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ARKF vs. ARQQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ARKF vs. ARQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ARK Fintech Innovation ETF (ARKF) and Arqit Quantum Inc. (ARQQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ARKF achieves a -18.31% return, which is significantly higher than ARQQ's -37.84% return.


ARKF

1D
0.00%
1M
-5.76%
YTD
-18.31%
6M
-21.31%
1Y
-11.87%
3Y*
23.97%
5Y*
-5.06%
10Y*

ARQQ

1D
-0.66%
1M
-1.66%
YTD
-37.84%
6M
-52.03%
1Y
-49.10%
3Y*
-28.53%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ARKF vs. ARQQ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
ARKF
ARK Fintech Innovation ETF
-18.31%28.67%34.34%93.27%-65.07%-25.77%
ARQQ
Arqit Quantum Inc.
-37.84%-43.67%227.76%-86.87%-84.93%158.92%

Correlation

The correlation between ARKF and ARQQ is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.60

Correlation (3Y)
Calculated over the trailing 3-year period

0.44

Correlation (All Time)
Calculated using the full available price history since Sep 7, 2021

0.37

Over the past year, ARKF and ARQQ have become more correlated (0.60) than their long-term average of 0.37, meaning their price movements have been converging.

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Return for Risk

ARKF vs. ARQQ — Risk / Return Rank

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

ARKF
ARKF Risk / Return Rank: 77
Overall Rank
ARKF Sharpe Ratio Rank: 66
Sharpe Ratio Rank
ARKF Sortino Ratio Rank: 77
Sortino Ratio Rank
ARKF Omega Ratio Rank: 77
Omega Ratio Rank
ARKF Calmar Ratio Rank: 77
Calmar Ratio Rank
ARKF Martin Ratio Rank: 77
Martin Ratio Rank

ARQQ
ARQQ Risk / Return Rank: 2424
Overall Rank
ARQQ Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
ARQQ Sortino Ratio Rank: 2727
Sortino Ratio Rank
ARQQ Omega Ratio Rank: 2828
Omega Ratio Rank
ARQQ Calmar Ratio Rank: 2121
Calmar Ratio Rank
ARQQ Martin Ratio Rank: 2525
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.

ARKF vs. ARQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ARK Fintech Innovation ETF (ARKF) and Arqit Quantum Inc. (ARQQ). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


ARKFARQQDifference
Sharpe ratioReturn per unit of total volatility

+0.12

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

0.97

0.98

-0.01

Calmar ratioReturn relative to maximum drawdown

-0.31

-0.62

+0.31

Martin ratioReturn relative to average drawdown

-0.57

-0.91

+0.35

ARKF vs. ARQQ - Sharpe Ratio Comparison

The current ARKF Sharpe Ratio is -0.35, which is comparable to the ARQQ Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of ARKF and ARQQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ARKF vs. ARQQ - Drawdown Comparison

The maximum ARKF drawdown since its inception was -78.63%, smaller than the maximum ARQQ drawdown of -99.60%. Use the drawdown chart below to compare losses from any high point for ARKF and ARQQ.


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Drawdown Indicators


ARKFARQQDifference

Max Drawdown

Largest peak-to-trough decline

-78.63%

-99.60%

+20.97%

Max Drawdown (1Y)

Largest decline over 1 year

-38.50%

-79.78%

+41.28%

Max Drawdown (3Y)

Largest decline over 3 years

-38.50%

-89.76%

+51.26%

Max Drawdown (5Y)

Largest decline over 5 years

-75.30%

Current Drawdown

Current decline from peak

-38.77%

-98.57%

+59.80%

Average Drawdown

Average peak-to-trough decline

-34.95%

-88.78%

+53.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.00%

53.78%

-32.78%

Volatility

ARKF vs. ARQQ - Volatility Comparison

The current volatility for ARK Fintech Innovation ETF (ARKF) is 10.36%, while Arqit Quantum Inc. (ARQQ) has a volatility of 35.65%. This indicates that ARKF experiences smaller price fluctuations and is considered to be less risky than ARQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARKFARQQDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.36%

35.65%

-25.29%

Volatility (6M)

Calculated over the trailing 6-month period

25.14%

64.49%

-39.35%

Volatility (1Y)

Calculated over the trailing 1-year period

33.69%

104.65%

-70.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.87%

134.12%

-91.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.77%

134.12%

-94.35%

Dividends

ARKF vs. ARQQ - Dividend Comparison

ARKF's dividend yield for the trailing twelve months is around 0.11%, while ARQQ has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
ARKF
ARK Fintech Innovation ETF
0.11%0.09%0.00%0.00%0.00%0.00%0.37%1.25%
ARQQ
Arqit Quantum Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


ARKF and ARQQ have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ARQQ has higher volatility (35.65%) compared to ARKF (10.36%). In terms of maximum drawdown, ARKF dropped -78.63% vs ARQQ's -99.60%.

ARKF currently has the higher Sharpe Ratio (-0.35 vs -0.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ARKF and ARQQ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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