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ARK Innovation ETF (ARKK)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS00214Q1040
CUSIP00214Q104
IssuerARK Investment Management
Inception DateOct 31, 2014
RegionNorth America (U.S.)
CategoryActively Managed, Innovation, Technology Equities
Index TrackedNo Index (Active)
Home Pageark-funds.com
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Growth

Expense Ratio

ARKK has a high expense ratio of 0.75%, indicating higher-than-average management fees.


Expense ratio chart for ARKK: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ARK Innovation ETF

Popular comparisons: ARKK vs. SPY, ARKK vs. QQQ, ARKK vs. BRK-B, ARKK vs. ARKG, ARKK vs. ARKQ, ARKK vs. ARKW, ARKK vs. TQQQ, ARKK vs. XLK, ARKK vs. ARKF, ARKK vs. ^NDX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ARK Innovation ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


130.00%140.00%150.00%160.00%170.00%180.00%FebruaryMarchAprilMayJuneJuly
148.54%
176.73%
ARKK (ARK Innovation ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

ARK Innovation ETF had a return of -12.72% year-to-date (YTD) and -2.92% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-12.72%17.08%
1 month3.51%3.89%
6 months-5.13%16.83%
1 year-2.92%24.87%
5 years (annualized)-0.45%13.16%
10 years (annualized)N/A10.96%

Monthly Returns

The table below presents the monthly returns of ARKK, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-13.29%12.86%-2.28%-13.22%-2.32%3.53%-12.72%
202327.82%-0.78%1.82%-10.96%12.72%9.01%14.30%-13.28%-8.57%-11.57%31.44%13.58%69.04%
2022-20.26%-6.58%-5.93%-28.90%-6.45%-9.55%13.16%-7.20%-9.91%1.46%-2.09%-16.65%-66.97%
202110.40%-5.15%-7.99%0.68%-7.18%16.66%-8.24%1.69%-9.42%9.73%-12.85%-9.76%-23.39%
20203.50%2.01%-16.73%25.75%13.54%13.51%12.70%18.61%-3.49%-1.32%23.77%12.56%152.71%
201915.76%8.15%0.36%1.05%-13.74%17.80%1.00%-8.54%-3.23%3.12%14.02%-0.39%35.08%
201811.22%-0.80%-4.50%0.05%11.23%3.45%-0.96%11.56%-4.75%-10.05%4.39%-13.64%3.52%
201710.18%4.68%3.61%5.05%12.63%2.12%2.32%15.26%0.43%3.56%4.76%0.97%87.33%
2016-18.18%2.15%11.87%-1.31%3.23%-1.03%6.74%0.11%7.60%-10.20%0.97%-0.30%-2.00%
20150.40%6.27%-3.14%0.58%3.06%-1.14%0.70%-6.51%-6.52%5.91%6.53%-1.33%3.76%
20141.03%-2.09%-1.08%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ARKK is 9, indicating that it is in the bottom 9% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ARKK is 99
ARKK (ARK Innovation ETF)
The Sharpe Ratio Rank of ARKK is 99Sharpe Ratio Rank
The Sortino Ratio Rank of ARKK is 1010Sortino Ratio Rank
The Omega Ratio Rank of ARKK is 1010Omega Ratio Rank
The Calmar Ratio Rank of ARKK is 99Calmar Ratio Rank
The Martin Ratio Rank of ARKK is 99Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for ARK Innovation ETF (ARKK) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ARKK
Sharpe ratio
The chart of Sharpe ratio for ARKK, currently valued at -0.06, compared to the broader market0.002.004.006.00-0.06
Sortino ratio
The chart of Sortino ratio for ARKK, currently valued at 0.17, compared to the broader market0.005.0010.000.17
Omega ratio
The chart of Omega ratio for ARKK, currently valued at 1.02, compared to the broader market1.002.003.001.02
Calmar ratio
The chart of Calmar ratio for ARKK, currently valued at -0.03, compared to the broader market0.005.0010.0015.0020.00-0.03
Martin ratio
The chart of Martin ratio for ARKK, currently valued at -0.13, compared to the broader market0.0050.00100.00150.00-0.13
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.31, compared to the broader market0.002.004.006.002.31
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.24, compared to the broader market0.005.0010.003.24
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market1.002.003.001.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.82, compared to the broader market0.005.0010.0015.0020.001.82
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.58, compared to the broader market0.0050.00100.00150.008.58

Sharpe Ratio

The current ARK Innovation ETF Sharpe ratio is -0.06. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of ARK Innovation ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
-0.06
2.31
ARKK (ARK Innovation ETF)
Benchmark (^GSPC)

Dividends

Dividend History

ARK Innovation ETF granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to $0.00 per share.


PeriodTTM202320222021202020192018201720162015
Dividend$0.00$0.00$0.00$0.78$1.63$0.19$1.17$0.49$0.00$0.47

Dividend yield

0.00%0.00%0.00%0.83%1.31%0.38%3.14%1.32%0.00%2.27%

Monthly Dividends

The table displays the monthly dividend distributions for ARK Innovation ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.78$0.78
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.63$1.63
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.19
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.17$1.17
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.49$0.49
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2015$0.47$0.47

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-80.00%-60.00%-40.00%-20.00%0.00%FebruaryMarchAprilMayJuneJuly
-70.32%
-0.88%
ARKK (ARK Innovation ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the ARK Innovation ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the ARK Innovation ETF was 80.91%, occurring on Dec 28, 2022. The portfolio has not yet recovered.

The current ARK Innovation ETF drawdown is 70.32%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-80.91%Feb 16, 2021472Dec 28, 2022
-42.54%Feb 20, 202020Mar 18, 202044May 20, 202064
-32.03%Jun 24, 2015161Feb 11, 2016148Sep 22, 2016309
-28.89%Sep 4, 201878Dec 24, 201868Apr 3, 2019146
-18.63%Jul 25, 201953Oct 8, 201935Nov 26, 201988

Volatility

Volatility Chart

The current ARK Innovation ETF volatility is 4.20%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%FebruaryMarchAprilMayJuneJuly
4.20%
2.07%
ARKK (ARK Innovation ETF)
Benchmark (^GSPC)