ARKK vs. BTC-USD
ARKK (ARK Innovation ETF) is Technology Equities fund actively managed by ARK, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, ARKK returned 14.98%/yr vs 59.37%/yr for BTC-USD. At a 0.22 correlation, their price movements are largely independent.
Performance
ARKK vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, ARKK achieves a -3.16% return, which is significantly higher than BTC-USD's -29.97% return. Over the past 10 years, ARKK has underperformed BTC-USD with an annualized return of 14.98%, while BTC-USD has yielded a comparatively higher 59.37% annualized return.
ARKK
- 1D
- -6.97%
- 1M
- -6.40%
- YTD
- -3.16%
- 6M
- -9.06%
- 1Y
- 32.17%
- 3Y*
- 20.73%
- 5Y*
- -7.16%
- 10Y*
- 14.98%
BTC-USD
- 1D
- -3.97%
- 1M
- -24.76%
- YTD
- -29.97%
- 6M
- -31.42%
- 1Y
- -39.67%
- 3Y*
- 31.02%
- 5Y*
- 11.35%
- 10Y*
- 59.37%
ARKK vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARKK ARK Innovation ETF | -3.16% | 35.49% | 8.40% | 69.04% | -66.97% | -23.60% | 152.71% | 35.08% | 3.52% | 87.33% |
BTC-USD Bitcoin | -29.97% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between ARKK and BTC-USD is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2014 | 0.22 |
Over the past year, ARKK and BTC-USD have become more correlated (0.49) than their long-term average of 0.22, meaning their price movements have been converging.
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Return for Risk
ARKK vs. BTC-USD — Risk / Return Rank
ARKK
BTC-USD
ARKK vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ARK Innovation ETF (ARKK) and Bitcoin (BTC-USD). 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.
| ARKK | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.80 | ||
| Sortino ratioReturn per unit of downside risk | +2.69 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 0.87 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.03 | -0.78 | +1.81 |
| Martin ratioReturn relative to average drawdown | 2.28 | -1.39 | +3.67 |
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
| ARKK | BTC-USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | -0.93 | +1.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.16 | 0.21 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.87 | -0.50 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 1.13 | -0.79 |
Drawdowns
ARKK vs. BTC-USD - Drawdown Comparison
The maximum ARKK drawdown since its inception was -80.97%, smaller than the maximum BTC-USD drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for ARKK and BTC-USD.
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Drawdown Indicators
| ARKK | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.97% | -85.30% | +4.33% |
Max Drawdown (1Y)Largest decline over 1 year | -31.35% | -50.87% | +19.52% |
Max Drawdown (3Y)Largest decline over 3 years | -39.56% | -50.87% | +11.31% |
Max Drawdown (5Y)Largest decline over 5 years | -77.23% | -76.67% | -0.56% |
Max Drawdown (10Y)Largest decline over 10 years | -80.97% | -83.80% | +2.83% |
Current DrawdownCurrent decline from peak | -51.77% | -50.87% | -0.90% |
Average DrawdownAverage peak-to-trough decline | -30.13% | -42.29% | +12.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.14% | 34.02% | -19.88% |
Volatility
ARKK vs. BTC-USD - Volatility Comparison
ARK Innovation ETF (ARKK) has a higher volatility of 11.30% compared to Bitcoin (BTC-USD) at 10.54%. This indicates that ARKK's price experiences larger fluctuations and is considered to be riskier than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARKK | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.30% | 10.54% | +0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 26.00% | 34.26% | -8.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.11% | 35.65% | +1.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.38% | 44.98% | +1.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.32% | 56.70% | -16.38% |
Frequently Asked Questions
ARKK and BTC-USD have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ARKK has higher volatility (11.30%) compared to BTC-USD (10.54%). In terms of maximum drawdown, ARKK dropped -80.97% vs BTC-USD's -85.30%.
ARKK currently has the higher Sharpe Ratio (0.87 vs -0.93), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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