PortfoliosLab logo
ARKW vs. ARKG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ARKW and ARKG is 0.59, 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.


Performance

ARKW vs. ARKG - Performance Comparison

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

Loading data...

Key characteristics

Sharpe Ratio

ARKW:

1.51

ARKG:

-0.34

Sortino Ratio

ARKW:

1.96

ARKG:

-0.30

Omega Ratio

ARKW:

1.26

ARKG:

0.97

Calmar Ratio

ARKW:

0.88

ARKG:

-0.22

Martin Ratio

ARKW:

4.91

ARKG:

-1.18

Ulcer Index

ARKW:

11.24%

ARKG:

15.76%

Daily Std Dev

ARKW:

39.56%

ARKG:

46.59%

Max Drawdown

ARKW:

-80.01%

ARKG:

-83.59%

Current Drawdown

ARKW:

-33.82%

ARKG:

-81.28%

Returns By Period

In the year-to-date period, ARKW achieves a 11.79% return, which is significantly higher than ARKG's -11.15% return. Over the past 10 years, ARKW has outperformed ARKG with an annualized return of 20.40%, while ARKG has yielded a comparatively lower -0.28% annualized return.


ARKW

YTD

11.79%

1M

16.77%

6M

11.49%

1Y

61.83%

3Y*

28.12%

5Y*

10.85%

10Y*

20.40%

ARKG

YTD

-11.15%

1M

-3.82%

6M

-19.48%

1Y

-14.61%

3Y*

-13.44%

5Y*

-14.46%

10Y*

-0.28%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ARK Next Generation Internet ETF

ARKW vs. ARKG - Expense Ratio Comparison

ARKW has a 0.76% expense ratio, which is higher than ARKG's 0.75% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ARKW vs. ARKG — Risk-Adjusted Performance Rank

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

ARKW
The Risk-Adjusted Performance Rank of ARKW is 8484
Overall Rank
The Sharpe Ratio Rank of ARKW is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of ARKW is 8787
Sortino Ratio Rank
The Omega Ratio Rank of ARKW is 8585
Omega Ratio Rank
The Calmar Ratio Rank of ARKW is 7676
Calmar Ratio Rank
The Martin Ratio Rank of ARKW is 8383
Martin Ratio Rank

ARKG
The Risk-Adjusted Performance Rank of ARKG is 66
Overall Rank
The Sharpe Ratio Rank of ARKG is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of ARKG is 77
Sortino Ratio Rank
The Omega Ratio Rank of ARKG is 77
Omega Ratio Rank
The Calmar Ratio Rank of ARKG is 77
Calmar Ratio Rank
The Martin Ratio Rank of ARKG is 33
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ARKW vs. ARKG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ARK Next Generation Internet ETF (ARKW) 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.


The current ARKW Sharpe Ratio is 1.51, which is higher than the ARKG Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of ARKW 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.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

ARKW vs. ARKG - Dividend Comparison

Neither ARKW nor ARKG has paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
ARKW
ARK Next Generation Internet ETF
0.00%0.00%0.00%0.00%2.79%1.29%0.00%13.06%2.05%0.00%2.29%
ARKG
ARK Genomic Revolution Multi-Sector ETF
0.00%0.00%0.00%0.00%0.62%0.85%3.14%1.94%1.34%0.00%0.00%

Drawdowns

ARKW vs. ARKG - Drawdown Comparison

The maximum ARKW drawdown since its inception was -80.01%, roughly equal to the maximum ARKG drawdown of -83.59%. Use the drawdown chart below to compare losses from any high point for ARKW and ARKG.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ARKW vs. ARKG - Volatility Comparison

The current volatility for ARK Next Generation Internet ETF (ARKW) is 9.03%, while ARK Genomic Revolution Multi-Sector ETF (ARKG) has a volatility of 14.53%. This indicates that ARKW 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.


Loading data...