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

Key characteristics


ARKQBOTZ
YTD Return6.83%12.44%
1Y Return23.82%31.08%
3Y Return (Ann)-11.43%-6.85%
5Y Return (Ann)12.65%8.37%
Sharpe Ratio1.271.78
Sortino Ratio1.802.42
Omega Ratio1.221.31
Calmar Ratio0.620.97
Martin Ratio4.347.34
Ulcer Index7.25%5.28%
Daily Std Dev24.78%21.71%
Max Drawdown-59.89%-55.54%
Current Drawdown-37.37%-19.20%

Correlation

-0.50.00.51.00.8

The correlation between ARKQ and BOTZ is 0.79, 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.

Performance

ARKQ vs. BOTZ - Performance Comparison

In the year-to-date period, ARKQ achieves a 6.83% return, which is significantly lower than BOTZ's 12.44% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
12.01%
2.12%
ARKQ
BOTZ

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ARKQ vs. BOTZ - Expense Ratio Comparison

ARKQ has a 0.75% expense ratio, which is higher than BOTZ's 0.68% expense ratio.


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 BOTZ: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%

Risk-Adjusted Performance

ARKQ vs. BOTZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ARK Autonomous Technology & Robotics ETF (ARKQ) and Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ). 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.


ARKQ
Sharpe ratio
The chart of Sharpe ratio for ARKQ, currently valued at 1.27, compared to the broader market-2.000.002.004.006.001.27
Sortino ratio
The chart of Sortino ratio for ARKQ, currently valued at 1.80, compared to the broader market0.005.0010.001.80
Omega ratio
The chart of Omega ratio for ARKQ, currently valued at 1.22, compared to the broader market1.001.502.002.503.003.501.22
Calmar ratio
The chart of Calmar ratio for ARKQ, currently valued at 0.62, compared to the broader market0.005.0010.0015.0020.000.62
Martin ratio
The chart of Martin ratio for ARKQ, currently valued at 4.34, compared to the broader market0.0020.0040.0060.0080.00100.00120.004.34
BOTZ
Sharpe ratio
The chart of Sharpe ratio for BOTZ, currently valued at 1.78, compared to the broader market-2.000.002.004.006.001.78
Sortino ratio
The chart of Sortino ratio for BOTZ, currently valued at 2.42, compared to the broader market0.005.0010.002.42
Omega ratio
The chart of Omega ratio for BOTZ, currently valued at 1.31, compared to the broader market1.001.502.002.503.003.501.31
Calmar ratio
The chart of Calmar ratio for BOTZ, currently valued at 0.97, compared to the broader market0.005.0010.0015.0020.000.97
Martin ratio
The chart of Martin ratio for BOTZ, currently valued at 7.34, compared to the broader market0.0020.0040.0060.0080.00100.00120.007.34

ARKQ vs. BOTZ - Sharpe Ratio Comparison

The current ARKQ Sharpe Ratio is 1.27, which is comparable to the BOTZ Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of ARKQ and BOTZ, 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-0.500.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.27
1.78
ARKQ
BOTZ

Dividends

ARKQ vs. BOTZ - Dividend Comparison

ARKQ has not paid dividends to shareholders, while BOTZ's dividend yield for the trailing twelve months is around 0.15%.


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%0.98%
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
0.15%0.20%0.23%0.16%0.19%0.83%1.44%0.01%0.06%0.00%

Drawdowns

ARKQ vs. BOTZ - Drawdown Comparison

The maximum ARKQ drawdown since its inception was -59.89%, which is greater than BOTZ's maximum drawdown of -55.54%. Use the drawdown chart below to compare losses from any high point for ARKQ and BOTZ. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%JuneJulyAugustSeptemberOctoberNovember
-37.37%
-19.20%
ARKQ
BOTZ

Volatility

ARKQ vs. BOTZ - Volatility Comparison

ARK Autonomous Technology & Robotics ETF (ARKQ) has a higher volatility of 5.64% compared to Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ) at 5.35%. This indicates that ARKQ's price experiences larger fluctuations and is considered to be riskier than BOTZ 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%JuneJulyAugustSeptemberOctoberNovember
5.64%
5.35%
ARKQ
BOTZ