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ARKQ vs. SIXG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ARKQ vs. SIXG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ARK Autonomous Technology & Robotics ETF (ARKQ) and Defiance Connective Technologies ETF (SIXG). The values are adjusted to include any dividend payments, if applicable.

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ARKQ vs. SIXG - Yearly Performance Comparison


Returns By Period


ARKQ

1D
0.34%
1M
-4.92%
YTD
0.21%
6M
-0.35%
1Y
68.46%
3Y*
32.45%
5Y*
6.42%
10Y*
20.42%

SIXG

1D
3.37%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ARKQ vs. SIXG - Expense Ratio Comparison

ARKQ has a 0.75% expense ratio, which is higher than SIXG's 0.30% expense ratio.


Return for Risk

ARKQ vs. SIXG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ARKQ
ARKQ Risk / Return Rank: 8686
Overall Rank
ARKQ Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
ARKQ Sortino Ratio Rank: 8787
Sortino Ratio Rank
ARKQ Omega Ratio Rank: 7878
Omega Ratio Rank
ARKQ Calmar Ratio Rank: 9191
Calmar Ratio Rank
ARKQ Martin Ratio Rank: 8585
Martin Ratio Rank

SIXG
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.

ARKQ vs. SIXG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ARK Autonomous Technology & Robotics ETF (ARKQ) and Defiance Connective Technologies ETF (SIXG). 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.


ARKQSIXGDifference

Sharpe ratio

Return per unit of total volatility

1.89

Sortino ratio

Return per unit of downside risk

2.50

Omega ratio

Gain probability vs. loss probability

1.32

Calmar ratio

Return relative to maximum drawdown

3.55

Martin ratio

Return relative to average drawdown

10.97

ARKQ vs. SIXG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ARKQSIXGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

16,959.59

-16,958.99

Correlation

The correlation between ARKQ and SIXG is 0.50, 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.


Dividends

ARKQ vs. SIXG - Dividend Comparison

ARKQ's dividend yield for the trailing twelve months is around 0.27%, while SIXG has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
ARKQ
ARK Autonomous Technology & Robotics ETF
0.27%0.27%0.00%0.00%0.00%0.80%0.86%0.00%2.86%1.54%0.00%0.98%
SIXG
Defiance Connective Technologies ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ARKQ vs. SIXG - Drawdown Comparison

The maximum ARKQ drawdown since its inception was -59.89%, which is greater than SIXG's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for ARKQ and SIXG.


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Drawdown Indicators


ARKQSIXGDifference

Max Drawdown

Largest peak-to-trough decline

-59.89%

0.00%

-59.89%

Max Drawdown (1Y)

Largest decline over 1 year

-20.58%

Max Drawdown (5Y)

Largest decline over 5 years

-55.71%

Max Drawdown (10Y)

Largest decline over 10 years

-59.89%

Current Drawdown

Current decline from peak

-14.29%

0.00%

-14.29%

Average Drawdown

Average peak-to-trough decline

-17.43%

0.00%

-17.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.66%

Volatility

ARKQ vs. SIXG - Volatility Comparison


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Volatility by Period


ARKQSIXGDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.70%

Volatility (6M)

Calculated over the trailing 6-month period

25.84%

Volatility (1Y)

Calculated over the trailing 1-year period

36.50%

23.31%

+13.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.95%

23.31%

+8.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.62%

23.31%

+6.31%