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

Correlation

The correlation between ARKC and QQQM 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. QQQM - 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 Invesco NASDAQ 100 ETF (QQQM). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%40.00%December2025FebruaryMarchAprilMay
-59.40%
28.38%
ARKC
QQQM

Key characteristics

Sharpe Ratio

ARKC:

-0.18

QQQM:

0.65

Sortino Ratio

ARKC:

0.05

QQQM:

1.05

Omega Ratio

ARKC:

1.01

QQQM:

1.15

Calmar Ratio

ARKC:

-0.11

QQQM:

0.71

Martin Ratio

ARKC:

-0.50

QQQM:

2.36

Ulcer Index

ARKC:

15.33%

QQQM:

6.83%

Daily Std Dev

ARKC:

43.62%

QQQM:

24.87%

Max Drawdown

ARKC:

-68.36%

QQQM:

-35.05%

Current Drawdown

ARKC:

-62.33%

QQQM:

-9.75%

Returns By Period

In the year-to-date period, ARKC achieves a -10.72% return, which is significantly lower than QQQM's -4.76% return.


ARKC

YTD

-10.72%

1M

13.07%

6M

-7.09%

1Y

-7.63%

5Y*

N/A

10Y*

N/A

QQQM

YTD

-4.76%

1M

14.83%

6M

0.36%

1Y

12.37%

5Y*

N/A

10Y*

N/A

*Annualized

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ARKC vs. QQQM - Expense Ratio Comparison

ARKC has a 0.93% expense ratio, which is higher than QQQM's 0.15% expense ratio.


Expense ratio chart for ARKC: current value is 0.93%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ARKC: 0.93%
Expense ratio chart for QQQM: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QQQM: 0.15%

Risk-Adjusted Performance

ARKC vs. QQQM — 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

QQQM
The Risk-Adjusted Performance Rank of QQQM is 6161
Overall Rank
The Sharpe Ratio Rank of QQQM is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQM is 6161
Sortino Ratio Rank
The Omega Ratio Rank of QQQM is 6060
Omega Ratio Rank
The Calmar Ratio Rank of QQQM is 6767
Calmar Ratio Rank
The Martin Ratio Rank of QQQM is 5757
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. QQQM - 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 Invesco NASDAQ 100 ETF (QQQM). 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
QQQM: 0.43
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
QQQM: 0.77
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
QQQM: 1.11
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
QQQM: 0.47
The chart of Martin ratio for ARKC, currently valued at -0.50, compared to the broader market0.0020.0040.0060.00
ARKC: -0.50
QQQM: 1.56

The current ARKC Sharpe Ratio is -0.18, which is lower than the QQQM Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of ARKC and QQQM, 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 Ratio-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
-0.18
0.43
ARKC
QQQM

Dividends

ARKC vs. QQQM - Dividend Comparison

ARKC's dividend yield for the trailing twelve months is around 8.87%, more than QQQM's 0.62% yield.


TTM20242023202220212020
ARKC
ARK 21Shares Active On-Chain Bitcoin Strategy ETF
8.87%8.00%0.00%0.00%0.00%0.00%
QQQM
Invesco NASDAQ 100 ETF
0.62%0.61%0.65%0.83%0.40%0.16%

Drawdowns

ARKC vs. QQQM - Drawdown Comparison

The maximum ARKC drawdown since its inception was -68.36%, which is greater than QQQM's maximum drawdown of -35.05%. Use the drawdown chart below to compare losses from any high point for ARKC and QQQM. 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%
-9.75%
ARKC
QQQM

Volatility

ARKC vs. QQQM - Volatility Comparison

The current volatility for ARK 21Shares Active On-Chain Bitcoin Strategy ETF (ARKC) is 12.67%, while Invesco NASDAQ 100 ETF (QQQM) has a volatility of 15.36%. This indicates that ARKC experiences smaller price fluctuations and is considered to be less risky than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
12.67%
15.36%
ARKC
QQQM