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ARKF vs. ESLT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ARKF vs. ESLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ARK Fintech Innovation ETF (ARKF) and Elbit Systems Ltd (ESLT). 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 lower than ESLT's 48.00% return.


ARKF

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

ESLT

1D
-6.48%
1M
9.58%
YTD
48.00%
6M
66.16%
1Y
98.98%
3Y*
60.86%
5Y*
46.38%
10Y*
26.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ARKF vs. ESLT - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ARKF
ARK Fintech Innovation ETF
-18.31%28.67%34.34%93.27%-65.07%-17.82%108.03%20.45%
ESLT
Elbit Systems Ltd
48.00%125.14%22.17%31.30%-4.82%34.77%-14.56%26.26%

Correlation

The correlation between ARKF and ESLT is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Feb 4, 2019

0.27

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Return for Risk

ARKF vs. ESLT — 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

ESLT
ESLT Risk / Return Rank: 9090
Overall Rank
ESLT Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
ESLT Sortino Ratio Rank: 9191
Sortino Ratio Rank
ESLT Omega Ratio Rank: 8888
Omega Ratio Rank
ESLT Calmar Ratio Rank: 8888
Calmar Ratio Rank
ESLT Martin Ratio Rank: 8989
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. ESLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ARK Fintech Innovation ETF (ARKF) and Elbit Systems Ltd (ESLT). 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.


ARKFESLTDifference
Sharpe ratioReturn per unit of total volatility

-2.61

Sortino ratioReturn per unit of downside risk

-3.47

Omega ratioGain probability vs. loss probability

0.97

1.38

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.31

3.83

-4.14

Martin ratioReturn relative to average drawdown

-0.57

10.61

-11.18

ARKF vs. ESLT - Sharpe Ratio Comparison

The current ARKF Sharpe Ratio is -0.35, which is lower than the ESLT Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of ARKF and ESLT, 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. ESLT - Drawdown Comparison

The maximum ARKF drawdown since its inception was -78.63%, which is greater than ESLT's maximum drawdown of -53.79%. Use the drawdown chart below to compare losses from any high point for ARKF and ESLT.


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Drawdown Indicators


ARKFESLTDifference

Max Drawdown

Largest peak-to-trough decline

-78.63%

-53.79%

-24.84%

Max Drawdown (1Y)

Largest decline over 1 year

-38.50%

-25.98%

-12.52%

Max Drawdown (3Y)

Largest decline over 3 years

-38.50%

-25.98%

-12.52%

Max Drawdown (5Y)

Largest decline over 5 years

-75.30%

-32.89%

-42.41%

Max Drawdown (10Y)

Largest decline over 10 years

-32.89%

Current Drawdown

Current decline from peak

-38.77%

-15.71%

-23.06%

Average Drawdown

Average peak-to-trough decline

-34.95%

-13.91%

-21.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.00%

9.36%

+11.64%

Volatility

ARKF vs. ESLT - Volatility Comparison

The current volatility for ARK Fintech Innovation ETF (ARKF) is 10.36%, while Elbit Systems Ltd (ESLT) has a volatility of 19.89%. This indicates that ARKF experiences smaller price fluctuations and is considered to be less risky than ESLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARKFESLTDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.36%

19.89%

-9.53%

Volatility (6M)

Calculated over the trailing 6-month period

25.14%

35.93%

-10.79%

Volatility (1Y)

Calculated over the trailing 1-year period

33.69%

44.11%

-10.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.87%

33.66%

+9.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.77%

29.42%

+10.35%

Dividends

ARKF vs. ESLT - Dividend Comparison

ARKF's dividend yield for the trailing twelve months is around 0.11%, less than ESLT's 0.36% yield.


PositionTTM20252024202320222021202020192018201720162015
ARKF
ARK Fintech Innovation ETF
0.11%0.09%0.00%0.00%0.00%0.00%0.37%1.25%0.00%0.00%0.00%0.00%
ESLT
Elbit Systems Ltd
0.36%0.47%0.77%0.94%1.22%1.03%1.28%1.14%1.54%1.32%1.57%1.63%

Frequently Asked Questions


ARKF and ESLT have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ESLT has higher volatility (19.89%) compared to ARKF (10.36%). In terms of maximum drawdown, ARKF dropped -78.63% vs ESLT's -53.79%.

ESLT currently has the higher Sharpe Ratio (2.26 vs -0.35), 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

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