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

Key characteristics


ARKGSWPPX
YTD Return-12.34%10.55%
1Y Return-0.45%32.49%
3Y Return (Ann)-29.66%11.50%
5Y Return (Ann)-1.79%15.05%
Sharpe Ratio0.072.94
Daily Std Dev40.03%11.70%
Max Drawdown-80.10%-55.06%
Current Drawdown-74.27%0.00%

Correlation

0.59
-1.001.00

The correlation between ARKG and SWPPX 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. SWPPX - Performance Comparison

In the year-to-date period, ARKG achieves a -12.34% return, which is significantly lower than SWPPX's 10.55% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%50.00%100.00%150.00%200.00%OctoberNovemberDecember2024FebruaryMarch
54.52%
208.81%
ARKG
SWPPX

Compare stocks, funds, or ETFs


ARK Genomic Revolution Multi-Sector ETF

Schwab S&P 500 Index Fund

ARKG vs. SWPPX - Expense Ratio Comparison

ARKG has a 0.75% expense ratio, which is higher than SWPPX's 0.02% 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%0.02%

Risk-Adjusted Performance

ARKG vs. SWPPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ARK Genomic Revolution Multi-Sector ETF (ARKG) and Schwab S&P 500 Index Fund (SWPPX). 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ARKG
ARK Genomic Revolution Multi-Sector ETF
0.07
SWPPX
Schwab S&P 500 Index Fund
2.94

ARKG vs. SWPPX - Sharpe Ratio Comparison

The current ARKG Sharpe Ratio is 0.07, which is lower than the SWPPX Sharpe Ratio of 2.94. The chart below compares the 12-month rolling Sharpe Ratio of ARKG and SWPPX.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00OctoberNovemberDecember2024FebruaryMarch
0.07
2.94
ARKG
SWPPX

Dividends

ARKG vs. SWPPX - Dividend Comparison

ARKG has not paid dividends to shareholders, while SWPPX's dividend yield for the trailing twelve months is around 1.29%.


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%
SWPPX
Schwab S&P 500 Index Fund
1.29%1.43%1.67%1.27%1.81%1.95%2.66%1.78%2.55%3.17%1.80%1.67%

Drawdowns

ARKG vs. SWPPX - Drawdown Comparison

The maximum ARKG drawdown since its inception was -80.10%, which is greater than SWPPX's maximum drawdown of -55.06%. The drawdown chart below compares losses from any high point along the way for ARKG and SWPPX


-80.00%-60.00%-40.00%-20.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-74.27%
0
ARKG
SWPPX

Volatility

ARKG vs. SWPPX - Volatility Comparison

ARK Genomic Revolution Multi-Sector ETF (ARKG) has a higher volatility of 7.31% compared to Schwab S&P 500 Index Fund (SWPPX) at 2.80%. This indicates that ARKG's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%OctoberNovemberDecember2024FebruaryMarch
7.31%
2.80%
ARKG
SWPPX