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ARKW vs. GBTC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ARKW vs. GBTC - Performance Comparison

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

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Returns By Period

In the year-to-date period, ARKW achieves a -0.87% return, which is significantly higher than GBTC's -27.82% return. Over the past 10 years, ARKW has underperformed GBTC with an annualized return of 22.88%, while GBTC has yielded a comparatively higher 49.21% annualized return.


ARKW

1D
-0.08%
1M
3.39%
YTD
-0.87%
6M
-4.77%
1Y
19.34%
3Y*
39.46%
5Y*
1.88%
10Y*
22.88%

GBTC

1D
-2.74%
1M
-22.25%
YTD
-27.82%
6M
-31.83%
1Y
-40.35%
3Y*
53.36%
5Y*
9.81%
10Y*
49.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ARKW vs. GBTC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ARKW
ARK Next Generation Internet ETF
-0.87%38.93%42.27%96.89%-67.49%-18.85%157.44%35.76%4.24%87.29%
GBTC
Grayscale Bitcoin Trust ETF
-27.82%-7.65%113.81%317.61%-75.80%7.03%290.72%106.56%-82.10%1,787.72%

Correlation

The correlation between ARKW and GBTC is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.68

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

0.61

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

0.58

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

0.42

Correlation (All Time)
Calculated using the full available price history since May 5, 2015

0.40

Over the past year, ARKW and GBTC have become more correlated (0.68) than their long-term average of 0.40, meaning their price movements have been converging.

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Return for Risk

ARKW vs. GBTC — Risk / Return Rank

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

ARKW
ARKW Risk / Return Rank: 1818
Overall Rank
ARKW Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
ARKW Sortino Ratio Rank: 2020
Sortino Ratio Rank
ARKW Omega Ratio Rank: 2020
Omega Ratio Rank
ARKW Calmar Ratio Rank: 1616
Calmar Ratio Rank
ARKW Martin Ratio Rank: 1414
Martin Ratio Rank

GBTC
GBTC Risk / Return Rank: 22
Overall Rank
GBTC Sharpe Ratio Rank: 22
Sharpe Ratio Rank
GBTC Sortino Ratio Rank: 22
Sortino Ratio Rank
GBTC Omega Ratio Rank: 22
Omega Ratio Rank
GBTC Calmar Ratio Rank: 22
Calmar Ratio Rank
GBTC Martin Ratio Rank: 22
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. GBTC - Risk-Adjusted Trends Comparison

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


ARKWGBTCDifference
Sharpe ratioReturn per unit of total volatility

+1.52

Sortino ratioReturn per unit of downside risk

+2.31

Omega ratioGain probability vs. loss probability

1.12

0.85

+0.27

Calmar ratioReturn relative to maximum drawdown

0.54

-0.81

+1.35

Martin ratioReturn relative to average drawdown

1.10

-1.40

+2.51

ARKW vs. GBTC - Sharpe Ratio Comparison

The current ARKW Sharpe Ratio is 0.59, which is higher than the GBTC Sharpe Ratio of -0.93. The chart below compares the historical Sharpe Ratios of ARKW and GBTC, 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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Sharpe Ratios by Period


ARKWGBTCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

-0.93

+1.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.16

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.60

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.65

-0.08

Drawdowns

ARKW vs. GBTC - Drawdown Comparison

The maximum ARKW drawdown since its inception was -80.52%, smaller than the maximum GBTC drawdown of -89.91%. Use the drawdown chart below to compare losses from any high point for ARKW and GBTC.


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Drawdown Indicators


ARKWGBTCDifference

Max Drawdown

Largest peak-to-trough decline

-80.52%

-89.91%

+9.39%

Max Drawdown (1Y)

Largest decline over 1 year

-36.21%

-49.87%

+13.66%

Max Drawdown (3Y)

Largest decline over 3 years

-36.21%

-49.87%

+13.66%

Max Drawdown (5Y)

Largest decline over 5 years

-77.36%

-85.42%

+8.06%

Max Drawdown (10Y)

Largest decline over 10 years

-80.52%

-89.91%

+9.39%

Current Drawdown

Current decline from peak

-20.55%

-49.87%

+29.32%

Average Drawdown

Average peak-to-trough decline

-23.98%

-43.43%

+19.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.55%

28.81%

-11.26%

Volatility

ARKW vs. GBTC - Volatility Comparison

The current volatility for ARK Next Generation Internet ETF (ARKW) is 7.88%, while Grayscale Bitcoin Trust ETF (GBTC) has a volatility of 9.07%. This indicates that ARKW experiences smaller price fluctuations and is considered to be less risky than GBTC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARKWGBTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.88%

9.07%

-1.19%

Volatility (6M)

Calculated over the trailing 6-month period

23.49%

33.86%

-10.37%

Volatility (1Y)

Calculated over the trailing 1-year period

32.86%

43.69%

-10.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.49%

62.44%

-18.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.68%

82.20%

-44.52%

ARKW vs. GBTC - Expense Ratio Comparison

ARKW has a 0.76% expense ratio, which is lower than GBTC's 1.50% expense ratio.


Dividends

ARKW vs. GBTC - Dividend Comparison

ARKW's dividend yield for the trailing twelve months is around 1.61%, while GBTC has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ARKW
ARK Next Generation Internet ETF
1.61%1.59%0.00%0.00%0.00%0.17%1.29%0.00%13.05%2.05%0.00%2.29%
GBTC
Grayscale Bitcoin Trust ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%5.61%0.00%0.00%

Frequently Asked Questions


ARKW and GBTC have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GBTC has higher volatility (9.07%) compared to ARKW (7.88%). In terms of maximum drawdown, ARKW dropped -80.52% vs GBTC's -89.91%.

On 10-year performance, GBTC leads with 49.21% vs 22.88% for ARKW. On fees, ARKW is cheaper at 0.76% per year. On volatility, ARKW has been the lower-risk option at 7.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, GBTC has performed better with a 49.21% return vs 22.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ARKW is cheaper with a 0.76% expense ratio, compared with 1.50% for GBTC.

ARKW has the higher dividend yield at 1.61%, compared with 0.00% for GBTC.

ARKW is categorized as Mid Cap Growth Equities, while GBTC is Cryptocurrency. They also come from different issuers: ARK and Grayscale. Their fees differ too: 0.76% for ARKW and 1.50% for GBTC.

ARKW currently has the higher Sharpe Ratio (0.59 vs -0.93), 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.

Portfolio Optimizer

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