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

Correlation

The correlation between ARKK and ARKG 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

ARKK vs. ARKG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ARK Innovation ETF (ARKK) and ARK Genomic Revolution Multi-Sector ETF (ARKG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ARKK:

0.37

ARKG:

-0.34

Sortino Ratio

ARKK:

0.71

ARKG:

-0.22

Omega Ratio

ARKK:

1.09

ARKG:

0.98

Calmar Ratio

ARKK:

0.17

ARKG:

-0.19

Martin Ratio

ARKK:

0.94

ARKG:

-1.13

Ulcer Index

ARKK:

13.61%

ARKG:

14.39%

Daily Std Dev

ARKK:

44.13%

ARKG:

46.39%

Max Drawdown

ARKK:

-80.91%

ARKG:

-83.59%

Current Drawdown

ARKK:

-66.66%

ARKG:

-81.09%

Returns By Period

In the year-to-date period, ARKK achieves a -9.55% return, which is significantly higher than ARKG's -10.26% return. Over the past 10 years, ARKK has outperformed ARKG with an annualized return of 10.54%, while ARKG has yielded a comparatively lower 0.04% annualized return.


ARKK

YTD

-9.55%

1M

15.32%

6M

-5.03%

1Y

19.64%

5Y*

-2.34%

10Y*

10.54%

ARKG

YTD

-10.26%

1M

9.14%

6M

-18.40%

1Y

-15.14%

5Y*

-14.24%

10Y*

0.04%

*Annualized

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ARKK vs. ARKG - Expense Ratio Comparison

Both ARKK and ARKG have an expense ratio of 0.75%.


Risk-Adjusted Performance

ARKK vs. ARKG — Risk-Adjusted Performance Rank

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

ARKK
The Risk-Adjusted Performance Rank of ARKK is 4444
Overall Rank
The Sharpe Ratio Rank of ARKK is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of ARKK is 5151
Sortino Ratio Rank
The Omega Ratio Rank of ARKK is 4646
Omega Ratio Rank
The Calmar Ratio Rank of ARKK is 3333
Calmar Ratio Rank
The Martin Ratio Rank of ARKK is 4040
Martin Ratio Rank

ARKG
The Risk-Adjusted Performance Rank of ARKG is 88
Overall Rank
The Sharpe Ratio Rank of ARKG is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of ARKG is 1010
Sortino Ratio Rank
The Omega Ratio Rank of ARKG is 1010
Omega Ratio Rank
The Calmar Ratio Rank of ARKG is 1010
Calmar Ratio Rank
The Martin Ratio Rank of ARKG is 44
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ARKK vs. ARKG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ARK Innovation ETF (ARKK) 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.


The current ARKK Sharpe Ratio is 0.37, which is higher than the ARKG Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of ARKK 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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Dividends

ARKK vs. ARKG - Dividend Comparison

Neither ARKK nor ARKG has paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
ARKK
ARK Innovation ETF
0.00%0.00%0.00%0.00%0.83%1.31%0.38%3.14%1.32%0.00%2.27%
ARKG
ARK Genomic Revolution Multi-Sector ETF
0.00%0.00%0.00%0.00%0.62%0.85%3.14%1.94%1.34%0.00%0.00%

Drawdowns

ARKK vs. ARKG - Drawdown Comparison

The maximum ARKK drawdown since its inception was -80.91%, roughly equal to the maximum ARKG drawdown of -83.59%. Use the drawdown chart below to compare losses from any high point for ARKK and ARKG. For additional features, visit the drawdowns tool.


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Volatility

ARKK vs. ARKG - Volatility Comparison

The current volatility for ARK Innovation ETF (ARKK) is 12.51%, while ARK Genomic Revolution Multi-Sector ETF (ARKG) has a volatility of 16.69%. This indicates that ARKK 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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