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ARKQ vs. ARKG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

ARKQ vs. ARKG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ARK Autonomous Technology & Robotics ETF (ARKQ) and ARK Genomic Revolution Multi-Sector ETF (ARKG). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
29.59%
-9.51%
ARKQ
ARKG

Returns By Period

In the year-to-date period, ARKQ achieves a 24.25% return, which is significantly higher than ARKG's -29.23% return. Over the past 10 years, ARKQ has outperformed ARKG with an annualized return of 14.21%, while ARKG has yielded a comparatively lower 2.20% annualized return.


ARKQ

YTD

24.25%

1M

15.50%

6M

29.59%

1Y

37.76%

5Y (annualized)

16.37%

10Y (annualized)

14.21%

ARKG

YTD

-29.23%

1M

-3.53%

6M

-9.51%

1Y

-15.87%

5Y (annualized)

-5.83%

10Y (annualized)

2.20%

Key characteristics


ARKQARKG
Sharpe Ratio1.50-0.36
Sortino Ratio2.08-0.27
Omega Ratio1.250.97
Calmar Ratio0.77-0.18
Martin Ratio5.23-0.64
Ulcer Index7.27%22.65%
Daily Std Dev25.28%40.16%
Max Drawdown-59.89%-80.10%
Current Drawdown-27.16%-79.22%

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ARKQ vs. ARKG - Expense Ratio Comparison

Both ARKQ and ARKG have an expense ratio of 0.75%.


ARKQ
ARK Autonomous Technology & Robotics ETF
Expense ratio chart for ARKQ: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for ARKG: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Correlation

-0.50.00.51.00.7

The correlation between ARKQ and ARKG is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

ARKQ vs. ARKG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ARK Autonomous Technology & Robotics ETF (ARKQ) and ARK Genomic Revolution Multi-Sector ETF (ARKG). 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 ARKQ, currently valued at 1.50, compared to the broader market0.002.004.001.50-0.36
The chart of Sortino ratio for ARKQ, currently valued at 2.08, compared to the broader market-2.000.002.004.006.008.0010.002.08-0.27
The chart of Omega ratio for ARKQ, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.250.97
The chart of Calmar ratio for ARKQ, currently valued at 0.77, compared to the broader market0.005.0010.0015.000.77-0.18
The chart of Martin ratio for ARKQ, currently valued at 5.23, compared to the broader market0.0020.0040.0060.0080.00100.005.23-0.64
ARKQ
ARKG

The current ARKQ Sharpe Ratio is 1.50, which is higher than the ARKG Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of ARKQ and ARKG, 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-1.00-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
1.50
-0.36
ARKQ
ARKG

Dividends

ARKQ vs. ARKG - Dividend Comparison

Neither ARKQ nor ARKG has paid dividends to shareholders.


TTM202320222021202020192018201720162015
ARKQ
ARK Autonomous Technology & Robotics ETF
0.00%0.00%0.00%0.80%0.86%0.00%2.86%1.54%0.00%0.97%
ARKG
ARK Genomic Revolution Multi-Sector ETF
0.00%0.00%0.00%0.62%0.85%3.14%1.94%1.34%0.00%0.00%

Drawdowns

ARKQ vs. ARKG - Drawdown Comparison

The maximum ARKQ drawdown since its inception was -59.89%, smaller than the maximum ARKG drawdown of -80.10%. Use the drawdown chart below to compare losses from any high point for ARKQ and ARKG. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JuneJulyAugustSeptemberOctoberNovember
-27.16%
-79.22%
ARKQ
ARKG

Volatility

ARKQ vs. ARKG - Volatility Comparison

The current volatility for ARK Autonomous Technology & Robotics ETF (ARKQ) is 9.74%, while ARK Genomic Revolution Multi-Sector ETF (ARKG) has a volatility of 13.74%. This indicates that ARKQ experiences smaller price fluctuations and is considered to be less risky than ARKG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
9.74%
13.74%
ARKQ
ARKG