ARKG vs. XBI
Compare and contrast key facts about ARK Genomic Revolution Multi-Sector ETF (ARKG) and SPDR S&P Biotech ETF (XBI).
ARKG and XBI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ARKG is an actively managed fund by ARK Investment Management. It was launched on Oct 31, 2014. XBI is a passively managed fund by State Street that tracks the performance of the S&P Biotechnology Select Industry Index. It was launched on Feb 6, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ARKG or XBI.
Performance
ARKG vs. XBI - Performance Comparison
Returns By Period
In the year-to-date period, ARKG achieves a -29.23% return, which is significantly lower than XBI's 5.76% return. Over the past 10 years, ARKG has underperformed XBI with an annualized return of 2.20%, while XBI has yielded a comparatively higher 4.95% annualized return.
ARKG
-29.23%
-3.53%
-9.51%
-15.87%
-5.83%
2.20%
XBI
5.76%
-4.04%
5.72%
29.73%
1.44%
4.95%
Key characteristics
| ARKG | XBI | |
|---|---|---|
| Sharpe Ratio | -0.36 | 1.18 |
| Sortino Ratio | -0.27 | 1.73 |
| Omega Ratio | 0.97 | 1.21 |
| Calmar Ratio | -0.18 | 0.54 |
| Martin Ratio | -0.64 | 3.96 |
| Ulcer Index | 22.65% | 7.86% |
| Daily Std Dev | 40.16% | 26.34% |
| Max Drawdown | -80.10% | -63.89% |
| Current Drawdown | -79.22% | -45.70% |
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ARKG vs. XBI - Expense Ratio Comparison
ARKG has a 0.75% expense ratio, which is higher than XBI's 0.35% expense ratio.
Correlation
The correlation between ARKG and XBI is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
ARKG vs. XBI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ARK Genomic Revolution Multi-Sector ETF (ARKG) and SPDR S&P Biotech ETF (XBI). 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.
Dividends
ARKG vs. XBI - Dividend Comparison
ARKG has not paid dividends to shareholders, while XBI's dividend yield for the trailing twelve months is around 0.15%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
XBI SPDR S&P Biotech ETF | 0.15% | 0.02% | 0.00% | 0.04% | 0.20% | 0.00% | 0.28% | 0.24% | 0.26% | 0.61% | 1.07% | 0.17% |
Drawdowns
ARKG vs. XBI - Drawdown Comparison
The maximum ARKG drawdown since its inception was -80.10%, which is greater than XBI's maximum drawdown of -63.89%. Use the drawdown chart below to compare losses from any high point for ARKG and XBI. For additional features, visit the drawdowns tool.
Volatility
ARKG vs. XBI - Volatility Comparison
ARK Genomic Revolution Multi-Sector ETF (ARKG) has a higher volatility of 13.74% compared to SPDR S&P Biotech ETF (XBI) at 8.40%. This indicates that ARKG's price experiences larger fluctuations and is considered to be riskier than XBI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.