ARKW vs. DXC

Last updated Apr 1, 2026

Compare and contrast key facts about ARK Next Generation Internet ETF (ARKW) and DXC Technology Company (DXC).

ARKW is an actively managed fund by ARK. It was launched on Sep 30, 2014.

Performance

ARKW vs. DXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ARK Next Generation Internet ETF (ARKW) and DXC Technology Company (DXC). The values are adjusted to include any dividend payments, if applicable.

ARKW vs. DXC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ARKW ARK Next Generation Internet ETF	-18.36%	38.93%	42.27%	96.89%	-67.49%	-18.85%	157.44%	35.76%	4.24%	70.10%
DXC DXC Technology Company	-14.20%	-26.68%	-12.64%	-13.70%	-17.68%	25.01%	-30.14%	-27.90%	-34.63%	53.75%

Returns By Period

In the year-to-date period, ARKW achieves a -18.36% return, which is significantly lower than DXC's -14.20% return.

ARKW

• 1D: 5.38%
• 1M: -3.47%
• YTD: -18.36%
• 6M: -29.86%
• 1Y: 29.37%
• 3Y*: 31.70%
• 5Y*: -3.94%
• 10Y*: 21.33%

DXC

• 1D: 5.19%
• 1M: -0.16%
• YTD: -14.20%
• 6M: -7.78%
• 1Y: -26.28%
• 3Y*: -21.07%
• 5Y*: -16.43%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

ARKW vs. DXC — Risk / Return Rank

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

ARKW

ARKW Risk / Return Rank: 40
ARKW Sharpe Ratio Rank: 45
ARKW Sortino Ratio Rank: 53
ARKW Omega Ratio Rank: 44
ARKW Calmar Ratio Rank: 33
ARKW Martin Ratio Rank: 26

DXC

DXC Risk / Return Rank: 17
DXC Sharpe Ratio Rank: 17
DXC Sortino Ratio Rank: 18
DXC Omega Ratio Rank: 19
DXC Calmar Ratio Rank: 14
DXC Martin Ratio Rank: 17

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.

ARKW vs. DXC - Risk-Adjusted Trends Comparison

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

	ARKW	DXC	Difference
Sharpe ratio Return per unit of total volatility	0.78	-0.57	+1.35
Sortino ratio Return per unit of downside risk	1.31	-0.56	+1.87
Omega ratio Gain probability vs. loss probability	1.16	0.93	+0.23
Calmar ratio Return relative to maximum drawdown	0.75	-0.77	+1.52
Martin ratio Return relative to average drawdown	1.83	-1.28	+3.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ARKW vs. DXC - Sharpe Ratio Comparison

The current ARKW Sharpe Ratio is 0.78, which is higher than the DXC Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of ARKW and DXC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ARKW	DXC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.78	-0.57	+1.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.09	-0.37	+0.28
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	-0.28	+0.81

Correlation

The correlation between ARKW and DXC is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

ARKW vs. DXC - Dividend Comparison

ARKW's dividend yield for the trailing twelve months is around 1.95%, while DXC has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ARKW ARK Next Generation Internet ETF	1.95%	1.59%	0.00%	0.00%	0.00%	0.17%	1.29%	0.00%	13.05%	2.05%	0.00%	2.29%
DXC DXC Technology Company	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.82%	2.18%	24.81%	0.72%	0.00%	0.00%

Drawdowns

ARKW vs. DXC - Drawdown Comparison

The maximum ARKW drawdown since its inception was -80.52%, smaller than the maximum DXC drawdown of -90.12%. Use the drawdown chart below to compare losses from any high point for ARKW and DXC.

Drawdown Indicators

	ARKW	DXC	Difference
Max Drawdown Largest peak-to-trough decline	-80.52%	-90.12%	+9.60%
Max Drawdown (1Y) Largest decline over 1 year	-36.21%	-34.09%	-2.12%
Max Drawdown (5Y) Largest decline over 5 years	-77.36%	-73.24%	-4.12%
Max Drawdown (10Y) Largest decline over 10 years	-80.52%	—	—
Current Drawdown Current decline from peak	-34.57%	-86.40%	+51.83%
Average Drawdown Average peak-to-trough decline	-23.97%	-57.47%	+33.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.84%	20.60%	-5.76%

Volatility

ARKW vs. DXC - Volatility Comparison

The current volatility for ARK Next Generation Internet ETF (ARKW) is 11.71%, while DXC Technology Company (DXC) has a volatility of 12.44%. This indicates that ARKW experiences smaller price fluctuations and is considered to be less risky than DXC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ARKW	DXC	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.71%	12.44%	-0.73%
Volatility (6M) Calculated over the trailing 6-month period	25.79%	34.02%	-8.23%
Volatility (1Y) Calculated over the trailing 1-year period	37.84%	46.47%	-8.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.68%	44.23%	-0.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.55%	50.88%	-13.33%