PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
ARKM-USD vs. ARKX
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ARKM-USD and ARKX is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

ARKM-USD vs. ARKX

Last updated Jun 1, 2025

Compare and contrast key facts about Arkham (ARKM-USD) and ARK Space Exploration & Innovation ETF (ARKX).

ARKX is an actively managed fund by ARK Investment Management. It was launched on Mar 30, 2021.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ARKM-USD or ARKX.

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.

Loading data...

Key characteristics

Sharpe Ratio

ARKM-USD:

-0.67

ARKX:

1.26

Sortino Ratio

ARKM-USD:

-0.44

ARKX:

1.82

Omega Ratio

ARKM-USD:

0.96

ARKX:

1.22

Calmar Ratio

ARKM-USD:

0.00

ARKX:

1.06

Martin Ratio

ARKM-USD:

-1.18

ARKX:

4.63

Ulcer Index

ARKM-USD:

56.60%

ARKX:

7.83%

Daily Std Dev

ARKM-USD:

97.70%

ARKX:

30.69%

Max Drawdown

ARKM-USD:

-89.58%

ARKX:

-43.61%

Current Drawdown

ARKM-USD:

-86.18%

ARKX:

-2.84%

Returns By Period

In the year-to-date period, ARKM-USD achieves a -60.44% return, which is significantly lower than ARKX's 6.92% return.

ARKM-USD

YTD

-60.44%

1M

-7.68%

6M

-77.30%

1Y

-78.97%

3Y*

N/A

5Y*

N/A

10Y*

N/A

ARKX

YTD

6.92%

1M

11.01%

6M

3.47%

1Y

37.30%

3Y*

11.91%

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.

Arkham

ARK Space Exploration & Innovation ETF

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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 1717
Overall Rank
The Sharpe Ratio Rank of ARKM-USD is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of ARKM-USD is 1616
Sortino Ratio Rank
The Omega Ratio Rank of ARKM-USD is 1717
Omega Ratio Rank
The Calmar Ratio Rank of ARKM-USD is 2323
Calmar Ratio Rank
The Martin Ratio Rank of ARKM-USD is 1717
Martin Ratio Rank
ARKX
The Risk-Adjusted Performance Rank of ARKX is 8383
Overall Rank
The Sharpe Ratio Rank of ARKX is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of ARKX is 8686
Sortino Ratio Rank
The Omega Ratio Rank of ARKX is 8080
Omega Ratio Rank
The Calmar Ratio Rank of ARKX is 8181
Calmar Ratio Rank
The Martin Ratio Rank of ARKX is 8282
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.

The current ARKM-USD Sharpe Ratio is -0.67, which is lower than the ARKX Sharpe Ratio of 1.26. 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.

Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

ARKM-USD vs. ARKX - Drawdown Comparison

The maximum ARKM-USD drawdown since its inception was -89.58%, 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.

Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ARKM-USD vs. ARKX - Volatility Comparison

Arkham (ARKM-USD) has a higher volatility of 38.86% compared to ARK Space Exploration & Innovation ETF (ARKX) at 8.12%. 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.

Loading data...