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 3 years, ARKM-USD returned -45.04%/yr vs 15.00%/yr for ARKK. At a 0.26 correlation, their price movements are largely independent.
Performance
ARKM-USD vs. ARKK - Performance Comparison
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Returns By Period
In the year-to-date period, ARKM-USD achieves a -37.94% return, which is significantly lower than ARKK's -2.24% return.
ARKM-USD
- 1D
- -0.36%
- 1M
- -16.45%
- 6M
- -47.53%
- YTD
- -37.94%
- 1Y
- -80.64%
- 3Y*
- -45.04%
- 5Y*
- —
- 10Y*
- —
ARKK
- 1D
- -1.92%
- 1M
- -4.19%
- 6M
- -7.93%
- YTD
- -2.24%
- 1Y
- -1.36%
- 3Y*
- 15.00%
- 5Y*
- -8.13%
- 10Y*
- 15.00%
ARKM-USD vs. ARKK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ARKM-USD Arkham | -37.94% | -87.37% | 136.81% | -21.72% |
ARKK ARK Innovation ETF | -2.24% | 35.49% | 8.40% | 6.29% |
Correlation
The correlation between ARKM-USD and ARKK is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.36 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2023 | 0.26 |
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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.
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.
| ARKM-USD | ARKK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.74 | ||
| Sortino ratioReturn per unit of downside risk | -1.61 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.02 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | -0.04 | -0.90 |
| Martin ratioReturn relative to average drawdown | -1.21 | -0.09 | -1.12 |
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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.
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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 | -97.63% | -39.56% | -58.07% |
Max Drawdown (5Y)Largest decline over 5 years | — | -76.27% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -80.97% | — |
Current DrawdownCurrent decline from peak | -97.26% | -51.31% | -45.95% |
Average DrawdownAverage peak-to-trough decline | -68.09% | -30.30% | -37.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 59.31% | 15.03% | +44.28% |
Volatility
ARKM-USD vs. ARKK - Volatility Comparison
Arkham (ARKM-USD) has a higher volatility of 15.03% compared to ARK Innovation ETF (ARKK) at 9.23%. 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.
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Volatility by Period
| ARKM-USD | ARKK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.03% | 9.23% | +5.80% |
Volatility (6M)Calculated over the trailing 6-month period | 67.11% | 27.18% | +39.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 86.60% | 36.36% | +50.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 102.87% | 46.49% | +56.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 102.87% | 40.42% | +62.45% |
Frequently Asked Questions
ARKM-USD and ARKK have a correlation of 0.36, 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 (15.03%) compared to ARKK (9.23%). In terms of maximum drawdown, ARKM-USD dropped -97.63% vs ARKK's -80.97%.
ARKK currently has the higher Sharpe Ratio (-0.04 vs -0.77), 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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