ACMR vs. ARKF
ACMR (ACM Research, Inc.) is a stock, while ARKF (ARK Fintech Innovation ETF) is Blockchain fund actively managed by ARK. Over the past 5 years, ACMR returned 25.99%/yr vs -5.06%/yr for ARKF. At a 0.50 correlation, their price movements are largely independent.
Performance
ACMR vs. ARKF - Performance Comparison
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Returns By Period
In the year-to-date period, ACMR achieves a 138.15% return, which is significantly higher than ARKF's -18.31% return.
ACMR
- 1D
- 2.45%
- 1M
- 45.10%
- YTD
- 138.15%
- 6M
- 141.95%
- 1Y
- 265.21%
- 3Y*
- 104.60%
- 5Y*
- 25.99%
- 10Y*
- —
ARKF
- 1D
- 0.00%
- 1M
- -5.76%
- YTD
- -18.31%
- 6M
- -21.31%
- 1Y
- -11.87%
- 3Y*
- 23.97%
- 5Y*
- -5.06%
- 10Y*
- —
ACMR vs. ARKF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ACMR ACM Research, Inc. | 138.15% | 161.26% | -22.72% | 153.44% | -72.87% | 4.95% | 340.38% | 98.60% |
ARKF ARK Fintech Innovation ETF | -18.31% | 28.67% | 34.34% | 93.27% | -65.07% | -17.82% | 108.03% | 20.45% |
Correlation
The correlation between ACMR and ARKF 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 (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (All Time) Calculated using the full available price history since Feb 4, 2019 | 0.50 |
The correlation between ACMR and ARKF shifts across timeframes, from 0.38 (1 year) to 0.52 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
ACMR vs. ARKF — Risk / Return Rank
ACMR
ARKF
ACMR vs. ARKF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ACM Research, Inc. (ACMR) and ARK Fintech Innovation ETF (ARKF). 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.
| ACMR | ARKF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.79 | ||
| Sortino ratioReturn per unit of downside risk | +3.46 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 0.97 | +0.48 |
| Calmar ratioReturn relative to maximum drawdown | 5.76 | -0.31 | +6.07 |
| Martin ratioReturn relative to average drawdown | 14.73 | -0.57 | +15.29 |
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Drawdowns
ACMR vs. ARKF - Drawdown Comparison
The maximum ACMR drawdown since its inception was -87.23%, which is greater than ARKF's maximum drawdown of -78.63%. Use the drawdown chart below to compare losses from any high point for ACMR and ARKF.
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Drawdown Indicators
| ACMR | ARKF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.23% | -78.63% | -8.60% |
Max Drawdown (1Y)Largest decline over 1 year | -46.34% | -38.50% | -7.84% |
Max Drawdown (3Y)Largest decline over 3 years | -58.42% | -38.50% | -19.92% |
Max Drawdown (5Y)Largest decline over 5 years | -84.81% | -75.30% | -9.51% |
Current DrawdownCurrent decline from peak | 0.00% | -38.77% | +38.77% |
Average DrawdownAverage peak-to-trough decline | -39.55% | -34.95% | -4.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.11% | 21.00% | -2.89% |
Volatility
ACMR vs. ARKF - Volatility Comparison
ACM Research, Inc. (ACMR) has a higher volatility of 33.26% compared to ARK Fintech Innovation ETF (ARKF) at 10.36%. This indicates that ACMR's price experiences larger fluctuations and is considered to be riskier than ARKF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ACMR | ARKF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 33.26% | 10.36% | +22.90% |
Volatility (6M)Calculated over the trailing 6-month period | 59.35% | 25.14% | +34.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 77.68% | 33.69% | +43.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 80.77% | 42.87% | +37.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 83.99% | 39.77% | +44.22% |
Dividends
ACMR vs. ARKF - Dividend Comparison
ACMR has not paid dividends to shareholders, while ARKF's dividend yield for the trailing twelve months is around 0.11%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
ACMR ACM Research, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ARKF ARK Fintech Innovation ETF | 0.11% | 0.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.37% | 1.25% |
Frequently Asked Questions
ACMR and ARKF 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.
ACMR has higher volatility (33.26%) compared to ARKF (10.36%). In terms of maximum drawdown, ACMR dropped -87.23% vs ARKF's -78.63%.
ACMR currently has the higher Sharpe Ratio (3.44 vs -0.35), 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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