PortfoliosLab logoPortfoliosLab logo
ARKI.L vs. QTUM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ARKI.L vs. QTUM - 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 Defiance Quantum ETF (QTUM). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

ARKI.L vs. QTUM - Yearly Performance Comparison


2026 (YTD)20252024
ARKI.L
ARK Artificial Intelligence & Robotics UCITS ETF Class A USD Accumulation
-8.97%38.42%58.43%
QTUM
Defiance Quantum ETF
-0.14%36.65%47.81%

Returns By Period

In the year-to-date period, ARKI.L achieves a -8.97% return, which is significantly lower than QTUM's -0.14% return.


ARKI.L

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

QTUM

1D
1.85%
1M
-6.11%
YTD
-0.14%
6M
3.08%
1Y
47.58%
3Y*
34.18%
5Y*
18.84%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


ARKI.L vs. QTUM - Expense Ratio Comparison

ARKI.L has a 0.75% expense ratio, which is higher than QTUM's 0.40% expense ratio.


Return for Risk

ARKI.L vs. QTUM — 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

QTUM
QTUM Risk / Return Rank: 8484
Overall Rank
QTUM Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
QTUM Sortino Ratio Rank: 8383
Sortino Ratio Rank
QTUM Omega Ratio Rank: 7777
Omega Ratio Rank
QTUM Calmar Ratio Rank: 9191
Calmar Ratio Rank
QTUM Martin Ratio Rank: 8888
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. QTUM - 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 Defiance Quantum ETF (QTUM). 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.LQTUMDifference

Sharpe ratio

Return per unit of total volatility

1.39

1.61

-0.22

Sortino ratio

Return per unit of downside risk

1.93

2.24

-0.31

Omega ratio

Gain probability vs. loss probability

1.25

1.30

-0.05

Calmar ratio

Return relative to maximum drawdown

1.72

3.16

-1.44

Martin ratio

Return relative to average drawdown

4.85

11.08

-6.22

ARKI.L vs. QTUM - Sharpe Ratio Comparison

The current ARKI.L Sharpe Ratio is 1.39, which is comparable to the QTUM Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of ARKI.L and QTUM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


ARKI.LQTUMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

1.61

-0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

1.36

0.84

+0.52

Correlation

The correlation between ARKI.L and QTUM is 0.55, 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.


Dividends

ARKI.L vs. QTUM - Dividend Comparison

ARKI.L has not paid dividends to shareholders, while QTUM's dividend yield for the trailing twelve months is around 1.07%.


TTM20252024202320222021202020192018
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%
QTUM
Defiance Quantum ETF
1.07%1.01%0.61%0.81%1.46%0.48%0.42%0.61%0.21%

Drawdowns

ARKI.L vs. QTUM - Drawdown Comparison

The maximum ARKI.L drawdown since its inception was -30.97%, smaller than the maximum QTUM drawdown of -38.45%. Use the drawdown chart below to compare losses from any high point for ARKI.L and QTUM.


Loading graphics...

Drawdown Indicators


ARKI.LQTUMDifference

Max Drawdown

Largest peak-to-trough decline

-30.97%

-38.45%

+7.48%

Max Drawdown (1Y)

Largest decline over 1 year

-24.05%

-15.26%

-8.79%

Max Drawdown (5Y)

Largest decline over 5 years

-38.45%

Current Drawdown

Current decline from peak

-19.54%

-9.34%

-10.20%

Average Drawdown

Average peak-to-trough decline

-6.33%

-8.40%

+2.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.53%

4.36%

+4.17%

Volatility

ARKI.L vs. QTUM - Volatility Comparison

The current volatility for ARK Artificial Intelligence & Robotics UCITS ETF Class A USD Accumulation (ARKI.L) is 9.00%, while Defiance Quantum ETF (QTUM) has a volatility of 9.77%. This indicates that ARKI.L experiences smaller price fluctuations and is considered to be less risky than QTUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


ARKI.LQTUMDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.00%

9.77%

-0.77%

Volatility (6M)

Calculated over the trailing 6-month period

21.70%

20.87%

+0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

31.75%

29.70%

+2.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.09%

26.21%

+4.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.09%

27.05%

+4.04%