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ARKW vs. DXPE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ARKW vs. DXPE

Last updated Jun 13, 2026

ARKW (ARK Next Generation Internet ETF) is Mid Cap Growth Equities fund actively managed by ARK, while DXPE (DXP Enterprises, Inc.) is a stock. Over the past 10 years, ARKW returned 22.51%/yr vs 27.71%/yr for DXPE. At a 0.29 correlation, their price movements are largely independent.

Performance

ARKW vs. DXPE - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, ARKW achieves a -4.37% return, which is significantly lower than DXPE's 53.85% return. Over the past 10 years, ARKW has underperformed DXPE with an annualized return of 22.51%, while DXPE has yielded a comparatively higher 27.71% annualized return.

ARKW

1D
0.87%
1M
-3.08%
YTD
-4.37%
6M
-7.45%
1Y
10.46%
3Y*
36.42%
5Y*
0.46%
10Y*
22.51%

DXPE

1D
0.88%
1M
15.49%
YTD
53.85%
6M
54.45%
1Y
114.27%
3Y*
67.49%
5Y*
39.05%
10Y*
27.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ARKW vs. DXPE - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ARKW
ARK Next Generation Internet ETF		-4.37%38.93%42.27%96.89%-67.49%-18.85%157.44%35.76%4.24%87.29%
DXPE
DXP Enterprises, Inc.		53.85%32.89%145.16%22.32%7.32%15.47%-44.16%43.00%-5.85%-14.88%

Correlation

The correlation between ARKW and DXPE is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.35

Correlation (5Y)
Calculated over the trailing 5-year period

0.30

Correlation (10Y)
Calculated over the trailing 10-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Sep 30, 2014

0.29

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ARK Next Generation Internet ETF

DXP Enterprises, Inc.

Often compared with ARKW:
ARKW vs. ARKKARKW vs. ARKQARKW vs. QQQARKW vs. VOOARKW vs. ARKGARKW vs. SPYARKW vs. ARKVX
Often compared with DXPE:
DXPE vs. UIDXPE vs. PRIMDXPE vs. PRTHDXPE vs. SNDXPE vs. APPDXPE vs. AXONDXPE vs. AEM

Return for Risk

ARKW vs. DXPE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
ARKW
ARKW Risk / Return Rank: 1414
Overall Rank
ARKW Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
ARKW Sortino Ratio Rank: 1515
Sortino Ratio Rank
ARKW Omega Ratio Rank: 1515
Omega Ratio Rank
ARKW Calmar Ratio Rank: 1313
Calmar Ratio Rank
ARKW Martin Ratio Rank: 1212
Martin Ratio Rank
DXPE
DXPE Risk / Return Rank: 8787
Overall Rank
DXPE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
DXPE Sortino Ratio Rank: 8383
Sortino Ratio Rank
DXPE Omega Ratio Rank: 8686
Omega Ratio Rank
DXPE Calmar Ratio Rank: 8787
Calmar Ratio Rank
DXPE Martin Ratio Rank: 8888
Martin Ratio Rank
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. DXPE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ARK Next Generation Internet ETF (ARKW) and DXP Enterprises, Inc. (DXPE). 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.

ARKWDXPEDifference
Sharpe ratioReturn per unit of total volatility
0.32
2.22

-1.90

Sortino ratioReturn per unit of downside risk
0.65
2.39

-1.74

Omega ratioGain probability vs. loss probability

1.08

1.35

-0.27

Calmar ratioReturn relative to maximum drawdown

0.29

3.48

-3.19

Martin ratioReturn relative to average drawdown

0.59

9.64

-9.05

ARKW vs. DXPE - Sharpe Ratio Comparison

The current ARKW Sharpe Ratio is 0.32, which is lower than the DXPE Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of ARKW and DXPE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

ARKW vs. DXPE - Drawdown Comparison

The maximum ARKW drawdown since its inception was -80.52%, smaller than the maximum DXPE drawdown of -95.45%. Use the drawdown chart below to compare losses from any high point for ARKW and DXPE.

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Drawdown Indicators

ARKWDXPEDifference

Max Drawdown

Largest peak-to-trough decline

-80.52%

-95.45%

+14.93%

Max Drawdown (1Y)

Largest decline over 1 year

-36.21%

-32.99%

-3.22%

Max Drawdown (3Y)

Largest decline over 3 years

-36.21%

-32.99%

-3.22%

Max Drawdown (5Y)

Largest decline over 5 years

-77.36%

-37.98%

-39.38%

Max Drawdown (10Y)

Largest decline over 10 years

-80.52%

-77.28%

-3.24%

Current Drawdown

Current decline from peak

-23.35%

-6.94%

-16.41%

Average Drawdown

Average peak-to-trough decline

-23.97%

-54.49%

+30.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.89%

11.90%

+5.99%

Volatility

ARKW vs. DXPE - Volatility Comparison

The current volatility for ARK Next Generation Internet ETF (ARKW) is 10.38%, while DXP Enterprises, Inc. (DXPE) has a volatility of 12.93%. This indicates that ARKW experiences smaller price fluctuations and is considered to be less risky than DXPE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ARKWDXPEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.38%

12.93%

-2.55%

Volatility (6M)

Calculated over the trailing 6-month period

24.57%

35.29%

-10.72%

Volatility (1Y)

Calculated over the trailing 1-year period

32.92%

51.74%

-18.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.59%

45.37%

-1.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.73%

56.01%

-18.28%

Dividends

ARKW vs. DXPE - Dividend Comparison

ARKW's dividend yield for the trailing twelve months is around 1.66%, while DXPE has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
ARKW
ARK Next Generation Internet ETF		1.66%1.59%0.00%0.00%0.00%0.17%1.29%0.00%13.05%2.05%0.00%2.29%
DXPE
DXP Enterprises, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

ARKW and DXPE have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DXPE has higher volatility (12.93%) compared to ARKW (10.38%). In terms of maximum drawdown, ARKW dropped -80.52% vs DXPE's -95.45%.

DXPE currently has the higher Sharpe Ratio (2.22 vs 0.32), 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.

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