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

Key characteristics


ARKQROBO
YTD Return-5.18%2.15%
1Y Return15.28%11.97%
3Y Return (Ann)-12.11%-2.46%
5Y Return (Ann)10.35%8.80%
Sharpe Ratio0.610.64
Daily Std Dev23.54%17.61%
Max Drawdown-59.89%-43.65%
Current Drawdown-44.41%-18.68%

Correlation

0.81
-1.001.00

The correlation between ARKQ and ROBO is 0.81, 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. ROBO - Performance Comparison

In the year-to-date period, ARKQ achieves a -5.18% return, which is significantly lower than ROBO's 2.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%150.00%200.00%OctoberNovemberDecember2024FebruaryMarch
195.96%
127.30%
ARKQ
ROBO

Compare stocks, funds, or ETFs


ARK Autonomous Technology & Robotics ETF

ROBO Global Robotics & Automation Index ETF

ARKQ vs. ROBO - Expense Ratio Comparison

ARKQ has a 0.75% expense ratio, which is lower than ROBO's 0.95% expense ratio.

ROBO
ROBO Global Robotics & Automation Index ETF
0.50%1.00%1.50%2.00%0.95%
0.50%1.00%1.50%2.00%0.75%

Risk-Adjusted Performance

ARKQ vs. ROBO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ARK Autonomous Technology & Robotics ETF (ARKQ) and ROBO Global Robotics & Automation Index ETF (ROBO). 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
ROBO
ROBO Global Robotics & Automation Index ETF
0.64

ARKQ vs. ROBO - Sharpe Ratio Comparison

The current ARKQ Sharpe Ratio is 0.61, which roughly equals the ROBO Sharpe Ratio of 0.64. The chart below compares the 12-month rolling Sharpe Ratio of ARKQ and ROBO.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00OctoberNovemberDecember2024FebruaryMarch
0.61
0.64
ARKQ
ROBO

Dividends

ARKQ vs. ROBO - Dividend Comparison

ARKQ has not paid dividends to shareholders, while ROBO's dividend yield for the trailing twelve months is around 0.05%.


TTM2023202220212020201920182017201620152014
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%0.00%
ROBO
ROBO Global Robotics & Automation Index ETF
0.05%0.05%0.00%0.18%0.20%0.37%0.37%0.02%0.19%0.28%0.28%

Drawdowns

ARKQ vs. ROBO - Drawdown Comparison

The maximum ARKQ drawdown since its inception was -59.89%, which is greater than ROBO's maximum drawdown of -43.65%. The drawdown chart below compares losses from any high point along the way for ARKQ and ROBO


-50.00%-40.00%-30.00%-20.00%OctoberNovemberDecember2024FebruaryMarch
-44.41%
-18.68%
ARKQ
ROBO

Volatility

ARKQ vs. ROBO - Volatility Comparison

ARK Autonomous Technology & Robotics ETF (ARKQ) has a higher volatility of 5.12% compared to ROBO Global Robotics & Automation Index ETF (ROBO) at 4.27%. This indicates that ARKQ's price experiences larger fluctuations and is considered to be riskier than ROBO based on this measure. 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%
4.27%
ARKQ
ROBO