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

Correlation

The correlation between ARKF and XLF is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

ARKF vs. XLF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ARK Fintech Innovation ETF (ARKF) and Financial Select Sector SPDR Fund (XLF). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
91.94%
107.89%
ARKF
XLF

Key characteristics

Sharpe Ratio

ARKF:

1.46

XLF:

2.34

Sortino Ratio

ARKF:

2.01

XLF:

3.34

Omega Ratio

ARKF:

1.25

XLF:

1.43

Calmar Ratio

ARKF:

0.71

XLF:

4.56

Martin Ratio

ARKF:

5.86

XLF:

15.34

Ulcer Index

ARKF:

7.43%

XLF:

2.15%

Daily Std Dev

ARKF:

29.74%

XLF:

14.09%

Max Drawdown

ARKF:

-78.63%

XLF:

-82.43%

Current Drawdown

ARKF:

-39.42%

XLF:

-5.51%

Returns By Period

In the year-to-date period, ARKF achieves a 39.70% return, which is significantly higher than XLF's 30.49% return.


ARKF

YTD

39.70%

1M

1.05%

6M

39.70%

1Y

40.77%

5Y*

10.11%

10Y*

N/A

XLF

YTD

30.49%

1M

-3.31%

6M

18.26%

1Y

31.39%

5Y*

11.76%

10Y*

13.65%

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. XLF - Expense Ratio Comparison

ARKF has a 0.75% expense ratio, which is higher than XLF's 0.13% expense ratio.


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 XLF: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%

Risk-Adjusted Performance

ARKF vs. XLF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ARK Fintech Innovation ETF (ARKF) and Financial Select Sector SPDR Fund (XLF). 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 market0.002.004.001.462.34
The chart of Sortino ratio for ARKF, currently valued at 2.01, compared to the broader market-2.000.002.004.006.008.0010.002.013.34
The chart of Omega ratio for ARKF, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.251.43
The chart of Calmar ratio for ARKF, currently valued at 0.71, compared to the broader market0.005.0010.0015.000.714.56
The chart of Martin ratio for ARKF, currently valued at 5.86, compared to the broader market0.0020.0040.0060.0080.00100.005.8615.34
ARKF
XLF

The current ARKF Sharpe Ratio is 1.46, which is lower than the XLF Sharpe Ratio of 2.34. The chart below compares the historical Sharpe Ratios of ARKF and XLF, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.46
2.34
ARKF
XLF

Dividends

ARKF vs. XLF - Dividend Comparison

ARKF has not paid dividends to shareholders, while XLF's dividend yield for the trailing twelve months is around 0.99%.


TTM20232022202120202019201820172016201520142013
ARKF
ARK Fintech Innovation ETF
0.00%0.00%0.00%0.00%0.37%1.25%0.00%0.00%0.00%0.00%0.00%0.00%
XLF
Financial Select Sector SPDR Fund
0.99%1.71%2.04%1.63%2.03%1.86%2.09%1.48%1.63%2.40%1.98%1.81%

Drawdowns

ARKF vs. XLF - Drawdown Comparison

The maximum ARKF drawdown since its inception was -78.63%, roughly equal to the maximum XLF drawdown of -82.43%. Use the drawdown chart below to compare losses from any high point for ARKF and XLF. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-39.42%
-5.51%
ARKF
XLF

Volatility

ARKF vs. XLF - Volatility Comparison

ARK Fintech Innovation ETF (ARKF) has a higher volatility of 9.87% compared to Financial Select Sector SPDR Fund (XLF) at 4.48%. This indicates that ARKF's price experiences larger fluctuations and is considered to be riskier than XLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
9.87%
4.48%
ARKF
XLF
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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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