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ARKF vs. ARKG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ARKF and ARKG is 0.77, 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.


-0.50.00.51.00.8

Performance

ARKF vs. ARKG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ARK Fintech Innovation ETF (ARKF) and ARK Genomic Revolution Multi-Sector ETF (ARKG). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
91.94%
-13.38%
ARKF
ARKG

Key characteristics

Sharpe Ratio

ARKF:

1.46

ARKG:

-0.59

Sortino Ratio

ARKF:

2.01

ARKG:

-0.66

Omega Ratio

ARKF:

1.25

ARKG:

0.93

Calmar Ratio

ARKF:

0.71

ARKG:

-0.30

Martin Ratio

ARKF:

5.86

ARKG:

-1.00

Ulcer Index

ARKF:

7.43%

ARKG:

23.85%

Daily Std Dev

ARKF:

29.74%

ARKG:

40.25%

Max Drawdown

ARKF:

-78.63%

ARKG:

-80.10%

Current Drawdown

ARKF:

-39.42%

ARKG:

-78.81%

Returns By Period

In the year-to-date period, ARKF achieves a 39.70% return, which is significantly higher than ARKG's -27.83% return.


ARKF

YTD

39.70%

1M

1.05%

6M

39.70%

1Y

40.77%

5Y*

10.11%

10Y*

N/A

ARKG

YTD

-27.83%

1M

1.37%

6M

-2.83%

1Y

-26.09%

5Y*

-7.08%

10Y*

1.96%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ARKF vs. ARKG - Expense Ratio Comparison

Both ARKF and ARKG have an expense ratio of 0.75%.


ARKF
ARK Fintech Innovation ETF
Expense ratio chart for ARKF: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for ARKG: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Risk-Adjusted Performance

ARKF vs. ARKG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ARK Fintech Innovation ETF (ARKF) and ARK Genomic Revolution Multi-Sector ETF (ARKG). 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 ARKF, currently valued at 1.46, compared to the broader market0.002.004.001.46-0.59
The chart of Sortino ratio for ARKF, currently valued at 2.01, compared to the broader market-2.000.002.004.006.008.0010.002.01-0.66
The chart of Omega ratio for ARKF, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.250.93
The chart of Calmar ratio for ARKF, currently valued at 0.71, compared to the broader market0.005.0010.0015.000.71-0.30
The chart of Martin ratio for ARKF, currently valued at 5.86, compared to the broader market0.0020.0040.0060.0080.00100.005.86-1.00
ARKF
ARKG

The current ARKF Sharpe Ratio is 1.46, which is higher than the ARKG Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of ARKF and ARKG, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.46
-0.59
ARKF
ARKG

Dividends

ARKF vs. ARKG - Dividend Comparison

Neither ARKF nor ARKG has paid dividends to shareholders.


TTM2023202220212020201920182017
ARKF
ARK Fintech Innovation ETF
0.00%0.00%0.00%0.00%0.37%1.25%0.00%0.00%
ARKG
ARK Genomic Revolution Multi-Sector ETF
0.00%0.00%0.00%0.62%0.85%3.14%1.94%1.34%

Drawdowns

ARKF vs. ARKG - Drawdown Comparison

The maximum ARKF drawdown since its inception was -78.63%, roughly equal to the maximum ARKG drawdown of -80.10%. Use the drawdown chart below to compare losses from any high point for ARKF and ARKG. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-39.42%
-78.81%
ARKF
ARKG

Volatility

ARKF vs. ARKG - Volatility Comparison

The current volatility for ARK Fintech Innovation ETF (ARKF) is 9.87%, while ARK Genomic Revolution Multi-Sector ETF (ARKG) has a volatility of 14.47%. This indicates that ARKF experiences smaller price fluctuations and is considered to be less risky than ARKG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
9.87%
14.47%
ARKF
ARKG
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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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