PortfoliosLab logoPortfoliosLab logo
ARKX vs. ARKM-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

ARKX vs. ARKM-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ARK Space Exploration & Innovation ETF (ARKX) and Arkham (ARKM-USD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ARKX achieves a 4.55% return, which is significantly higher than ARKM-USD's -37.94% return.


ARKX

1D
-1.53%
1M
-12.20%
6M
-13.85%
YTD
4.55%
1Y
10.42%
3Y*
24.85%
5Y*
8.57%
10Y*

ARKM-USD

1D
-0.36%
1M
-16.45%
6M
-47.53%
YTD
-37.94%
1Y
-80.64%
3Y*
-45.04%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ARKX vs. ARKM-USD - Yearly Performance Comparison


2026 (YTD)202520242023
ARKX
ARK Space Exploration & Innovation ETF
4.55%48.46%26.67%-0.45%
ARKM-USD
Arkham
-37.94%-87.37%136.81%-21.72%

Correlation

The correlation between ARKX and ARKM-USD is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.22

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2023

0.22

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ARKX vs. ARKM-USD — Risk / Return Rank

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

ARKX
ARKX Risk / Return Rank: 1616
Overall Rank
ARKX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
ARKX Sortino Ratio Rank: 1616
Sortino Ratio Rank
ARKX Omega Ratio Rank: 1515
Omega Ratio Rank
ARKX Calmar Ratio Rank: 1717
Calmar Ratio Rank
ARKX Martin Ratio Rank: 1717
Martin Ratio Rank

ARKM-USD
ARKM-USD Risk / Return Rank: 4646
Overall Rank
ARKM-USD Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
ARKM-USD Sortino Ratio Rank: 4747
Sortino Ratio Rank
ARKM-USD Omega Ratio Rank: 4848
Omega Ratio Rank
ARKM-USD Calmar Ratio Rank: 2828
Calmar Ratio Rank
ARKM-USD Martin Ratio Rank: 5454
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.

ARKX vs. ARKM-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ARK Space Exploration & Innovation ETF (ARKX) and Arkham (ARKM-USD). 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.


ARKXARKM-USDDifference
Sharpe ratioReturn per unit of total volatility

+1.08

Sortino ratioReturn per unit of downside risk

+2.08

Omega ratioGain probability vs. loss probability

1.08

0.86

+0.21

Calmar ratioReturn relative to maximum drawdown

0.51

-0.94

+1.45

Martin ratioReturn relative to average drawdown

1.20

-1.21

+2.41

ARKX vs. ARKM-USD - Sharpe Ratio Comparison

The current ARKX Sharpe Ratio is 0.31, which is higher than the ARKM-USD Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of ARKX and ARKM-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ARKX vs. ARKM-USD - Drawdown Comparison

The maximum ARKX drawdown since its inception was -43.61%, smaller than the maximum ARKM-USD drawdown of -97.63%. Use the drawdown chart below to compare losses from any high point for ARKX and ARKM-USD.


Loading charts...

Drawdown Indicators


ARKXARKM-USDDifference

Max Drawdown

Largest peak-to-trough decline

-43.61%

-97.63%

+54.02%

Max Drawdown (1Y)

Largest decline over 1 year

-20.42%

-85.89%

+65.47%

Max Drawdown (3Y)

Largest decline over 3 years

-25.47%

-97.63%

+72.16%

Max Drawdown (5Y)

Largest decline over 5 years

-43.61%

Current Drawdown

Current decline from peak

-19.71%

-97.26%

+77.55%

Average Drawdown

Average peak-to-trough decline

-19.80%

-68.09%

+48.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.74%

59.31%

-50.57%

Volatility

ARKX vs. ARKM-USD - Volatility Comparison

The current volatility for ARK Space Exploration & Innovation ETF (ARKX) is 8.71%, while Arkham (ARKM-USD) has a volatility of 15.03%. This indicates that ARKX experiences smaller price fluctuations and is considered to be less risky than ARKM-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ARKXARKM-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.71%

15.03%

-6.32%

Volatility (6M)

Calculated over the trailing 6-month period

26.09%

67.11%

-41.02%

Volatility (1Y)

Calculated over the trailing 1-year period

34.13%

86.60%

-52.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.33%

102.87%

-74.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.76%

102.87%

-75.11%

Frequently Asked Questions


ARKX and ARKM-USD have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ARKM-USD has higher volatility (15.03%) compared to ARKX (8.71%). In terms of maximum drawdown, ARKX dropped -43.61% vs ARKM-USD's -97.63%.

ARKX currently has the higher Sharpe Ratio (0.31 vs -0.77), 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

Find the right allocation for ARKX and ARKM-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer