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ARKI.L vs. ARKG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ARKI.L vs. ARKG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ARK Artificial Intelligence & Robotics UCITS ETF Class A USD Accumulation (ARKI.L) and ARK Genomic Revolution Multi-Sector ETF (ARKG). The values are adjusted to include any dividend payments, if applicable.

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ARKI.L vs. ARKG - Yearly Performance Comparison


Returns By Period

In the year-to-date period, ARKI.L achieves a -8.97% return, which is significantly lower than ARKG's -6.49% return.


ARKI.L

1D
4.96%
1M
-4.72%
YTD
-8.97%
6M
-12.16%
1Y
44.13%
3Y*
5Y*
10Y*

ARKG

1D
2.54%
1M
-9.43%
YTD
-6.49%
6M
-6.10%
1Y
34.11%
3Y*
-3.42%
5Y*
-21.16%
10Y*
4.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ARKI.L vs. ARKG - Expense Ratio Comparison

Both ARKI.L and ARKG have an expense ratio of 0.75%.


Return for Risk

ARKI.L vs. ARKG — Risk / Return Rank

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

ARKI.L
ARKI.L Risk / Return Rank: 6565
Overall Rank
ARKI.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
ARKI.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
ARKI.L Omega Ratio Rank: 6666
Omega Ratio Rank
ARKI.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
ARKI.L Martin Ratio Rank: 4949
Martin Ratio Rank

ARKG
ARKG Risk / Return Rank: 4040
Overall Rank
ARKG Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
ARKG Sortino Ratio Rank: 4949
Sortino Ratio Rank
ARKG Omega Ratio Rank: 3737
Omega Ratio Rank
ARKG Calmar Ratio Rank: 4141
Calmar Ratio Rank
ARKG Martin Ratio Rank: 3333
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ARKI.L vs. ARKG - 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 ARK Genomic Revolution Multi-Sector ETF (ARKG). 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.LARKGDifference

Sharpe ratio

Return per unit of total volatility

1.39

0.77

+0.62

Sortino ratio

Return per unit of downside risk

1.93

1.38

+0.55

Omega ratio

Gain probability vs. loss probability

1.25

1.16

+0.09

Calmar ratio

Return relative to maximum drawdown

1.72

1.11

+0.61

Martin ratio

Return relative to average drawdown

4.85

2.98

+1.88

ARKI.L vs. ARKG - Sharpe Ratio Comparison

The current ARKI.L Sharpe Ratio is 1.39, which is higher than the ARKG Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of ARKI.L and ARKG, 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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Sharpe Ratios by Period


ARKI.LARKGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

0.77

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

1.36

0.08

+1.28

Correlation

The correlation between ARKI.L and ARKG is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ARKI.L vs. ARKG - Dividend Comparison

Neither ARKI.L nor ARKG has paid dividends to shareholders.


TTM202520242023202220212020201920182017
ARKI.L
ARK Artificial Intelligence & Robotics UCITS ETF Class A USD Accumulation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ARKG
ARK Genomic Revolution Multi-Sector ETF
0.00%0.00%0.00%0.00%0.00%0.62%0.85%3.14%0.82%1.34%

Drawdowns

ARKI.L vs. ARKG - Drawdown Comparison

The maximum ARKI.L drawdown since its inception was -30.97%, smaller than the maximum ARKG drawdown of -83.59%. Use the drawdown chart below to compare losses from any high point for ARKI.L and ARKG.


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Drawdown Indicators


ARKI.LARKGDifference

Max Drawdown

Largest peak-to-trough decline

-30.97%

-83.59%

+52.62%

Max Drawdown (1Y)

Largest decline over 1 year

-24.05%

-27.51%

+3.46%

Max Drawdown (5Y)

Largest decline over 5 years

-80.18%

Max Drawdown (10Y)

Largest decline over 10 years

-83.59%

Current Drawdown

Current decline from peak

-19.54%

-75.76%

+56.22%

Average Drawdown

Average peak-to-trough decline

-6.33%

-35.32%

+28.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.53%

10.24%

-1.71%

Volatility

ARKI.L vs. ARKG - Volatility Comparison

The current volatility for ARK Artificial Intelligence & Robotics UCITS ETF Class A USD Accumulation (ARKI.L) is 9.00%, while ARK Genomic Revolution Multi-Sector ETF (ARKG) has a volatility of 13.41%. This indicates that ARKI.L experiences smaller price fluctuations and is considered to be less risky than ARKG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARKI.LARKGDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.00%

13.41%

-4.41%

Volatility (6M)

Calculated over the trailing 6-month period

21.70%

31.90%

-10.20%

Volatility (1Y)

Calculated over the trailing 1-year period

31.75%

44.84%

-13.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.09%

45.39%

-14.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.09%

40.94%

-9.85%