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

Key characteristics


ARKFBLOK
YTD Return9.64%21.04%
1Y Return73.49%102.73%
3Y Return (Ann)-15.43%-7.36%
5Y Return (Ann)7.36%19.78%
Sharpe Ratio2.242.84
Daily Std Dev32.25%36.39%
Max Drawdown-78.63%-73.33%
Current Drawdown-52.45%-33.73%

Correlation

0.79
-1.001.00

The correlation between ARKF and BLOK is 0.79, 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.

Performance

ARKF vs. BLOK - Performance Comparison

In the year-to-date period, ARKF achieves a 9.64% return, which is significantly lower than BLOK's 21.04% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%50.00%100.00%150.00%OctoberNovemberDecember2024FebruaryMarch
50.64%
160.37%
ARKF
BLOK

Compare stocks, funds, or ETFs


ARK Fintech Innovation ETF

Amplify Transformational Data Sharing ETF

ARKF vs. BLOK - Expense Ratio Comparison

ARKF has a 0.75% expense ratio, which is higher than BLOK's 0.71% expense ratio.

ARKF
ARK Fintech Innovation ETF
0.50%1.00%1.50%2.00%0.75%
0.50%1.00%1.50%2.00%0.71%

Risk-Adjusted Performance

ARKF vs. BLOK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ARK Fintech Innovation ETF (ARKF) and Amplify Transformational Data Sharing ETF (BLOK). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ARKF
ARK Fintech Innovation ETF
2.24
BLOK
Amplify Transformational Data Sharing ETF
2.84

ARKF vs. BLOK - Sharpe Ratio Comparison

The current ARKF Sharpe Ratio is 2.24, which roughly equals the BLOK Sharpe Ratio of 2.84. The chart below compares the 12-month rolling Sharpe Ratio of ARKF and BLOK.


Rolling 12-month Sharpe Ratio0.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
2.24
2.84
ARKF
BLOK

Dividends

ARKF vs. BLOK - Dividend Comparison

ARKF has not paid dividends to shareholders, while BLOK's dividend yield for the trailing twelve months is around 0.95%.


TTM202320222021202020192018
ARKF
ARK Fintech Innovation ETF
0.00%0.00%0.00%0.00%0.37%1.25%0.00%
BLOK
Amplify Transformational Data Sharing ETF
0.95%1.15%0.00%14.31%1.88%2.06%1.30%

Drawdowns

ARKF vs. BLOK - Drawdown Comparison

The maximum ARKF drawdown since its inception was -78.63%, which is greater than BLOK's maximum drawdown of -73.33%. The drawdown chart below compares losses from any high point along the way for ARKF and BLOK


-70.00%-60.00%-50.00%-40.00%-30.00%OctoberNovemberDecember2024FebruaryMarch
-52.45%
-33.73%
ARKF
BLOK

Volatility

ARKF vs. BLOK - Volatility Comparison

The current volatility for ARK Fintech Innovation ETF (ARKF) is 7.55%, while Amplify Transformational Data Sharing ETF (BLOK) has a volatility of 11.43%. This indicates that ARKF experiences smaller price fluctuations and is considered to be less risky than BLOK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%OctoberNovemberDecember2024FebruaryMarch
7.55%
11.43%
ARKF
BLOK