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ARKC vs. BITX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ARKC and BITX is 0.99, 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.


-0.50.00.51.01.0

Performance

ARKC vs. BITX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ARK 21Shares Active On-Chain Bitcoin Strategy ETF (ARKC) and Volatility Shares 2x Bitcoin Strategy ETF (BITX). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%200.00%250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
119.56%
227.67%
ARKC
BITX

Key characteristics

Sharpe Ratio

ARKC:

2.00

BITX:

1.43

Sortino Ratio

ARKC:

2.71

BITX:

2.27

Omega Ratio

ARKC:

1.31

BITX:

1.26

Calmar Ratio

ARKC:

3.89

BITX:

2.67

Martin Ratio

ARKC:

8.52

BITX:

5.04

Ulcer Index

ARKC:

11.09%

BITX:

32.51%

Daily Std Dev

ARKC:

47.27%

BITX:

114.49%

Max Drawdown

ARKC:

-24.29%

BITX:

-61.28%

Current Drawdown

ARKC:

-7.89%

BITX:

-20.10%

Returns By Period

In the year-to-date period, ARKC achieves a 101.76% return, which is significantly lower than BITX's 186.93% return.


ARKC

YTD

101.76%

1M

1.37%

6M

40.53%

1Y

93.62%

5Y*

N/A

10Y*

N/A

BITX

YTD

186.93%

1M

-1.38%

6M

68.88%

1Y

160.90%

5Y*

N/A

10Y*

N/A

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ARKC vs. BITX - Expense Ratio Comparison

ARKC has a 0.93% expense ratio, which is lower than BITX's 1.85% expense ratio.


BITX
Volatility Shares 2x Bitcoin Strategy ETF
Expense ratio chart for BITX: current value at 1.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.85%
Expense ratio chart for ARKC: current value at 0.93% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.93%

Risk-Adjusted Performance

ARKC vs. BITX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ARK 21Shares Active On-Chain Bitcoin Strategy ETF (ARKC) and Volatility Shares 2x Bitcoin Strategy ETF (BITX). 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
The chart of Sharpe ratio for ARKC, currently valued at 2.00, compared to the broader market0.002.004.002.001.43
The chart of Sortino ratio for ARKC, currently valued at 2.71, compared to the broader market-2.000.002.004.006.008.0010.002.712.27
The chart of Omega ratio for ARKC, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.001.311.26
The chart of Calmar ratio for ARKC, currently valued at 3.89, compared to the broader market0.005.0010.0015.003.892.67
The chart of Martin ratio for ARKC, currently valued at 8.52, compared to the broader market0.0020.0040.0060.0080.00100.008.525.04
ARKC
BITX

The current ARKC Sharpe Ratio is 2.00, which is higher than the BITX Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of ARKC and BITX, 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 Ratio1.401.601.802.002.202.402.60Tue 19Thu 21Sat 23Mon 25Wed 27Fri 29DecemberTue 03Thu 05Sat 07Mon 09Wed 11Fri 13Dec 15Tue 17Thu 19
2.00
1.43
ARKC
BITX

Dividends

ARKC vs. BITX - Dividend Comparison

ARKC's dividend yield for the trailing twelve months is around 21.72%, more than BITX's 9.83% yield.


TTM
ARKC
ARK 21Shares Active On-Chain Bitcoin Strategy ETF
21.72%
BITX
Volatility Shares 2x Bitcoin Strategy ETF
9.83%

Drawdowns

ARKC vs. BITX - Drawdown Comparison

The maximum ARKC drawdown since its inception was -24.29%, smaller than the maximum BITX drawdown of -61.28%. Use the drawdown chart below to compare losses from any high point for ARKC and BITX. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.89%
-20.10%
ARKC
BITX

Volatility

ARKC vs. BITX - Volatility Comparison

The current volatility for ARK 21Shares Active On-Chain Bitcoin Strategy ETF (ARKC) is 13.03%, while Volatility Shares 2x Bitcoin Strategy ETF (BITX) has a volatility of 32.85%. This indicates that ARKC experiences smaller price fluctuations and is considered to be less risky than BITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
13.03%
32.85%
ARKC
BITX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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