MTRX vs. CHPS
MTRX (Matrix Service Company) 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, MTRX returned 11.28% vs 223.67% for CHPS. At a 0.30 correlation, their price movements are largely independent.
Performance
MTRX vs. CHPS - Performance Comparison
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Returns By Period
In the year-to-date period, MTRX achieves a 18.03% return, which is significantly lower than CHPS's 107.97% return.
MTRX
- 1D
- 0.80%
- 1M
- 2.98%
- YTD
- 18.03%
- 6M
- 17.53%
- 1Y
- 11.28%
- 3Y*
- 34.78%
- 5Y*
- 4.41%
- 10Y*
- -1.60%
CHPS
- 1D
- 1.86%
- 1M
- 32.32%
- YTD
- 107.97%
- 6M
- 109.04%
- 1Y
- 223.67%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MTRX vs. CHPS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
MTRX Matrix Service Company | 18.03% | -2.26% | 22.39% | 53.77% |
CHPS Xtrackers Semiconductor Select Equity ETF | 107.97% | 58.47% | 7.75% | 10.88% |
Correlation
The correlation between MTRX and CHPS is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jul 14, 2023 | 0.30 |
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Return for Risk
MTRX vs. CHPS — Risk / Return Rank
MTRX
CHPS
MTRX vs. CHPS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Matrix Service Company (MTRX) 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.
| MTRX | CHPS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -6.30 | ||
| Sortino ratioReturn per unit of downside risk | -5.48 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.81 | -0.72 |
| Calmar ratioReturn relative to maximum drawdown | 0.31 | 12.87 | -12.56 |
| Martin ratioReturn relative to average drawdown | 0.57 | 49.99 | -49.41 |
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
| MTRX | CHPS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.24 | 6.54 | -6.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.03 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 1.81 | -1.80 |
Drawdowns
MTRX vs. CHPS - Drawdown Comparison
The maximum MTRX drawdown since its inception was -90.70%, which is greater than CHPS's maximum drawdown of -39.44%. Use the drawdown chart below to compare losses from any high point for MTRX and CHPS.
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Drawdown Indicators
| MTRX | CHPS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.70% | -39.44% | -51.26% |
Max Drawdown (1Y)Largest decline over 1 year | -36.03% | -17.50% | -18.53% |
Max Drawdown (3Y)Largest decline over 3 years | -36.03% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -70.02% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -86.56% | — | — |
Current DrawdownCurrent decline from peak | -62.89% | 0.00% | -62.89% |
Average DrawdownAverage peak-to-trough decline | -59.99% | -9.16% | -50.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.68% | 4.50% | +15.18% |
Volatility
MTRX vs. CHPS - Volatility Comparison
Matrix Service Company (MTRX) has a higher volatility of 16.79% compared to Xtrackers Semiconductor Select Equity ETF (CHPS) at 14.18%. This indicates that MTRX's price experiences larger fluctuations and is considered to be riskier 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
| MTRX | CHPS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.79% | 14.18% | +2.61% |
Volatility (6M)Calculated over the trailing 6-month period | 33.40% | 28.19% | +5.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 46.92% | 34.43% | +12.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 54.01% | 33.78% | +20.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.27% | 33.78% | +21.49% |
Dividends
MTRX vs. CHPS - Dividend Comparison
MTRX has not paid dividends to shareholders, while CHPS's dividend yield for the trailing twelve months is around 0.32%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
CHPS Xtrackers Semiconductor Select Equity ETF | 0.32% | 0.68% | 1.75% | 0.36% |
MTRX Matrix Service Company | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MTRX and CHPS have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MTRX has higher volatility (16.79%) compared to CHPS (14.18%). In terms of maximum drawdown, MTRX dropped -90.70% vs CHPS's -39.44%.
CHPS currently has the higher Sharpe Ratio (6.54 vs 0.24), 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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