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

Key characteristics


AMPLARKK
YTD Return-13.99%-4.32%
1Y Return-5.20%35.86%
Sharpe Ratio-0.140.91
Daily Std Dev45.59%36.97%
Max Drawdown-89.40%-80.91%
Current Drawdown-87.10%-67.46%

Correlation

0.68
-1.001.00

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.


-85.00%-80.00%-75.00%-70.00%-65.00%-60.00%-55.00%-50.00%OctoberNovemberDecember2024FebruaryMarch
-80.04%
-54.57%
AMPL
ARKK

Compare stocks, funds, or ETFs


Amplitude, Inc.

ARK Innovation ETF

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AMPL
Amplitude, Inc.
-0.14
ARKK
ARK Innovation ETF
0.91

AMPL vs. ARKK - Sharpe Ratio Comparison

The current AMPL Sharpe Ratio is -0.14, which is lower than the ARKK Sharpe Ratio of 0.91. The chart below compares the 12-month rolling Sharpe Ratio of AMPL and ARKK.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
-0.14
0.91
AMPL
ARKK

Dividends

AMPL vs. ARKK - Dividend Comparison

Neither AMPL nor ARKK has paid dividends to shareholders.


TTM202320222021202020192018201720162015
AMPL
Amplitude, Inc.
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%0.83%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


-90.00%-85.00%-80.00%-75.00%-70.00%-65.00%-60.00%-55.00%OctoberNovemberDecember2024FebruaryMarch
-87.10%
-59.28%
AMPL
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.


5.00%10.00%15.00%20.00%OctoberNovemberDecember2024FebruaryMarch
8.00%
7.30%
AMPL
ARKK