PortfoliosLab logo
ADVM vs. ARKK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ADVM and ARKK is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

ADVM vs. ARKK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Adverum Biotechnologies, Inc. (ADVM) and ARK Innovation ETF (ARKK). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%December2025FebruaryMarchAprilMay
-99.13%
179.86%
ADVM
ARKK

Key characteristics

Sharpe Ratio

ADVM:

-0.97

ARKK:

0.36

Sortino Ratio

ADVM:

-1.78

ARKK:

0.65

Omega Ratio

ADVM:

0.80

ARKK:

1.08

Calmar Ratio

ADVM:

-0.71

ARKK:

0.14

Martin Ratio

ADVM:

-1.61

ARKK:

0.79

Ulcer Index

ADVM:

43.91%

ARKK:

13.53%

Daily Std Dev

ADVM:

70.99%

ARKK:

44.21%

Max Drawdown

ADVM:

-99.55%

ARKK:

-80.91%

Current Drawdown

ADVM:

-99.48%

ARKK:

-66.58%

Returns By Period

In the year-to-date period, ADVM achieves a -33.19% return, which is significantly lower than ARKK's -9.34% return. Over the past 10 years, ADVM has underperformed ARKK with an annualized return of -37.67%, while ARKK has yielded a comparatively higher 10.57% annualized return.


ADVM

YTD

-33.19%

1M

-8.24%

6M

-60.51%

1Y

-68.20%

5Y*

-56.42%

10Y*

-37.67%

ARKK

YTD

-9.34%

1M

27.06%

6M

-2.32%

1Y

15.85%

5Y*

-1.83%

10Y*

10.57%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

ADVM vs. ARKK — Risk-Adjusted Performance Rank

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

ADVM
The Risk-Adjusted Performance Rank of ADVM is 66
Overall Rank
The Sharpe Ratio Rank of ADVM is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of ADVM is 44
Sortino Ratio Rank
The Omega Ratio Rank of ADVM is 66
Omega Ratio Rank
The Calmar Ratio Rank of ADVM is 99
Calmar Ratio Rank
The Martin Ratio Rank of ADVM is 55
Martin Ratio Rank

ARKK
The Risk-Adjusted Performance Rank of ARKK is 4141
Overall Rank
The Sharpe Ratio Rank of ARKK is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of ARKK is 4747
Sortino Ratio Rank
The Omega Ratio Rank of ARKK is 4343
Omega Ratio Rank
The Calmar Ratio Rank of ARKK is 3232
Calmar Ratio Rank
The Martin Ratio Rank of ARKK is 3838
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.

ADVM vs. ARKK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Adverum Biotechnologies, Inc. (ADVM) 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 ADVM Sharpe Ratio is -0.97, which is lower than the ARKK Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of ADVM 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00December2025FebruaryMarchAprilMay
-0.97
0.36
ADVM
ARKK

Dividends

ADVM vs. ARKK - Dividend Comparison

Neither ADVM nor ARKK has paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
ADVM
Adverum Biotechnologies, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%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

ADVM vs. ARKK - Drawdown Comparison

The maximum ADVM drawdown since its inception was -99.55%, which is greater than ARKK's maximum drawdown of -80.91%. Use the drawdown chart below to compare losses from any high point for ADVM and ARKK. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%December2025FebruaryMarchAprilMay
-99.48%
-66.58%
ADVM
ARKK

Volatility

ADVM vs. ARKK - Volatility Comparison

Adverum Biotechnologies, Inc. (ADVM) has a higher volatility of 26.89% compared to ARK Innovation ETF (ARKK) at 19.49%. This indicates that ADVM's price experiences larger fluctuations and is considered to be riskier than ARKK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%December2025FebruaryMarchAprilMay
26.89%
19.49%
ADVM
ARKK