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ARKD vs. CEPI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ARKD vs. CEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ARK 21Shares Digital Asset and Blockchain Strategy ETF (ARKD) and REX Crypto Equity Premium Income ETF (CEPI). The values are adjusted to include any dividend payments, if applicable.

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ARKD vs. CEPI - Yearly Performance Comparison


Returns By Period


ARKD

1D
1.22%
1M
-3.67%
YTD
6M
1Y
3Y*
5Y*
10Y*

CEPI

1D
1.01%
1M
-4.61%
YTD
-4.94%
6M
-13.41%
1Y
16.36%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ARKD vs. CEPI - Expense Ratio Comparison

ARKD has a 0.90% expense ratio, which is higher than CEPI's 0.85% expense ratio.


Return for Risk

ARKD vs. CEPI — Risk / Return Rank

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

ARKD

CEPI
CEPI Risk / Return Rank: 2929
Overall Rank
CEPI Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
CEPI Sortino Ratio Rank: 3030
Sortino Ratio Rank
CEPI Omega Ratio Rank: 2929
Omega Ratio Rank
CEPI Calmar Ratio Rank: 3333
Calmar Ratio Rank
CEPI Martin Ratio Rank: 2626
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ARKD vs. CEPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ARK 21Shares Digital Asset and Blockchain Strategy ETF (ARKD) and REX Crypto Equity Premium Income ETF (CEPI). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

ARKD vs. CEPI - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ARKDCEPIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

Sharpe Ratio (All Time)

Calculated using the full available price history

-1.42

-0.10

-1.32

Correlation

The correlation between ARKD and CEPI is 0.89, 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.


Dividends

ARKD vs. CEPI - Dividend Comparison

ARKD has not paid dividends to shareholders, while CEPI's dividend yield for the trailing twelve months is around 54.90%.


Drawdowns

ARKD vs. CEPI - Drawdown Comparison

The maximum ARKD drawdown since its inception was -14.03%, smaller than the maximum CEPI drawdown of -29.48%. Use the drawdown chart below to compare losses from any high point for ARKD and CEPI.


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Drawdown Indicators


ARKDCEPIDifference

Max Drawdown

Largest peak-to-trough decline

-14.03%

-29.48%

+15.45%

Max Drawdown (1Y)

Largest decline over 1 year

-22.47%

Current Drawdown

Current decline from peak

-10.43%

-18.43%

+8.00%

Average Drawdown

Average peak-to-trough decline

-6.73%

-9.13%

+2.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.20%

Volatility

ARKD vs. CEPI - Volatility Comparison


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Volatility by Period


ARKDCEPIDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.89%

Volatility (6M)

Calculated over the trailing 6-month period

23.15%

Volatility (1Y)

Calculated over the trailing 1-year period

20.96%

31.02%

-10.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.96%

32.62%

-11.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.96%

32.62%

-11.66%