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ARKO vs. QCLN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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ARKO vs. QCLN - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
ARKO
Arko Corp.
26.64%-29.28%-18.58%-3.26%-0.27%-2.56%-10.46%1.53%
QCLN
First Trust NASDAQ Clean Edge Green Energy Index Fund
5.17%31.81%-18.86%-10.02%-30.37%-3.21%184.00%13.10%

Returns By Period

In the year-to-date period, ARKO achieves a 26.64% return, which is significantly higher than QCLN's 5.17% return.


ARKO

1D
2.88%
1M
-8.74%
YTD
26.64%
6M
26.95%
1Y
45.38%
3Y*
-10.49%
5Y*
-8.86%
10Y*

QCLN

1D
0.90%
1M
-4.61%
YTD
5.17%
6M
8.63%
1Y
61.08%
3Y*
-2.97%
5Y*
-7.09%
10Y*
12.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ARKO vs. QCLN — Risk / Return Rank

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

ARKO
ARKO Risk / Return Rank: 7070
Overall Rank
ARKO Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
ARKO Sortino Ratio Rank: 6969
Sortino Ratio Rank
ARKO Omega Ratio Rank: 6565
Omega Ratio Rank
ARKO Calmar Ratio Rank: 7474
Calmar Ratio Rank
ARKO Martin Ratio Rank: 7171
Martin Ratio Rank

QCLN
QCLN Risk / Return Rank: 8484
Overall Rank
QCLN Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
QCLN Sortino Ratio Rank: 8282
Sortino Ratio Rank
QCLN Omega Ratio Rank: 7171
Omega Ratio Rank
QCLN Calmar Ratio Rank: 9494
Calmar Ratio Rank
QCLN Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ARKO vs. QCLN - Risk-Adjusted Trends 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.


ARKOQCLNDifference

Sharpe ratio

Return per unit of total volatility

0.88

1.63

-0.75

Sortino ratio

Return per unit of downside risk

1.59

2.23

-0.64

Omega ratio

Gain probability vs. loss probability

1.19

1.27

-0.09

Calmar ratio

Return relative to maximum drawdown

1.80

3.97

-2.18

Martin ratio

Return relative to average drawdown

3.84

12.27

-8.43

ARKO vs. QCLN - Sharpe Ratio Comparison

The current ARKO Sharpe Ratio is 0.88, which is lower than the QCLN Sharpe Ratio of 1.63. 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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Sharpe Ratios by Period


ARKOQCLNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

1.63

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

-0.19

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

0.15

-0.27

Correlation

The correlation between ARKO and QCLN is 0.32, 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.


Dividends

ARKO vs. QCLN - Dividend Comparison

ARKO's dividend yield for the trailing twelve months is around 2.10%, more than QCLN's 0.21% yield.


TTM20252024202320222021202020192018201720162015
ARKO
Arko Corp.
2.10%2.64%1.82%1.45%1.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QCLN
First Trust NASDAQ Clean Edge Green Energy Index Fund
0.21%0.25%0.87%0.76%0.33%0.01%0.30%0.85%1.03%0.45%1.24%0.72%

Drawdowns

ARKO vs. QCLN - Drawdown Comparison

The maximum ARKO drawdown since its inception was -77.23%, roughly equal to 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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Drawdown Indicators


ARKOQCLNDifference

Max Drawdown

Largest peak-to-trough decline

-77.23%

-76.18%

-1.05%

Max Drawdown (1Y)

Largest decline over 1 year

-26.92%

-16.18%

-10.74%

Max Drawdown (5Y)

Largest decline over 5 years

-66.07%

-69.49%

+3.42%

Max Drawdown (10Y)

Largest decline over 10 years

-71.73%

Current Drawdown

Current decline from peak

-63.45%

-45.67%

-17.78%

Average Drawdown

Average peak-to-trough decline

-51.18%

-43.54%

-7.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.58%

5.24%

+7.34%

Volatility

ARKO vs. QCLN - Volatility Comparison

Arko Corp. (ARKO) and First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN) have volatilities of 13.85% and 13.73%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARKOQCLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.85%

13.73%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

34.02%

27.33%

+6.69%

Volatility (1Y)

Calculated over the trailing 1-year period

51.75%

37.76%

+13.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.50%

37.87%

+7.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.66%

34.62%

+22.04%