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ZBRA vs. CHAT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZBRA vs. CHAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zebra Technologies Corporation (ZBRA) 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, ZBRA achieves a 2.67% return, which is significantly lower than CHAT's 74.30% return.


ZBRA

1D
-2.02%
1M
11.43%
YTD
2.67%
6M
-3.87%
1Y
-14.62%
3Y*
-3.57%
5Y*
-13.56%
10Y*
16.37%

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)

ZBRA vs. CHAT - Yearly Performance Comparison


2026 (YTD)202520242023
ZBRA
Zebra Technologies Corporation
2.67%-37.13%41.30%-2.15%
CHAT
Roundhill Generative AI & Technology ETF
74.30%49.85%30.98%19.23%

Correlation

The correlation between ZBRA and CHAT is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.37

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

0.47

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

0.47

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Return for Risk

ZBRA vs. CHAT — Risk / Return Rank

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

ZBRA
ZBRA Risk / Return Rank: 2626
Overall Rank
ZBRA Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
ZBRA Sortino Ratio Rank: 2424
Sortino Ratio Rank
ZBRA Omega Ratio Rank: 2424
Omega Ratio Rank
ZBRA Calmar Ratio Rank: 2929
Calmar Ratio Rank
ZBRA Martin Ratio Rank: 2929
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.

ZBRA vs. CHAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Zebra Technologies Corporation (ZBRA) 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.


ZBRACHATDifference
Sharpe ratioReturn per unit of total volatility

-5.08

Sortino ratioReturn per unit of downside risk

-5.10

Omega ratioGain probability vs. loss probability

0.97

1.65

-0.69

Calmar ratioReturn relative to maximum drawdown

-0.35

8.90

-9.25

Martin ratioReturn relative to average drawdown

-0.62

26.26

-26.87

ZBRA vs. CHAT - Sharpe Ratio Comparison

The current ZBRA Sharpe Ratio is -0.36, which is lower than the CHAT Sharpe Ratio of 4.72. The chart below compares the historical Sharpe Ratios of ZBRA 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


ZBRACHATDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.36

4.72

-5.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

1.98

-1.73

Drawdowns

ZBRA vs. CHAT - Drawdown Comparison

The maximum ZBRA drawdown since its inception was -73.42%, which is greater than CHAT's maximum drawdown of -31.34%. Use the drawdown chart below to compare losses from any high point for ZBRA and CHAT.


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Drawdown Indicators


ZBRACHATDifference

Max Drawdown

Largest peak-to-trough decline

-73.42%

-31.34%

-42.08%

Max Drawdown (1Y)

Largest decline over 1 year

-41.62%

-16.28%

-25.34%

Max Drawdown (3Y)

Largest decline over 3 years

-52.67%

-31.34%

-21.33%

Max Drawdown (5Y)

Largest decline over 5 years

-67.78%

Max Drawdown (10Y)

Largest decline over 10 years

-67.78%

Current Drawdown

Current decline from peak

-59.43%

-0.66%

-58.77%

Average Drawdown

Average peak-to-trough decline

-27.68%

-5.35%

-22.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.75%

5.51%

+18.24%

Volatility

ZBRA vs. CHAT - Volatility Comparison

Zebra Technologies Corporation (ZBRA) has a higher volatility of 15.81% compared to Roundhill Generative AI & Technology ETF (CHAT) at 11.70%. This indicates that ZBRA'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


ZBRACHATDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.81%

11.70%

+4.11%

Volatility (6M)

Calculated over the trailing 6-month period

29.79%

24.62%

+5.17%

Volatility (1Y)

Calculated over the trailing 1-year period

41.16%

30.74%

+10.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.27%

29.90%

+10.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.27%

29.90%

+9.37%

Dividends

ZBRA vs. CHAT - Dividend Comparison

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


Frequently Asked Questions


ZBRA and CHAT have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ZBRA has higher volatility (15.81%) compared to CHAT (11.70%). In terms of maximum drawdown, ZBRA dropped -73.42% vs CHAT's -31.34%.

CHAT currently has the higher Sharpe Ratio (4.72 vs -0.36), 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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