ARKW vs. DXC

Last updated Aug 4, 2026

ARKW (ARK Next Generation Internet ETF) is Mid Cap Growth Equities fund actively managed by ARK, while DXC (DXC Technology Company) is a stock. Over the past 5 years, ARKW returned -0.92%/yr vs -23.61%/yr for DXC. Their 0.37 correlation means their historical movements had little consistent relationship.

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.

Returns By Period

In the year-to-date period, ARKW achieves a -4.64% return, which is significantly higher than DXC's -25.12% return.

ARKW

• 1D: 2.95%
• 1M: -2.97%
• 6M: 4.60%
• YTD: -4.64%
• 1Y: -4.74%
• 3Y*: 32.39%
• 5Y*: -0.92%
• 10Y*: 21.34%
• ALL TIME*: 19.87%

DXC

• 1D: -2.40%
• 1M: 10.70%
• 6M: -28.21%
• YTD: -25.12%
• 1Y: -14.70%
• 3Y*: -17.19%
• 5Y*: -23.61%
• 10Y*: —
• ALL TIME*: -14.93%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ARKW ARK Next Generation Internet ETF	$8.17M	$12.26M	$13.73M
DXC DXC Technology Company	$51.31M	$44.17M	$53.98M

ARKW vs. DXC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ARKW ARK Next Generation Internet ETF	-4.64%	38.93%	42.27%	96.89%	-67.49%	-18.85%	157.44%	35.76%	4.24%	70.35%
DXC DXC Technology Company	-25.12%	-26.68%	-12.64%	-13.70%	-17.68%	25.01%	-30.14%	-27.90%	-34.63%	53.43%

Correlation

The correlation between ARKW and DXC is 0.17, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.17
Correlation (3Y) Balances recent behavior with more history.	0.30
Correlation (5Y) Shows whether the relationship held over a longer period.	0.38
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017	0.37

Over the past year, the correlation between ARKW and DXC has dropped to 0.17 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.

Return for Risk

ARKW vs. DXC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ARKW

ARKW Risk / Return Rank: 9
ARKW Sharpe Ratio Rank: 9
ARKW Sortino Ratio Rank: 10
ARKW Omega Ratio Rank: 10
ARKW Calmar Ratio Rank: 10
ARKW Martin Ratio Rank: 9

DXC

DXC Risk / Return Rank: 32
DXC Sharpe Ratio Rank: 32
DXC Sortino Ratio Rank: 32
DXC Omega Ratio Rank: 32
DXC Calmar Ratio Rank: 33
DXC Martin Ratio Rank: 31

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	ARKW	DXC	Difference
Sharpe ratio: Return per unit of total volatility	-0.14	-0.27	+0.12
Sortino ratio: Return per unit of downside risk	0.03	-0.01	+0.03
Omega ratio: Gain probability vs. loss probability	1.00	1.00	0.00
Calmar ratio: Return relative to maximum drawdown	-0.13	-0.32	+0.18
Martin ratio: Return relative to average drawdown	-0.25	-0.66	+0.42

ARKW vs. DXC - Sharpe Ratio Comparison

The current ARKW Sharpe Ratio is -0.14, which is higher than the DXC Sharpe Ratio of -0.27. The chart below compares the historical Sharpe Ratios of ARKW and DXC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ARKW vs. DXC - Drawdown Comparison

The maximum ARKW drawdown since its inception was -80.52%, smaller than the maximum DXC drawdown of -91.10%. 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%	-91.10%	+10.58%
Max Drawdown (1Y) Largest decline over 1 year	-36.21%	-46.73%	+10.52%
Max Drawdown (3Y) Largest decline over 3 years	-36.21%	-67.16%	+30.95%
Max Drawdown (5Y) Largest decline over 5 years	-77.36%	-80.31%	+2.95%
Max Drawdown (10Y) Largest decline over 10 years	-80.52%	—	—
Current Drawdown Current decline from peak	-23.57%	-88.13%	+64.56%
Average Drawdown Average peak-to-trough decline	-23.95%	-58.56%	+34.61%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.38%	22.21%	-2.83%

Volatility

ARKW vs. DXC - Volatility Comparison

The current volatility for ARK Next Generation Internet ETF (ARKW) is 9.38%, while DXC Technology Company (DXC) has a volatility of 17.54%. 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	9.38%	17.54%	-8.16%
Volatility (6M) Calculated over the trailing 6-month period	25.80%	50.31%	-24.51%
Volatility (1Y) Calculated over the trailing 1-year period	33.40%	55.44%	-22.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.79%	47.04%	-3.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	37.84%	51.72%	-13.88%

Dividends

ARKW vs. DXC - Dividend Comparison

ARKW's dividend yield for the trailing twelve months is around 1.67%, while DXC has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ARKW ARK Next Generation Internet ETF	1.67%	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%

Frequently Asked Questions

Can I hold both ARKW and DXC in my portfolio?

ARKW and DXC have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ARKW or DXC?

DXC has higher volatility (17.54%) compared to ARKW (9.38%). In terms of maximum drawdown, ARKW dropped -80.52% vs DXC's -91.10%.

Which has better risk-adjusted returns?

ARKW currently has the higher Sharpe Ratio (-0.14 vs -0.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.