ARKI.L vs. ^NDX
ARKI.L (ARK Artificial Intelligence & Robotics UCITS ETF Class A USD Accumulation) is Technology Equities fund actively managed by ARK, while ^NDX (NASDAQ 100 Index) is an index. Over the past year, ARKI.L returned 43.84% vs 39.99% for ^NDX. A 0.56 correlation means they provide meaningful diversification when combined.
Performance
ARKI.L vs. ^NDX - Performance Comparison
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Returns By Period
In the year-to-date period, ARKI.L achieves a 13.70% return, which is significantly lower than ^NDX's 20.43% return.
ARKI.L
- 1D
- -0.35%
- 1M
- 9.84%
- YTD
- 13.70%
- 6M
- 12.57%
- 1Y
- 43.84%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
^NDX
- 1D
- -0.53%
- 1M
- 8.54%
- YTD
- 20.43%
- 6M
- 18.87%
- 1Y
- 39.99%
- 3Y*
- 27.83%
- 5Y*
- 17.17%
- 10Y*
- 20.99%
ARKI.L vs. ^NDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
ARKI.L ARK Artificial Intelligence & Robotics UCITS ETF Class A USD Accumulation | 13.70% | 38.42% | 58.43% |
^NDX NASDAQ 100 Index | 20.43% | 20.17% | 23.33% |
Correlation
The correlation between ARKI.L and ^NDX is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Apr 22, 2024 | 0.56 |
The correlation between ARKI.L and ^NDX has been stable across timeframes, ranging from 0.56 to 0.63 - a consistent structural relationship.
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Return for Risk
ARKI.L vs. ^NDX — Risk / Return Rank
ARKI.L
^NDX
ARKI.L vs. ^NDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ARK Artificial Intelligence & Robotics UCITS ETF Class A USD Accumulation (ARKI.L) and NASDAQ 100 Index (^NDX). 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.
| ARKI.L | ^NDX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.95 | ||
| Sortino ratioReturn per unit of downside risk | -1.21 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.43 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.81 | 3.31 | -1.50 |
| Martin ratioReturn relative to average drawdown | 4.67 | 12.67 | -7.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ARKI.L | ^NDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.55 | 2.50 | -0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.76 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.93 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.74 | 0.57 | +1.17 |
Drawdowns
ARKI.L vs. ^NDX - Drawdown Comparison
The maximum ARKI.L drawdown since its inception was -30.97%, smaller than the maximum ^NDX drawdown of -82.90%. Use the drawdown chart below to compare losses from any high point for ARKI.L and ^NDX.
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Drawdown Indicators
| ARKI.L | ^NDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.97% | -82.90% | +51.93% |
Max Drawdown (1Y)Largest decline over 1 year | -24.05% | -12.12% | -11.93% |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.93% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.56% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.56% | — |
Current DrawdownCurrent decline from peak | -2.18% | -0.82% | -1.36% |
Average DrawdownAverage peak-to-trough decline | -6.45% | -24.62% | +18.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.35% | 3.17% | +6.18% |
Volatility
ARKI.L vs. ^NDX - Volatility Comparison
ARK Artificial Intelligence & Robotics UCITS ETF Class A USD Accumulation (ARKI.L) has a higher volatility of 8.69% compared to NASDAQ 100 Index (^NDX) at 4.54%. This indicates that ARKI.L's price experiences larger fluctuations and is considered to be riskier than ^NDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARKI.L | ^NDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.69% | 4.54% | +4.15% |
Volatility (6M)Calculated over the trailing 6-month period | 19.68% | 12.18% | +7.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.20% | 16.08% | +12.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.91% | 22.59% | +8.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.91% | 22.52% | +8.39% |
Frequently Asked Questions
ARKI.L and ^NDX have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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