ARKK vs. BRK-B

In the year-to-date period, ARKK achieves a -8.58% return, which is significantly lower than BRK-B's 19.09% return. Over the past 10 years, ARKK has underperformed BRK-B with an annualized return of 10.78%, while BRK-B has yielded a comparatively higher 14.12% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for ARK Innovation ETF (ARKK) and Berkshire Hathaway Inc. (BRK-B). 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 0.44, which is lower than the BRK-B Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of ARKK and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither ARKK nor BRK-B has paid dividends to shareholders.

The maximum ARKK drawdown since its inception was -80.91%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for ARKK and BRK-B. For additional features, visit the drawdowns tool.

ARK Innovation ETF (ARKK) has a higher volatility of 22.83% compared to Berkshire Hathaway Inc. (BRK-B) at 10.96%. This indicates that ARKK's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.