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ARKO vs. QCLN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ARKO and QCLN is 0.35, 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.

ARKO vs. QCLN

Last updated May 30, 2025

Compare and contrast key facts about Arko Corp. (ARKO) and First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN).

QCLN is a passively managed fund by First Trust that tracks the performance of the NASDAQ Clean Edge Green Energy. It was launched on Feb 8, 2007.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ARKO or QCLN.

Performance

ARKO vs. QCLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arko Corp. (ARKO) and First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ARKO:

-0.27

QCLN:

-0.47

Sortino Ratio

ARKO:

0.03

QCLN:

-0.55

Omega Ratio

ARKO:

1.00

QCLN:

0.94

Calmar Ratio

ARKO:

-0.26

QCLN:

-0.26

Martin Ratio

ARKO:

-0.73

QCLN:

-1.12

Ulcer Index

ARKO:

23.51%

QCLN:

16.51%

Daily Std Dev

ARKO:

59.79%

QCLN:

36.51%

Max Drawdown

ARKO:

-66.07%

QCLN:

-76.18%

Current Drawdown

ARKO:

-58.12%

QCLN:

-64.74%

Returns By Period

In the year-to-date period, ARKO achieves a -31.12% return, which is significantly lower than QCLN's -10.05% return.

ARKO

YTD

-31.12%

1M

10.44%

6M

-37.05%

1Y

-16.25%

3Y*

-19.34%

5Y*

-13.78%

10Y*

N/A

QCLN

YTD

-10.05%

1M

7.85%

6M

-13.05%

1Y

-17.15%

3Y*

-18.11%

5Y*

3.01%

10Y*

5.23%

*Annualized

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Arko Corp.

First Trust NASDAQ Clean Edge Green Energy Index Fund

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

Risk-Adjusted Performance

ARKO vs. QCLN — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ARKO
The Risk-Adjusted Performance Rank of ARKO is 3535
Overall Rank
The Sharpe Ratio Rank of ARKO is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of ARKO is 3636
Sortino Ratio Rank
The Omega Ratio Rank of ARKO is 3636
Omega Ratio Rank
The Calmar Ratio Rank of ARKO is 3434
Calmar Ratio Rank
The Martin Ratio Rank of ARKO is 3434
Martin Ratio Rank
QCLN
The Risk-Adjusted Performance Rank of QCLN is 44
Overall Rank
The Sharpe Ratio Rank of QCLN is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of QCLN is 44
Sortino Ratio Rank
The Omega Ratio Rank of QCLN is 55
Omega Ratio Rank
The Calmar Ratio Rank of QCLN is 66
Calmar Ratio Rank
The Martin Ratio Rank of QCLN is 33
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.

ARKO vs. QCLN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Arko Corp. (ARKO) and First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN). 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 ARKO Sharpe Ratio is -0.27, which is higher than the QCLN Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of ARKO and QCLN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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

Dividends

ARKO vs. QCLN - Dividend Comparison

ARKO's dividend yield for the trailing twelve months is around 2.68%, more than QCLN's 1.03% yield.

TTM20242023202220212020201920182017201620152014
ARKO
Arko Corp.		2.68%1.82%1.45%1.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QCLN
First Trust NASDAQ Clean Edge Green Energy Index Fund		1.03%0.87%0.76%0.33%0.01%0.30%0.85%1.03%0.45%1.25%0.72%0.78%

Drawdowns

ARKO vs. QCLN - Drawdown Comparison

The maximum ARKO drawdown since its inception was -66.07%, smaller than the maximum QCLN drawdown of -76.18%. Use the drawdown chart below to compare losses from any high point for ARKO and QCLN.

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

Volatility

ARKO vs. QCLN - Volatility Comparison

Arko Corp. (ARKO) has a higher volatility of 17.40% compared to First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN) at 10.27%. This indicates that ARKO's price experiences larger fluctuations and is considered to be riskier than QCLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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