ARKF vs. NSSC

Last updated Jun 13, 2026

ARKF (ARK Fintech Innovation ETF) is Blockchain fund actively managed by ARK, while NSSC (Napco Security Technologies, Inc.) is a stock. Over the past 5 years, ARKF returned -5.06%/yr vs 17.77%/yr for NSSC. At a 0.43 correlation, their price movements are largely independent.

Performance

ARKF vs. NSSC - Performance Comparison

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

Returns By Period

In the year-to-date period, ARKF achieves a -18.31% return, which is significantly lower than NSSC's -10.06% return.

ARKF

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

NSSC

• 1D: 2.59%
• 1M: -1.36%
• YTD: -10.06%
• 6M: -10.89%
• 1Y: 33.60%
• 3Y*: -1.04%
• 5Y*: 17.77%
• 10Y*: 28.00%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ARKF vs. NSSC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
ARKF ARK Fintech Innovation ETF	-18.31%	28.67%	34.34%	93.27%	-65.07%	-17.82%	108.03%	20.45%
NSSC Napco Security Technologies, Inc.	-10.06%	19.22%	4.97%	25.59%	9.96%	90.62%	-10.79%	90.47%

Correlation

The correlation between ARKF and NSSC is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.31
Correlation (3Y) Calculated over the trailing 3-year period	0.42
Correlation (5Y) Calculated over the trailing 5-year period	0.46
Correlation (All Time) Calculated using the full available price history since Feb 4, 2019	0.43

The correlation between ARKF and NSSC shifts across timeframes, from 0.31 (1 year) to 0.46 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

ARKF vs. NSSC — Risk / Return Rank

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

ARKF

ARKF Risk / Return Rank: 7
ARKF Sharpe Ratio Rank: 6
ARKF Sortino Ratio Rank: 7
ARKF Omega Ratio Rank: 7
ARKF Calmar Ratio Rank: 7
ARKF Martin Ratio Rank: 7

NSSC

NSSC Risk / Return Rank: 67
NSSC Sharpe Ratio Rank: 68
NSSC Sortino Ratio Rank: 64
NSSC Omega Ratio Rank: 65
NSSC Calmar Ratio Rank: 68
NSSC Martin Ratio Rank: 71

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. NSSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ARK Fintech Innovation ETF (ARKF) and Napco Security Technologies, Inc. (NSSC). 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.

	ARKF	NSSC	Difference
Sharpe ratio: Return per unit of total volatility	-0.35	0.80	-1.15
Sortino ratio: Return per unit of downside risk	-0.28	1.32	-1.60
Omega ratio: Gain probability vs. loss probability	0.97	1.18	-0.21
Calmar ratio: Return relative to maximum drawdown	-0.31	1.31	-1.62
Martin ratio: Return relative to average drawdown	-0.57	3.54	-4.11

ARKF vs. NSSC - Sharpe Ratio Comparison

The current ARKF Sharpe Ratio is -0.35, which is lower than the NSSC Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of ARKF and NSSC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ARKF vs. NSSC - Drawdown Comparison

The maximum ARKF drawdown since its inception was -78.63%, smaller than the maximum NSSC drawdown of -93.20%. Use the drawdown chart below to compare losses from any high point for ARKF and NSSC.

Drawdown Indicators

	ARKF	NSSC	Difference
Max Drawdown Largest peak-to-trough decline	-78.63%	-93.20%	+14.57%
Max Drawdown (1Y) Largest decline over 1 year	-38.50%	-25.72%	-12.78%
Max Drawdown (3Y) Largest decline over 3 years	-38.50%	-65.43%	+26.93%
Max Drawdown (5Y) Largest decline over 5 years	-75.30%	-65.43%	-9.87%
Max Drawdown (10Y) Largest decline over 10 years	—	-65.43%	—
Current Drawdown Current decline from peak	-38.77%	-33.82%	-4.95%
Average Drawdown Average peak-to-trough decline	-34.95%	-38.20%	+3.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.00%	9.52%	+11.48%

Volatility

ARKF vs. NSSC - Volatility Comparison

ARK Fintech Innovation ETF (ARKF) and Napco Security Technologies, Inc. (NSSC) have volatilities of 10.36% and 10.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ARKF	NSSC	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.36%	10.62%	-0.26%
Volatility (6M) Calculated over the trailing 6-month period	25.14%	32.37%	-7.23%
Volatility (1Y) Calculated over the trailing 1-year period	33.69%	42.31%	-8.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.87%	50.99%	-8.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.77%	49.57%	-9.80%

Dividends

ARKF vs. NSSC - Dividend Comparison

ARKF's dividend yield for the trailing twelve months is around 0.11%, less than NSSC's 1.56% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
ARKF ARK Fintech Innovation ETF	0.11%	0.09%	0.00%	0.00%	0.00%	0.00%	0.37%	1.25%
NSSC Napco Security Technologies, Inc.	1.56%	1.31%	1.27%	0.65%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ARKF and NSSC in my portfolio?

ARKF and NSSC have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ARKF or NSSC?

NSSC has higher volatility (10.62%) compared to ARKF (10.36%). In terms of maximum drawdown, ARKF dropped -78.63% vs NSSC's -93.20%.

Which has better risk-adjusted returns?

NSSC currently has the higher Sharpe Ratio (0.80 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.