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ARKW vs. MO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ARKW vs. MO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ARK Next Generation Internet ETF (ARKW) and Altria Group, Inc. (MO). 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 -4.37% return, which is significantly lower than MO's 26.86% return. Over the past 10 years, ARKW has outperformed MO with an annualized return of 22.51%, while MO has yielded a comparatively lower 7.93% 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%

MO

1D
0.74%
1M
0.56%
YTD
26.86%
6M
26.78%
1Y
28.51%
3Y*
25.73%
5Y*
16.36%
10Y*
7.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ARKW vs. MO - 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%
MO
Altria Group, Inc.
26.86%18.17%40.76%-3.70%4.37%24.18%-10.21%7.87%-27.14%9.45%

Correlation

The correlation between ARKW and MO is -0.25, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.25

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

-0.07

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

-0.01

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

0.05

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

0.07

The correlation between ARKW and MO shifts across timeframes, from -0.25 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ARKW vs. MO — 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

MO
MO Risk / Return Rank: 7575
Overall Rank
MO Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
MO Sortino Ratio Rank: 7373
Sortino Ratio Rank
MO Omega Ratio Rank: 7575
Omega Ratio Rank
MO Calmar Ratio Rank: 7474
Calmar Ratio Rank
MO Martin Ratio Rank: 7575
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. MO - Risk-Adjusted Trends Comparison

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


ARKWMODifference
Sharpe ratioReturn per unit of total volatility

-0.95

Sortino ratioReturn per unit of downside risk

-1.12

Omega ratioGain probability vs. loss probability

1.08

1.24

-0.16

Calmar ratioReturn relative to maximum drawdown

0.29

1.75

-1.46

Martin ratioReturn relative to average drawdown

0.59

4.39

-3.81

ARKW vs. MO - Sharpe Ratio Comparison

The current ARKW Sharpe Ratio is 0.32, which is lower than the MO Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of ARKW and MO, 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. MO - Drawdown Comparison

The maximum ARKW drawdown since its inception was -80.52%, which is greater than MO's maximum drawdown of -65.43%. Use the drawdown chart below to compare losses from any high point for ARKW and MO.


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Drawdown Indicators


ARKWMODifference

Max Drawdown

Largest peak-to-trough decline

-80.52%

-65.43%

-15.09%

Max Drawdown (1Y)

Largest decline over 1 year

-36.21%

-16.40%

-19.81%

Max Drawdown (3Y)

Largest decline over 3 years

-36.21%

-16.40%

-19.81%

Max Drawdown (5Y)

Largest decline over 5 years

-77.36%

-25.83%

-51.53%

Max Drawdown (10Y)

Largest decline over 10 years

-80.52%

-53.69%

-26.83%

Current Drawdown

Current decline from peak

-23.35%

-3.50%

-19.85%

Average Drawdown

Average peak-to-trough decline

-23.97%

-11.92%

-12.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.89%

6.50%

+11.39%

Volatility

ARKW vs. MO - Volatility Comparison

ARK Next Generation Internet ETF (ARKW) has a higher volatility of 10.38% compared to Altria Group, Inc. (MO) at 6.71%. This indicates that ARKW's price experiences larger fluctuations and is considered to be riskier than MO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARKWMODifference

Volatility (1M)

Calculated over the trailing 1-month period

10.38%

6.71%

+3.67%

Volatility (6M)

Calculated over the trailing 6-month period

24.57%

17.60%

+6.97%

Volatility (1Y)

Calculated over the trailing 1-year period

32.92%

22.59%

+10.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.59%

20.68%

+22.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.73%

22.97%

+14.76%

Dividends

ARKW vs. MO - Dividend Comparison

ARKW's dividend yield for the trailing twelve months is around 1.66%, less than MO's 5.84% yield.


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%
MO
Altria Group, Inc.
5.84%7.21%7.65%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%

Frequently Asked Questions


ARKW and MO have a correlation of -0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ARKW has higher volatility (10.38%) compared to MO (6.71%). In terms of maximum drawdown, ARKW dropped -80.52% vs MO's -65.43%.

MO currently has the higher Sharpe Ratio (1.27 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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