ARKM-USD vs. ARKK
ARKM-USD (Arkham) is a cryptocurrency, while ARKK (ARK Innovation ETF) is Technology Equities fund actively managed by ARK. Over the past year, ARKM-USD returned -74.59% vs 32.17% for ARKK. At a 0.26 correlation, their price movements are largely independent.
Performance
ARKM-USD vs. ARKK - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ARKM-USD achieves a -23.48% return, which is significantly lower than ARKK's -3.16% return.
ARKM-USD
- 1D
- -8.90%
- 1M
- 8.87%
- YTD
- -23.48%
- 6M
- -42.53%
- 1Y
- -74.59%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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%
ARKM-USD vs. ARKK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ARKM-USD Arkham | -23.48% | -87.37% | 136.81% | -10.53% |
ARKK ARK Innovation ETF | -3.16% | 35.49% | 8.40% | 5.91% |
Correlation
The correlation between ARKM-USD and ARKK is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 2023 | 0.26 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ARKM-USD vs. ARKK — Risk / Return Rank
ARKM-USD
ARKK
ARKM-USD vs. ARKK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Arkham (ARKM-USD) and ARK Innovation ETF (ARKK). 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.
| ARKM-USD | ARKK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.58 | ||
| Sortino ratioReturn per unit of downside risk | -2.42 | ||
| Omega ratioGain probability vs. loss probability | 0.90 | 1.16 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | -0.87 | 1.03 | -1.90 |
| Martin ratioReturn relative to average drawdown | -1.23 | 2.28 | -3.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ARKM-USD | ARKK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.70 | 0.87 | -1.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.16 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.37 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.34 | 0.34 | -0.67 |
Drawdowns
ARKM-USD vs. ARKK - Drawdown Comparison
The maximum ARKM-USD drawdown since its inception was -97.63%, which is greater than ARKK's maximum drawdown of -80.97%. Use the drawdown chart below to compare losses from any high point for ARKM-USD and ARKK.
Loading charts...
Drawdown Indicators
| ARKM-USD | ARKK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.63% | -80.97% | -16.66% |
Max Drawdown (1Y)Largest decline over 1 year | -85.89% | -31.35% | -54.54% |
Max Drawdown (3Y)Largest decline over 3 years | — | -39.56% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -77.23% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -80.97% | — |
Current DrawdownCurrent decline from peak | -96.63% | -51.77% | -44.86% |
Average DrawdownAverage peak-to-trough decline | -65.77% | -30.13% | -35.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 67.28% | 14.14% | +53.14% |
Volatility
ARKM-USD vs. ARKK - Volatility Comparison
Arkham (ARKM-USD) has a higher volatility of 34.52% compared to ARK Innovation ETF (ARKK) at 11.30%. This indicates that ARKM-USD's price experiences larger fluctuations and is considered to be riskier than ARKK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ARKM-USD | ARKK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 34.52% | 11.30% | +23.22% |
Volatility (6M)Calculated over the trailing 6-month period | 67.73% | 26.00% | +41.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 88.42% | 37.11% | +51.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 104.01% | 46.38% | +57.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 104.01% | 40.32% | +63.69% |
Frequently Asked Questions
ARKM-USD and ARKK have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ARKM-USD has higher volatility (34.52%) compared to ARKK (11.30%). In terms of maximum drawdown, ARKM-USD dropped -97.63% vs ARKK's -80.97%.
ARKK currently has the higher Sharpe Ratio (0.87 vs -0.70), 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.
Find the right allocation for ARKM-USD and ARKK
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer