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NTNX vs. CHAT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NTNX vs. CHAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nutanix, Inc. (NTNX) 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

In the year-to-date period, NTNX achieves a 6.35% return, which is significantly lower than CHAT's 70.00% return.


NTNX

1D
3.64%
1M
26.57%
YTD
6.35%
6M
16.68%
1Y
-28.74%
3Y*
22.88%
5Y*
10.43%
10Y*

CHAT

1D
-2.47%
1M
21.73%
YTD
70.00%
6M
67.89%
1Y
133.72%
3Y*
54.00%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

NTNX vs. CHAT - Yearly Performance Comparison


2026 (YTD)202520242023
NTNX
Nutanix, Inc.
6.35%-15.51%28.29%85.64%
CHAT
Roundhill Generative AI & Technology ETF
70.00%49.85%30.98%19.23%

Correlation

The correlation between NTNX and CHAT is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.40

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

0.40

Over the past year, the correlation between NTNX and CHAT has dropped to 0.17 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.

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Return for Risk

NTNX vs. CHAT — Risk / Return Rank

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

NTNX
NTNX Risk / Return Rank: 1919
Overall Rank
NTNX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
NTNX Sortino Ratio Rank: 1717
Sortino Ratio Rank
NTNX Omega Ratio Rank: 1717
Omega Ratio Rank
NTNX Calmar Ratio Rank: 2424
Calmar Ratio Rank
NTNX Martin Ratio Rank: 2525
Martin Ratio Rank

CHAT
CHAT Risk / Return Rank: 9494
Overall Rank
CHAT Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CHAT Sortino Ratio Rank: 9393
Sortino Ratio Rank
CHAT Omega Ratio Rank: 9292
Omega Ratio Rank
CHAT Calmar Ratio Rank: 9595
Calmar Ratio Rank
CHAT Martin Ratio Rank: 9393
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.

NTNX vs. CHAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nutanix, Inc. (NTNX) 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.


NTNXCHATDifference
Sharpe ratioReturn per unit of total volatility

-5.00

Sortino ratioReturn per unit of downside risk

-5.26

Omega ratioGain probability vs. loss probability

0.91

1.61

-0.70

Calmar ratioReturn relative to maximum drawdown

-0.50

8.26

-8.76

Martin ratioReturn relative to average drawdown

-0.84

24.36

-25.21

NTNX vs. CHAT - Sharpe Ratio Comparison

The current NTNX Sharpe Ratio is -0.63, which is lower than the CHAT Sharpe Ratio of 4.37. The chart below compares the historical Sharpe Ratios of NTNX 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


NTNXCHATDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.63

4.37

-5.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

1.93

-1.86

Drawdowns

NTNX vs. CHAT - Drawdown Comparison

The maximum NTNX drawdown since its inception was -80.40%, which is greater than CHAT's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for NTNX and CHAT.


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Drawdown Indicators


NTNXCHATDifference

Max Drawdown

Largest peak-to-trough decline

-80.40%

-31.34%

-49.06%

Max Drawdown (1Y)

Largest decline over 1 year

-57.58%

-16.28%

-41.30%

Max Drawdown (3Y)

Largest decline over 3 years

-58.58%

-31.34%

-27.24%

Max Drawdown (5Y)

Largest decline over 5 years

-68.71%

Current Drawdown

Current decline from peak

-33.83%

-3.11%

-30.72%

Average Drawdown

Average peak-to-trough decline

-40.59%

-5.35%

-35.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.13%

5.51%

+28.62%

Volatility

NTNX vs. CHAT - Volatility Comparison

Nutanix, Inc. (NTNX) has a higher volatility of 16.60% compared to Roundhill Generative AI & Technology ETF (CHAT) at 12.18%. This indicates that NTNX's price experiences larger fluctuations and is considered to be riskier 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


NTNXCHATDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.60%

12.18%

+4.42%

Volatility (6M)

Calculated over the trailing 6-month period

35.59%

24.80%

+10.79%

Volatility (1Y)

Calculated over the trailing 1-year period

45.98%

30.81%

+15.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.71%

29.92%

+19.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.17%

29.92%

+27.25%

Dividends

NTNX vs. CHAT - Dividend Comparison

NTNX has not paid dividends to shareholders, while CHAT's dividend yield for the trailing twelve months is around 1.68%.


PositionTTM2025
CHAT
Roundhill Generative AI & Technology ETF
1.68%2.85%
NTNX
Nutanix, Inc.
0.00%0.00%

Frequently Asked Questions


NTNX and CHAT have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NTNX has higher volatility (16.60%) compared to CHAT (12.18%). In terms of maximum drawdown, NTNX dropped -80.40% vs CHAT's -31.34%.

CHAT currently has the higher Sharpe Ratio (4.37 vs -0.63), 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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