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

Key characteristics


ARKGIVV
YTD Return-28.22%5.41%
1Y Return-23.66%22.46%
3Y Return (Ann)-35.12%8.00%
5Y Return (Ann)-5.20%13.37%
Sharpe Ratio-0.571.92
Daily Std Dev40.17%11.70%
Max Drawdown-80.10%-55.25%
Current Drawdown-78.93%-4.54%

Correlation

-0.50.00.51.00.6

The correlation between ARKG and IVV 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. IVV - Performance Comparison

In the year-to-date period, ARKG achieves a -28.22% return, which is significantly lower than IVV's 5.41% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%NovemberDecember2024FebruaryMarchApril
-1.55%
18.00%
ARKG
IVV

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ARK Genomic Revolution Multi-Sector ETF

iShares Core S&P 500 ETF

ARKG vs. IVV - Expense Ratio Comparison

ARKG has a 0.75% expense ratio, which is higher than IVV's 0.03% expense ratio.

ARKG
ARK Genomic Revolution Multi-Sector ETF
0.50%1.00%1.50%2.00%0.75%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

ARKG vs. IVV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ARK Genomic Revolution Multi-Sector ETF (ARKG) and iShares Core S&P 500 ETF (IVV). 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.


ARKG
Sharpe ratio
The chart of Sharpe ratio for ARKG, currently valued at -0.57, compared to the broader market-1.000.001.002.003.004.00-0.57
Sortino ratio
The chart of Sortino ratio for ARKG, currently valued at -0.64, compared to the broader market-2.000.002.004.006.008.00-0.64
Omega ratio
The chart of Omega ratio for ARKG, currently valued at 0.93, compared to the broader market1.001.502.000.93
Calmar ratio
The chart of Calmar ratio for ARKG, currently valued at -0.28, compared to the broader market0.002.004.006.008.0010.00-0.28
Martin ratio
The chart of Martin ratio for ARKG, currently valued at -1.06, compared to the broader market0.0010.0020.0030.0040.0050.00-1.06
IVV
Sharpe ratio
The chart of Sharpe ratio for IVV, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.001.92
Sortino ratio
The chart of Sortino ratio for IVV, currently valued at 2.79, compared to the broader market-2.000.002.004.006.008.002.79
Omega ratio
The chart of Omega ratio for IVV, currently valued at 1.34, compared to the broader market1.001.502.001.34
Calmar ratio
The chart of Calmar ratio for IVV, currently valued at 1.65, compared to the broader market0.002.004.006.008.0010.001.65
Martin ratio
The chart of Martin ratio for IVV, currently valued at 8.03, compared to the broader market0.0010.0020.0030.0040.0050.008.03

ARKG vs. IVV - Sharpe Ratio Comparison

The current ARKG Sharpe Ratio is -0.57, which is lower than the IVV Sharpe Ratio of 1.92. The chart below compares the 12-month rolling Sharpe Ratio of ARKG and IVV.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.57
1.92
ARKG
IVV

Dividends

ARKG vs. IVV - Dividend Comparison

ARKG has not paid dividends to shareholders, while IVV's dividend yield for the trailing twelve months is around 1.38%.


TTM20232022202120202019201820172016201520142013
ARKG
ARK Genomic Revolution Multi-Sector ETF
0.00%0.00%0.00%0.62%0.85%3.14%1.94%1.34%0.00%0.00%0.00%0.00%
IVV
iShares Core S&P 500 ETF
1.38%1.44%1.66%1.20%1.57%1.99%2.20%1.75%2.01%2.26%1.82%1.80%

Drawdowns

ARKG vs. IVV - Drawdown Comparison

The maximum ARKG drawdown since its inception was -80.10%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for ARKG and IVV. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-78.93%
-4.54%
ARKG
IVV

Volatility

ARKG vs. IVV - Volatility Comparison

ARK Genomic Revolution Multi-Sector ETF (ARKG) has a higher volatility of 10.34% compared to iShares Core S&P 500 ETF (IVV) at 3.23%. This indicates that ARKG's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2024FebruaryMarchApril
10.34%
3.23%
ARKG
IVV