return Rank: 1515
Overall Rank
IRBT Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
IRBT Sortino Ratio Rank: 2121
Sortino Ratio Rank
IRBT Omega Ratio Rank: 1818
Omega Ratio Rank
IRBT Calmar Ratio Rank: 88
Calmar Ratio Rank
IRBT Martin Ratio Rank: 99
Martin Ratio Rank

CHAT
CHAT Risk / Return Rank: 9494
Overall Rank
CHAT Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
CHAT Sortino Ratio Rank: 9494
Sortino Ratio Rank
CHAT Omega Ratio Rank: 9393
Omega Ratio Rank
CHAT Calmar Ratio Rank: 9696
Calmar Ratio Rank
CHAT Martin Ratio Rank: 9494
Martin Ratio Rank
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.

IRBT vs. CHAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iRobot Corporation (IRBT) 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.


IRBTCHATDifference

Sharpe ratio

Return per unit of total volatility

-0.52

4.72

-5.25

Sortino ratio

Return per unit of downside risk

-0.41

4.86

-5.27

Omega ratio

Gain probability vs. loss probability

0.93

1.65

-0.73

Calmar ratio

Return relative to maximum drawdown

-0.85

8.90

-9.75

Martin ratio

Return relative to average drawdown

-1.33

26.26

-27.59

IRBT vs. CHAT - Sharpe Ratio Comparison

The current IRBT Sharpe Ratio is -0.52, which is lower than the CHAT Sharpe Ratio of 4.72. The chart below compares the historical Sharpe Ratios of IRBT 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.


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Sharpe Ratios by Period


IRBTCHATDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.52

4.72

-5.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.26

1.98

-2.24

Drawdowns

IRBT vs. CHAT - Drawdown Comparison

The maximum IRBT drawdown since its inception was -99.71%, which is greater than CHAT's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for IRBT and CHAT.


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Drawdown Indicators


IRBTCHATDifference

Max Drawdown

Largest peak-to-trough decline

-99.71%

-31.34%

-68.37%

Max Drawdown (1Y)

Largest decline over 1 year

-91.64%

-16.28%

-75.36%

Max Drawdown (3Y)

Largest decline over 3 years

-99.09%

-31.34%

-67.75%

Max Drawdown (5Y)

Largest decline over 5 years

-99.54%

Max Drawdown (10Y)

Largest decline over 10 years

-99.71%

Current Drawdown

Current decline from peak

-99.71%

-0.66%

-99.05%

Average Drawdown

Average peak-to-trough decline

-46.29%

-5.35%

-40.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

58.43%

5.51%

+52.92%

Volatility

IRBT vs. CHAT - Volatility Comparison

The current volatility for iRobot Corporation (IRBT) is 0.00%, while Roundhill Generative AI & Technology ETF (CHAT) has a volatility of 11.70%. This indicates that IRBT 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.


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Volatility by Period


IRBTCHATDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

11.70%

-11.70%

Volatility (6M)

Calculated over the trailing 6-month period

175.47%

24.62%

+150.85%

Volatility (1Y)

Calculated over the trailing 1-year period

169.92%

30.74%

+139.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

104.37%

29.90%

+74.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

83.20%

29.90%

+53.30%

Dividends

IRBT vs. CHAT - Dividend Comparison

IRBT has not paid dividends to shareholders, while CHAT's dividend yield for the trailing twelve months is around 1.64%.


PositionTTM2025
CHAT
Roundhill Generative AI & Technology ETF
1.64%2.85%
IRBT
iRobot Corporation
0.00%0.00%

Frequently Asked Questions


IRBT and CHAT 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.

CHAT has higher volatility (11.70%) compared to IRBT (0.00%). In terms of maximum drawdown, IRBT dropped -99.71% vs CHAT's -31.34%.

CHAT currently has the higher Sharpe Ratio (4.72 vs -0.52), 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.

Portfolio Optimizer

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