V vs. CHAT

Last updated Jun 24, 2026

V (Visa Inc.) is a stock, while CHAT (Roundhill Generative AI & Technology ETF) is Technology Equities fund actively managed by Roundhill. Over the past 3 years, V returned 13.55%/yr vs 51.32%/yr for CHAT. At a 0.17 correlation, their price movements are largely independent.

Performance

V vs. CHAT - Performance Comparison

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

Returns By Period

In the year-to-date period, V achieves a -5.95% return, which is significantly lower than CHAT's 63.45% return.

V

• 1D: 0.58%
• 1M: -0.12%
• YTD: -5.95%
• 6M: -6.66%
• 1Y: -3.69%
• 3Y*: 13.55%
• 5Y*: 7.62%
• 10Y*: 16.73%

CHAT

• 1D: -7.40%
• 1M: 7.27%
• YTD: 63.45%
• 6M: 62.78%
• 1Y: 115.67%
• 3Y*: 51.32%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

V vs. CHAT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
V Visa Inc.	-5.95%	11.76%	22.32%	12.36%
CHAT Roundhill Generative AI & Technology ETF	63.45%	49.85%	30.98%	21.04%

Correlation

The correlation between V and CHAT is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.04
Correlation (3Y) Calculated over the trailing 3-year period	0.17
Correlation (All Time) Calculated using the full available price history since May 18, 2023	0.17

The correlation between V and CHAT shifts across timeframes, from -0.04 (1 year) to 0.17 (all time), reflecting how their relationship changes across market environments.

Return for Risk

V vs. CHAT — Risk / Return Rank

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

V

V Risk / Return Rank: 33
V Sharpe Ratio Rank: 36
V Sortino Ratio Rank: 29
V Omega Ratio Rank: 29
V Calmar Ratio Rank: 36
V Martin Ratio Rank: 34

CHAT

CHAT Risk / Return Rank: 89
CHAT Sharpe Ratio Rank: 94
CHAT Sortino Ratio Rank: 84
CHAT Omega Ratio Rank: 85
CHAT Calmar Ratio Rank: 95
CHAT Martin Ratio Rank: 90

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.

V vs. CHAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Visa Inc. (V) 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.

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.

	V	CHAT	Difference
Sharpe ratio: Return per unit of total volatility	-0.17	3.34	-3.51
Sortino ratio: Return per unit of downside risk	-0.10	3.54	-3.64
Omega ratio: Gain probability vs. loss probability	0.99	1.49	-0.51
Calmar ratio: Return relative to maximum drawdown	-0.22	7.14	-7.36
Martin ratio: Return relative to average drawdown	-0.46	19.81	-20.27

V vs. CHAT - Sharpe Ratio Comparison

The current V Sharpe Ratio is -0.17, which is lower than the CHAT Sharpe Ratio of 3.34. The chart below compares the historical Sharpe Ratios of V 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.

Drawdowns

V vs. CHAT - Drawdown Comparison

The maximum V drawdown since its inception was -51.90%, which is greater than CHAT's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for V and CHAT.

Drawdown Indicators

	V	CHAT	Difference
Max Drawdown Largest peak-to-trough decline	-51.90%	-31.34%	-20.56%
Max Drawdown (1Y) Largest decline over 1 year	-17.18%	-16.28%	-0.90%
Max Drawdown (3Y) Largest decline over 3 years	-20.38%	-31.34%	+10.96%
Max Drawdown (5Y) Largest decline over 5 years	-28.60%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-36.36%	—	—
Current Drawdown Current decline from peak	-11.31%	-7.40%	-3.91%
Average Drawdown Average peak-to-trough decline	-8.27%	-5.38%	-2.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.06%	5.86%	+2.20%

Volatility

V vs. CHAT - Volatility Comparison

The current volatility for Visa Inc. (V) is 5.89%, while Roundhill Generative AI & Technology ETF (CHAT) has a volatility of 19.25%. This indicates that V 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.

Volatility by Period

	V	CHAT	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.89%	19.25%	-13.36%
Volatility (6M) Calculated over the trailing 6-month period	16.80%	29.60%	-12.80%
Volatility (1Y) Calculated over the trailing 1-year period	21.44%	34.87%	-13.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.84%	31.22%	-8.38%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.43%	31.22%	-6.79%

Dividends

V vs. CHAT - Dividend Comparison

V's dividend yield for the trailing twelve months is around 0.79%, less than CHAT's 1.74% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CHAT Roundhill Generative AI & Technology ETF	1.74%	2.85%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
V Visa Inc.	0.79%	0.70%	0.68%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%

Frequently Asked Questions

Can I hold both V and CHAT in my portfolio?

V and CHAT have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, V or CHAT?

CHAT has higher volatility (19.25%) compared to V (5.89%). In terms of maximum drawdown, V dropped -51.90% vs CHAT's -31.34%.

Which has better risk-adjusted returns?

CHAT currently has the higher Sharpe Ratio (3.34 vs -0.17), 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.