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ARKG vs. ARKQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ARKG and ARKQ is 0.59, 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.


Performance

ARKG vs. ARKQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ARK Genomic Revolution Multi-Sector ETF (ARKG) and ARK Autonomous Technology & Robotics ETF (ARKQ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ARKG:

-0.38

ARKQ:

1.27

Sortino Ratio

ARKG:

-0.31

ARKQ:

1.86

Omega Ratio

ARKG:

0.97

ARKQ:

1.23

Calmar Ratio

ARKG:

-0.22

ARKQ:

0.92

Martin Ratio

ARKG:

-1.24

ARKQ:

4.29

Ulcer Index

ARKG:

14.90%

ARKQ:

10.41%

Daily Std Dev

ARKG:

46.42%

ARKQ:

35.60%

Max Drawdown

ARKG:

-83.59%

ARKQ:

-59.89%

Current Drawdown

ARKG:

-80.49%

ARKQ:

-18.00%

Returns By Period

In the year-to-date period, ARKG achieves a -7.41% return, which is significantly lower than ARKQ's 4.47% return. Over the past 10 years, ARKG has underperformed ARKQ with an annualized return of 0.19%, while ARKQ has yielded a comparatively higher 15.83% annualized return.


ARKG

YTD

-7.41%

1M

4.81%

6M

-3.80%

1Y

-17.77%

5Y*

-13.24%

10Y*

0.19%

ARKQ

YTD

4.47%

1M

24.90%

6M

19.50%

1Y

44.88%

5Y*

15.41%

10Y*

15.83%

*Annualized

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ARKG vs. ARKQ - Expense Ratio Comparison

Both ARKG and ARKQ have an expense ratio of 0.75%.


Risk-Adjusted Performance

ARKG vs. ARKQ — Risk-Adjusted Performance Rank

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

ARKG
The Risk-Adjusted Performance Rank of ARKG is 66
Overall Rank
The Sharpe Ratio Rank of ARKG is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of ARKG is 77
Sortino Ratio Rank
The Omega Ratio Rank of ARKG is 88
Omega Ratio Rank
The Calmar Ratio Rank of ARKG is 77
Calmar Ratio Rank
The Martin Ratio Rank of ARKG is 22
Martin Ratio Rank

ARKQ
The Risk-Adjusted Performance Rank of ARKQ is 8484
Overall Rank
The Sharpe Ratio Rank of ARKQ is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of ARKQ is 8888
Sortino Ratio Rank
The Omega Ratio Rank of ARKQ is 8484
Omega Ratio Rank
The Calmar Ratio Rank of ARKQ is 7878
Calmar Ratio Rank
The Martin Ratio Rank of ARKQ is 8282
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ARKG vs. ARKQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ARK Genomic Revolution Multi-Sector ETF (ARKG) and ARK Autonomous Technology & Robotics ETF (ARKQ). 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.


The current ARKG Sharpe Ratio is -0.38, which is lower than the ARKQ Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of ARKG and ARKQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

ARKG vs. ARKQ - Dividend Comparison

Neither ARKG nor ARKQ has paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
ARKG
ARK Genomic Revolution Multi-Sector ETF
0.00%0.00%0.00%0.00%0.62%0.85%3.14%1.94%1.34%0.00%0.00%
ARKQ
ARK Autonomous Technology & Robotics ETF
0.00%0.00%0.00%0.00%0.80%0.86%0.00%2.86%1.54%0.00%0.97%

Drawdowns

ARKG vs. ARKQ - Drawdown Comparison

The maximum ARKG drawdown since its inception was -83.59%, which is greater than ARKQ's maximum drawdown of -59.89%. Use the drawdown chart below to compare losses from any high point for ARKG and ARKQ. For additional features, visit the drawdowns tool.


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Volatility

ARKG vs. ARKQ - Volatility Comparison

ARK Genomic Revolution Multi-Sector ETF (ARKG) has a higher volatility of 14.24% compared to ARK Autonomous Technology & Robotics ETF (ARKQ) at 8.83%. This indicates that ARKG's price experiences larger fluctuations and is considered to be riskier than ARKQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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