AMPL vs. ARKK
Compare and contrast key facts about Amplitude, Inc. (AMPL) and ARK Innovation ETF (ARKK).
ARKK is an actively managed fund by ARK Investment Management. It was launched on Oct 31, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AMPL or ARKK.
Key characteristics
AMPL | ARKK | |
---|---|---|
YTD Return | -13.99% | -4.32% |
1Y Return | -5.20% | 35.86% |
Sharpe Ratio | -0.14 | 0.91 |
Daily Std Dev | 45.59% | 36.97% |
Max Drawdown | -89.40% | -80.91% |
Current Drawdown | -87.10% | -67.46% |
Correlation
The correlation between AMPL and ARKK is 0.68, 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
AMPL vs. ARKK - Performance Comparison
In the year-to-date period, AMPL achieves a -13.99% return, which is significantly lower than ARKK's -4.32% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Risk-Adjusted Performance
AMPL vs. ARKK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplitude, Inc. (AMPL) 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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Amplitude, Inc. | -0.14 | ||||
ARK Innovation ETF | 0.91 |
Dividends
AMPL vs. ARKK - Dividend Comparison
Neither AMPL nor ARKK has paid dividends to shareholders.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
---|---|---|---|---|---|---|---|---|---|---|
Amplitude, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ARK Innovation ETF | 0.00% | 0.00% | 0.00% | 0.83% | 1.31% | 0.38% | 3.14% | 1.32% | 0.00% | 2.27% |
Drawdowns
AMPL vs. ARKK - Drawdown Comparison
The maximum AMPL drawdown since its inception was -89.40%, which is greater than ARKK's maximum drawdown of -80.91%. The drawdown chart below compares losses from any high point along the way for AMPL and ARKK
Volatility
AMPL vs. ARKK - Volatility Comparison
Amplitude, Inc. (AMPL) has a higher volatility of 8.00% compared to ARK Innovation ETF (ARKK) at 7.30%. This indicates that AMPL'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.