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 | -22.35% | 25.16% |
| 1Y Return | -47.98% | -8.28% |
| 5Y Return (Ann) | -65.50% | -0.80% |
| 10Y Return (Ann) | -65.50% | 9.15% |
| Sharpe Ratio | -0.75 | -0.08 |
| Daily Std Dev | 63.15% | 56.85% |
| Max Drawdown | -89.40% | -80.91% |
Correlation
The correlation between AMPL and ARKK is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
AMPL vs. ARKK - Performance Comparison
In the year-to-date period, AMPL achieves a -22.35% return, which is significantly lower than ARKK's 25.16% return. Over the past 10 years, AMPL has underperformed ARKK with an annualized return of -65.50%, while ARKK has yielded a comparatively higher 9.15% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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AMPL vs. ARKK - Dividend Comparison
Neither AMPL nor ARKK has paid dividends to shareholders.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|
AMPL Amplitude, Inc. | 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% | 0.83% | 1.66% | 0.39% | 3.23% | 1.40% | 0.00% | 2.44% |
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 | |
|---|---|---|---|---|---|
AMPL Amplitude, Inc. | -0.75 | ||||
ARKK ARK Innovation ETF | -0.08 |
AMPL vs. ARKK - Drawdown Comparison
The maximum AMPL drawdown for the period was -89.40%, roughly equal to the maximum ARKK drawdown of -76.12%. The drawdown chart below compares losses from any high point along the way for AMPL and ARKK
AMPL vs. ARKK - Volatility Comparison
Amplitude, Inc. (AMPL) has a higher volatility of 19.56% compared to ARK Innovation ETF (ARKK) at 10.75%. 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.