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ARKD vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ARKD and SPY is 0.55, 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

ARKD vs. SPY - 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 SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%140.00%December2025FebruaryMarchAprilMay
73.66%
26.75%
ARKD
SPY

Key characteristics

Sharpe Ratio

ARKD:

0.25

SPY:

0.60

Sortino Ratio

ARKD:

0.73

SPY:

0.98

Omega Ratio

ARKD:

1.09

SPY:

1.15

Calmar Ratio

ARKD:

0.29

SPY:

0.64

Martin Ratio

ARKD:

0.74

SPY:

2.53

Ulcer Index

ARKD:

17.07%

SPY:

4.77%

Daily Std Dev

ARKD:

50.29%

SPY:

20.03%

Max Drawdown

ARKD:

-42.97%

SPY:

-55.19%

Current Drawdown

ARKD:

-28.54%

SPY:

-8.56%

Returns By Period

In the year-to-date period, ARKD achieves a -15.96% return, which is significantly lower than SPY's -4.37% return.


ARKD

YTD

-15.96%

1M

16.54%

6M

6.12%

1Y

8.00%

5Y*

N/A

10Y*

N/A

SPY

YTD

-4.37%

1M

10.59%

6M

-2.49%

1Y

9.55%

5Y*

15.94%

10Y*

12.15%

*Annualized

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ARKD vs. SPY - Expense Ratio Comparison

ARKD has a 0.90% expense ratio, which is higher than SPY's 0.09% expense ratio.


Risk-Adjusted Performance

ARKD vs. SPY — Risk-Adjusted Performance Rank

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

ARKD
The Risk-Adjusted Performance Rank of ARKD is 4040
Overall Rank
The Sharpe Ratio Rank of ARKD is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of ARKD is 4747
Sortino Ratio Rank
The Omega Ratio Rank of ARKD is 4242
Omega Ratio Rank
The Calmar Ratio Rank of ARKD is 4242
Calmar Ratio Rank
The Martin Ratio Rank of ARKD is 3333
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 5959
Overall Rank
The Sharpe Ratio Rank of SPY is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5757
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6363
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6161
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.

ARKD vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ARK 21Shares Digital Asset and Blockchain Strategy ETF (ARKD) and SPDR S&P 500 ETF (SPY). 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 current ARKD Sharpe Ratio is 0.25, which is lower than the SPY Sharpe Ratio of 0.60. The chart below compares the historical Sharpe Ratios of ARKD and SPY, 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-0.500.000.501.001.502.002.503.00December2025FebruaryMarchAprilMay
0.25
0.60
ARKD
SPY

Dividends

ARKD vs. SPY - Dividend Comparison

ARKD's dividend yield for the trailing twelve months is around 14.70%, more than SPY's 1.28% yield.


TTM20242023202220212020201920182017201620152014
ARKD
ARK 21Shares Digital Asset and Blockchain Strategy ETF
14.70%12.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF
1.28%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

ARKD vs. SPY - Drawdown Comparison

The maximum ARKD drawdown since its inception was -42.97%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ARKD and SPY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-28.54%
-8.56%
ARKD
SPY

Volatility

ARKD vs. SPY - Volatility Comparison

ARK 21Shares Digital Asset and Blockchain Strategy ETF (ARKD) has a higher volatility of 16.27% compared to SPDR S&P 500 ETF (SPY) at 12.57%. This indicates that ARKD's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%December2025FebruaryMarchAprilMay
16.27%
12.57%
ARKD
SPY