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ARKO vs. QCLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ARKO vs. QCLN

Last updated Jun 25, 2026

ARKO (Arko Corp.) is a stock, while QCLN (First Trust NASDAQ Clean Edge Green Energy Index Fund) is Alternative Energy Equities fund tracking the Nasdaq Clean Edge Green Energy Index. Over the past 5 years, ARKO returned -2.13%/yr vs -1.46%/yr for QCLN. At a 0.31 correlation, their price movements are largely independent.

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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Returns By Period

In the year-to-date period, ARKO achieves a 71.21% return, which is significantly higher than QCLN's 35.74% return.

ARKO

1D
-0.13%
1M
0.92%
YTD
71.21%
6M
66.44%
1Y
64.41%
3Y*
2.28%
5Y*
-2.13%
10Y*
—

QCLN

1D
-1.06%
1M
-4.54%
YTD
35.74%
6M
29.75%
1Y
86.43%
3Y*
8.46%
5Y*
-1.46%
10Y*
16.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ARKO vs. QCLN - Yearly Performance Comparison

2026 (YTD)2025202420232022202120202019
ARKO
Arko Corp.		71.21%-29.28%-18.58%-3.26%-0.27%-2.56%-10.46%1.94%
QCLN
First Trust NASDAQ Clean Edge Green Energy Index Fund		35.74%31.81%-18.86%-10.02%-30.37%-3.21%184.00%14.18%

Correlation

The correlation between ARKO and QCLN is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.33

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Jul 23, 2019

0.31

The correlation between ARKO and QCLN shifts across timeframes, from 0.13 (1 year) to 0.36 (5 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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Arko Corp.

First Trust NASDAQ Clean Edge Green Energy Index Fund

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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: 7979
Overall Rank
ARKO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
ARKO Sortino Ratio Rank: 7878
Sortino Ratio Rank
ARKO Omega Ratio Rank: 7575
Omega Ratio Rank
ARKO Calmar Ratio Rank: 8080
Calmar Ratio Rank
ARKO Martin Ratio Rank: 8181
Martin Ratio Rank
QCLN
QCLN Risk / Return Rank: 7979
Overall Rank
QCLN Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
QCLN Sortino Ratio Rank: 6868
Sortino Ratio Rank
QCLN Omega Ratio Rank: 6565
Omega Ratio Rank
QCLN Calmar Ratio Rank: 9191
Calmar Ratio Rank
QCLN Martin Ratio Rank: 8787
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.

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.

ARKOQCLNDifference
Sharpe ratioReturn per unit of total volatility
1.33
2.32

-0.99

Sortino ratioReturn per unit of downside risk
2.04
2.77

-0.73

Omega ratioGain probability vs. loss probability

1.24

1.35

-0.11

Calmar ratioReturn relative to maximum drawdown

2.45

5.30

-2.85

Martin ratioReturn relative to average drawdown

6.08

16.86

-10.78

ARKO vs. QCLN - Sharpe Ratio Comparison

The current ARKO Sharpe Ratio is 1.33, which is lower than the QCLN Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of ARKO and QCLN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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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

-26.40%

-16.40%

-10.00%

Max Drawdown (3Y)

Largest decline over 3 years

-55.20%

-56.08%

+0.88%

Max Drawdown (5Y)

Largest decline over 5 years

-64.24%

-69.49%

+5.25%

Max Drawdown (10Y)

Largest decline over 10 years

—

-71.73%

—

Current Drawdown

Current decline from peak

-50.58%

-29.88%

-20.70%

Average Drawdown

Average peak-to-trough decline

-51.29%

-43.39%

-7.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.84%

5.14%

+5.70%

Volatility

ARKO vs. QCLN - Volatility Comparison

The current volatility for Arko Corp. (ARKO) is 14.83%, while First Trust NASDAQ Clean Edge Green Energy Index Fund (QCLN) has a volatility of 17.65%. This indicates that ARKO experiences smaller price fluctuations and is considered to be less risky than QCLN based on this measure. 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

14.83%

17.65%

-2.82%

Volatility (6M)

Calculated over the trailing 6-month period

33.24%

29.87%

+3.37%

Volatility (1Y)

Calculated over the trailing 1-year period

49.00%

37.47%

+11.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.23%

38.54%

+7.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.38%

35.21%

+21.17%

Dividends

ARKO vs. QCLN - Dividend Comparison

ARKO's dividend yield for the trailing twelve months is around 1.56%, more than QCLN's 0.17% yield.

PositionTTM20252024202320222021202020192018201720162015
ARKO
Arko Corp.		1.56%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		0.17%0.25%0.87%0.76%0.33%0.01%0.30%0.85%1.03%0.45%1.24%0.72%

Frequently Asked Questions

ARKO and QCLN have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QCLN has higher volatility (17.65%) compared to ARKO (14.83%). In terms of maximum drawdown, ARKO dropped -77.23% vs QCLN's -76.18%.

QCLN currently has the higher Sharpe Ratio (2.32 vs 1.33), 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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