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

Key characteristics


ARKQBOTZ
YTD Return-5.18%11.65%
1Y Return15.28%30.89%
3Y Return (Ann)-12.11%-1.16%
5Y Return (Ann)10.35%10.05%
Sharpe Ratio0.611.46
Daily Std Dev23.54%20.72%
Max Drawdown-59.89%-55.54%
Current Drawdown-44.41%-19.77%

Correlation

0.79
-1.001.00

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 -5.18% return, which is significantly lower than BOTZ's 11.65% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


50.00%100.00%150.00%200.00%OctoberNovemberDecember2024FebruaryMarch
180.73%
122.71%
ARKQ
BOTZ

Compare stocks, funds, or ETFs


ARK Autonomous Technology & Robotics ETF

Global X Robotics & Artificial Intelligence Thematic ETF

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
0.50%1.00%1.50%2.00%0.75%

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ARKQ
ARK Autonomous Technology & Robotics ETF
0.61
BOTZ
Global X Robotics & Artificial Intelligence Thematic ETF
1.46

ARKQ vs. BOTZ - Sharpe Ratio Comparison

The current ARKQ Sharpe Ratio is 0.61, which is lower than the BOTZ Sharpe Ratio of 1.46. The chart below compares the 12-month rolling Sharpe Ratio of ARKQ and BOTZ.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00OctoberNovemberDecember2024FebruaryMarch
0.61
1.46
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 0.18%.


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
0.18%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%. The drawdown chart below compares losses from any high point along the way for ARKQ and BOTZ


-50.00%-40.00%-30.00%-20.00%OctoberNovemberDecember2024FebruaryMarch
-44.41%
-19.77%
ARKQ
BOTZ

Volatility

ARKQ vs. BOTZ - Volatility Comparison

ARK Autonomous Technology & Robotics ETF (ARKQ) and Global X Robotics & Artificial Intelligence Thematic ETF (BOTZ) have volatilities of 5.12% and 5.36%, 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.


4.00%5.00%6.00%7.00%8.00%9.00%OctoberNovemberDecember2024FebruaryMarch
5.12%
5.36%
ARKQ
BOTZ