ARKK vs. ETH-USD
ARKK (ARK Innovation ETF) is Technology Equities fund actively managed by ARK, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 10 years, ARKK returned 15.90%/yr vs 60.88%/yr for ETH-USD. At a 0.20 correlation, their price movements are largely independent.
Performance
ARKK vs. ETH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, ARKK achieves a -0.31% return, which is significantly higher than ETH-USD's -43.74% return. Over the past 10 years, ARKK has underperformed ETH-USD with an annualized return of 15.90%, while ETH-USD has yielded a comparatively higher 60.88% annualized return.
ARKK
- 1D
- -2.23%
- 1M
- 0.37%
- YTD
- -0.31%
- 6M
- -4.76%
- 1Y
- 11.37%
- 3Y*
- 22.42%
- 5Y*
- -9.10%
- 10Y*
- 15.90%
ETH-USD
- 1D
- -3.30%
- 1M
- -20.41%
- YTD
- -43.74%
- 6M
- -43.66%
- 1Y
- -30.82%
- 3Y*
- -3.82%
- 5Y*
- -3.44%
- 10Y*
- 60.88%
ARKK vs. ETH-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARKK ARK Innovation ETF | -0.31% | 35.49% | 8.40% | 69.04% | -66.97% | -23.60% | 152.71% | 35.08% | 3.52% | 87.33% |
ETH-USD Ethereum | -43.74% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
Correlation
The correlation between ARKK and ETH-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 | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.20 |
Over the past year, ARKK and ETH-USD have become more correlated (0.49) than their long-term average of 0.20, meaning their price movements have been converging.
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Return for Risk
ARKK vs. ETH-USD — Risk / Return Rank
ARKK
ETH-USD
ARKK vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ARK Innovation ETF (ARKK) and Ethereum (ETH-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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ARKK | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.78 | ||
| Sortino ratioReturn per unit of downside risk | +1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 0.97 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.36 | -0.46 | +0.82 |
| Martin ratioReturn relative to average drawdown | 0.78 | -0.76 | +1.54 |
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Drawdowns
ARKK vs. ETH-USD - Drawdown Comparison
The maximum ARKK drawdown since its inception was -80.97%, smaller than the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for ARKK and ETH-USD.
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Drawdown Indicators
| ARKK | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.97% | -94.01% | +13.04% |
Max Drawdown (1Y)Largest decline over 1 year | -31.35% | -67.53% | +36.18% |
Max Drawdown (3Y)Largest decline over 3 years | -39.56% | -67.53% | +27.97% |
Max Drawdown (5Y)Largest decline over 5 years | -77.23% | -79.35% | +2.12% |
Max Drawdown (10Y)Largest decline over 10 years | -80.97% | -94.01% | +13.04% |
Current DrawdownCurrent decline from peak | -50.35% | -65.45% | +15.10% |
Average DrawdownAverage peak-to-trough decline | -30.20% | -50.93% | +20.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.57% | 41.14% | -26.57% |
Volatility
ARKK vs. ETH-USD - Volatility Comparison
The current volatility for ARK Innovation ETF (ARKK) is 12.53%, while Ethereum (ETH-USD) has a volatility of 18.13%. This indicates that ARKK experiences smaller price fluctuations and is considered to be less risky than ETH-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 | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.53% | 18.13% | -5.60% |
Volatility (6M)Calculated over the trailing 6-month period | 26.71% | 46.20% | -19.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.20% | 56.03% | -19.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.46% | 59.16% | -12.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.40% | 77.04% | -36.64% |
Frequently Asked Questions
ARKK and ETH-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.
ETH-USD has higher volatility (18.13%) compared to ARKK (12.53%). In terms of maximum drawdown, ARKK dropped -80.97% vs ETH-USD's -94.01%.
ARKK currently has the higher Sharpe Ratio (0.32 vs -0.46), 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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