PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ARKM-USD vs. ARKX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ARKM-USD and ARKX is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

ARKM-USD vs. ARKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arkham (ARKM-USD) and ARK Space Exploration & Innovation ETF (ARKX). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%SeptemberOctoberNovemberDecember2025February
-38.46%
36.40%
ARKM-USD
ARKX

Key characteristics

Sharpe Ratio

ARKM-USD:

-0.69

ARKX:

1.68

Sortino Ratio

ARKM-USD:

-1.22

ARKX:

2.40

Omega Ratio

ARKM-USD:

0.89

ARKX:

1.28

Calmar Ratio

ARKM-USD:

0.00

ARKX:

1.14

Martin Ratio

ARKM-USD:

-2.12

ARKX:

10.23

Ulcer Index

ARKM-USD:

37.94%

ARKX:

3.83%

Daily Std Dev

ARKM-USD:

120.94%

ARKX:

23.39%

Max Drawdown

ARKM-USD:

-83.82%

ARKX:

-43.61%

Current Drawdown

ARKM-USD:

-83.62%

ARKX:

-3.35%

Returns By Period

In the year-to-date period, ARKM-USD achieves a -53.11% return, which is significantly lower than ARKX's 6.35% return.


ARKM-USD

YTD

-53.11%

1M

-45.40%

6M

-38.45%

1Y

-42.23%

5Y*

N/A

10Y*

N/A

ARKX

YTD

6.35%

1M

3.03%

6M

36.40%

1Y

41.61%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ARKM-USD vs. ARKX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ARKM-USD
The Risk-Adjusted Performance Rank of ARKM-USD is 66
Overall Rank
The Sharpe Ratio Rank of ARKM-USD is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of ARKM-USD is 22
Sortino Ratio Rank
The Omega Ratio Rank of ARKM-USD is 22
Omega Ratio Rank
The Calmar Ratio Rank of ARKM-USD is 1717
Calmar Ratio Rank
The Martin Ratio Rank of ARKM-USD is 33
Martin Ratio Rank

ARKX
The Risk-Adjusted Performance Rank of ARKX is 6464
Overall Rank
The Sharpe Ratio Rank of ARKX is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of ARKX is 6969
Sortino Ratio Rank
The Omega Ratio Rank of ARKX is 6363
Omega Ratio Rank
The Calmar Ratio Rank of ARKX is 4444
Calmar Ratio Rank
The Martin Ratio Rank of ARKX is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ARKM-USD vs. ARKX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Arkham (ARKM-USD) and ARK Space Exploration & Innovation ETF (ARKX). 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.


Sharpe ratio
The chart of Sharpe ratio for ARKM-USD, currently valued at -0.69, compared to the broader market0.002.004.006.00-0.692.30
The chart of Sortino ratio for ARKM-USD, currently valued at -1.22, compared to the broader market-1.000.001.002.003.004.005.00-1.223.06
The chart of Omega ratio for ARKM-USD, currently valued at 0.89, compared to the broader market0.901.001.101.201.301.401.500.891.37
The chart of Calmar ratio for ARKM-USD, currently valued at 0.00, compared to the broader market1.002.003.004.005.006.000.002.04
The chart of Martin ratio for ARKM-USD, currently valued at -2.12, compared to the broader market0.0010.0020.0030.0040.0050.00-2.1215.52
ARKM-USD
ARKX

The current ARKM-USD Sharpe Ratio is -0.69, which is lower than the ARKX Sharpe Ratio of 1.68. The chart below compares the historical Sharpe Ratios of ARKM-USD and ARKX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.69
2.30
ARKM-USD
ARKX

Drawdowns

ARKM-USD vs. ARKX - Drawdown Comparison

The maximum ARKM-USD drawdown since its inception was -83.82%, which is greater than ARKX's maximum drawdown of -43.61%. Use the drawdown chart below to compare losses from any high point for ARKM-USD and ARKX. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-83.62%
-3.35%
ARKM-USD
ARKX

Volatility

ARKM-USD vs. ARKX - Volatility Comparison

Arkham (ARKM-USD) has a higher volatility of 29.53% compared to ARK Space Exploration & Innovation ETF (ARKX) at 7.02%. This indicates that ARKM-USD's price experiences larger fluctuations and is considered to be riskier than ARKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
29.53%
7.02%
ARKM-USD
ARKX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab