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ADNPX vs. ARKK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ADNPX and ARKK is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

ADNPX vs. ARKK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Beacon ARK Transformational Innovation Fund (ADNPX) and ARK Innovation ETF (ARKK). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ADNPX:

0.72

ARKK:

0.71

Sortino Ratio

ADNPX:

1.16

ARKK:

1.15

Omega Ratio

ADNPX:

1.14

ARKK:

1.14

Calmar Ratio

ADNPX:

0.38

ARKK:

0.38

Martin Ratio

ADNPX:

2.03

ARKK:

2.00

Ulcer Index

ADNPX:

13.80%

ARKK:

14.01%

Daily Std Dev

ADNPX:

44.09%

ARKK:

44.82%

Max Drawdown

ADNPX:

-79.98%

ARKK:

-80.91%

Current Drawdown

ADNPX:

-62.06%

ARKK:

-63.70%

Returns By Period

In the year-to-date period, ADNPX achieves a -0.66% return, which is significantly higher than ARKK's -0.70% return.


ADNPX

YTD

-0.66%

1M

10.87%

6M

-2.71%

1Y

32.69%

3Y*

8.57%

5Y*

-2.08%

10Y*

N/A

ARKK

YTD

-0.70%

1M

11.03%

6M

-2.78%

1Y

32.79%

3Y*

8.53%

5Y*

-1.73%

10Y*

11.10%

*Annualized

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ARK Innovation ETF

ADNPX vs. ARKK - Expense Ratio Comparison

ADNPX has a 1.39% expense ratio, which is higher than ARKK's 0.75% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ADNPX vs. ARKK — Risk-Adjusted Performance Rank

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

ADNPX
The Risk-Adjusted Performance Rank of ADNPX is 5050
Overall Rank
The Sharpe Ratio Rank of ADNPX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of ADNPX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of ADNPX is 5454
Omega Ratio Rank
The Calmar Ratio Rank of ADNPX is 3535
Calmar Ratio Rank
The Martin Ratio Rank of ADNPX is 4545
Martin Ratio Rank

ARKK
The Risk-Adjusted Performance Rank of ARKK is 5656
Overall Rank
The Sharpe Ratio Rank of ARKK is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of ARKK is 6666
Sortino Ratio Rank
The Omega Ratio Rank of ARKK is 5959
Omega Ratio Rank
The Calmar Ratio Rank of ARKK is 4141
Calmar Ratio Rank
The Martin Ratio Rank of ARKK is 5353
Martin 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.

ADNPX vs. ARKK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Beacon ARK Transformational Innovation Fund (ADNPX) and ARK Innovation ETF (ARKK). 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.


The current ADNPX Sharpe Ratio is 0.72, which is comparable to the ARKK Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of ADNPX and ARKK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

ADNPX vs. ARKK - Dividend Comparison

Neither ADNPX nor ARKK has paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
ADNPX
American Beacon ARK Transformational Innovation Fund
0.00%0.00%0.00%9.68%31.49%0.39%3.31%6.56%3.64%0.00%0.00%
ARKK
ARK Innovation ETF
0.00%0.00%0.00%0.00%0.83%1.31%0.38%3.14%1.32%0.00%2.27%

Drawdowns

ADNPX vs. ARKK - Drawdown Comparison

The maximum ADNPX drawdown since its inception was -79.98%, roughly equal to the maximum ARKK drawdown of -80.91%. Use the drawdown chart below to compare losses from any high point for ADNPX and ARKK.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ADNPX vs. ARKK - Volatility Comparison

American Beacon ARK Transformational Innovation Fund (ADNPX) and ARK Innovation ETF (ARKK) have volatilities of 11.99% and 12.13%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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