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

Correlation

The correlation between ARKC and MSTR is 0.38, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

ARKC vs. MSTR - 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 MicroStrategy Incorporated (MSTR). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%December2025FebruaryMarchAprilMay
-59.40%
565.99%
ARKC
MSTR

Key characteristics

Sharpe Ratio

ARKC:

-0.18

MSTR:

2.73

Sortino Ratio

ARKC:

0.05

MSTR:

3.09

Omega Ratio

ARKC:

1.01

MSTR:

1.36

Calmar Ratio

ARKC:

-0.11

MSTR:

4.32

Martin Ratio

ARKC:

-0.50

MSTR:

11.57

Ulcer Index

ARKC:

15.33%

MSTR:

23.84%

Daily Std Dev

ARKC:

43.62%

MSTR:

100.68%

Max Drawdown

ARKC:

-68.36%

MSTR:

-99.86%

Current Drawdown

ARKC:

-62.33%

MSTR:

-18.42%

Returns By Period

In the year-to-date period, ARKC achieves a -10.72% return, which is significantly lower than MSTR's 33.46% return.


ARKC

YTD

-10.72%

1M

13.07%

6M

-7.09%

1Y

-7.63%

5Y*

N/A

10Y*

N/A

MSTR

YTD

33.46%

1M

31.65%

6M

73.34%

1Y

216.05%

5Y*

100.15%

10Y*

35.96%

*Annualized

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Risk-Adjusted Performance

ARKC vs. MSTR — Risk-Adjusted Performance Rank

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

ARKC
The Risk-Adjusted Performance Rank of ARKC is 1111
Overall Rank
The Sharpe Ratio Rank of ARKC is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of ARKC is 1313
Sortino Ratio Rank
The Omega Ratio Rank of ARKC is 1313
Omega Ratio Rank
The Calmar Ratio Rank of ARKC is 1010
Calmar Ratio Rank
The Martin Ratio Rank of ARKC is 1010
Martin Ratio Rank

MSTR
The Risk-Adjusted Performance Rank of MSTR is 9696
Overall Rank
The Sharpe Ratio Rank of MSTR is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of MSTR is 9595
Sortino Ratio Rank
The Omega Ratio Rank of MSTR is 9191
Omega Ratio Rank
The Calmar Ratio Rank of MSTR is 9898
Calmar Ratio Rank
The Martin Ratio Rank of MSTR is 9696
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.

ARKC vs. MSTR - 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 MicroStrategy Incorporated (MSTR). 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 chart of Sharpe ratio for ARKC, currently valued at -0.18, compared to the broader market-1.000.001.002.003.004.00
ARKC: -0.18
MSTR: 2.28
The chart of Sortino ratio for ARKC, currently valued at 0.04, compared to the broader market-2.000.002.004.006.008.00
ARKC: 0.04
MSTR: 2.86
The chart of Omega ratio for ARKC, currently valued at 1.00, compared to the broader market0.501.001.502.002.50
ARKC: 1.00
MSTR: 1.33
The chart of Calmar ratio for ARKC, currently valued at -0.11, compared to the broader market0.002.004.006.008.0010.0012.00
ARKC: -0.11
MSTR: 4.57
The chart of Martin ratio for ARKC, currently valued at -0.50, compared to the broader market0.0020.0040.0060.00
ARKC: -0.50
MSTR: 9.42

The current ARKC Sharpe Ratio is -0.18, which is lower than the MSTR Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of ARKC and MSTR, 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 Ratio0.002.004.006.008.00December2025FebruaryMarchAprilMay
-0.18
2.28
ARKC
MSTR

Dividends

ARKC vs. MSTR - Dividend Comparison

ARKC's dividend yield for the trailing twelve months is around 8.87%, while MSTR has not paid dividends to shareholders.


Drawdowns

ARKC vs. MSTR - Drawdown Comparison

The maximum ARKC drawdown since its inception was -68.36%, smaller than the maximum MSTR drawdown of -99.86%. Use the drawdown chart below to compare losses from any high point for ARKC and MSTR. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-62.33%
-18.42%
ARKC
MSTR

Volatility

ARKC vs. MSTR - Volatility Comparison

The current volatility for ARK 21Shares Active On-Chain Bitcoin Strategy ETF (ARKC) is 12.67%, while MicroStrategy Incorporated (MSTR) has a volatility of 32.09%. This indicates that ARKC experiences smaller price fluctuations and is considered to be less risky than MSTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%December2025FebruaryMarchAprilMay
12.67%
32.09%
ARKC
MSTR