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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.

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Returns By Period

In the year-to-date period, ARKX achieves a 13.18% return, which is significantly higher than ARKM-USD's -30.86% return.


ARKX

1D
-1.68%
1M
-7.40%
YTD
13.18%
6M
8.86%
1Y
46.62%
3Y*
32.05%
5Y*
9.28%
10Y*

ARKM-USD

1D
-3.97%
1M
-11.03%
YTD
-30.86%
6M
-35.64%
1Y
-72.87%
3Y*
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
13.18%48.46%26.67%-0.45%
ARKM-USD
Arkham
-30.86%-87.37%136.81%-21.72%

Correlation

The correlation between ARKX and ARKM-USD is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.26

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

0.22

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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: 4040
Overall Rank
ARKX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
ARKX Sortino Ratio Rank: 3939
Sortino Ratio Rank
ARKX Omega Ratio Rank: 3535
Omega Ratio Rank
ARKX Calmar Ratio Rank: 4848
Calmar Ratio Rank
ARKX Martin Ratio Rank: 3939
Martin Ratio Rank

ARKM-USD
ARKM-USD Risk / Return Rank: 4444
Overall Rank
ARKM-USD Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ARKM-USD Sortino Ratio Rank: 4747
Sortino Ratio Rank
ARKM-USD Omega Ratio Rank: 4747
Omega Ratio Rank
ARKM-USD Calmar Ratio Rank: 3030
Calmar Ratio Rank
ARKM-USD Martin Ratio Rank: 4848
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

+2.07

Sortino ratioReturn per unit of downside risk

+2.88

Omega ratioGain probability vs. loss probability

1.23

0.91

+0.32

Calmar ratioReturn relative to maximum drawdown

2.29

-0.85

+3.14

Martin ratioReturn relative to average drawdown

5.93

-1.16

+7.09

ARKX vs. ARKM-USD - Sharpe Ratio Comparison

The current ARKX Sharpe Ratio is 1.38, which is higher than the ARKM-USD Sharpe Ratio of -0.69. 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.


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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.


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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%

Max Drawdown (5Y)

Largest decline over 5 years

-43.61%

Current Drawdown

Current decline from peak

-13.09%

-96.95%

+83.86%

Average Drawdown

Average peak-to-trough decline

-19.87%

-67.43%

+47.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.88%

57.97%

-50.09%

Volatility

ARKX vs. ARKM-USD - Volatility Comparison

The current volatility for ARK Space Exploration & Innovation ETF (ARKX) is 13.12%, while Arkham (ARKM-USD) has a volatility of 32.24%. 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.


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Volatility by Period


ARKXARKM-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.12%

32.24%

-19.12%

Volatility (6M)

Calculated over the trailing 6-month period

26.61%

69.36%

-42.75%

Volatility (1Y)

Calculated over the trailing 1-year period

33.88%

89.03%

-55.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.15%

103.81%

-75.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.71%

103.81%

-76.10%

Frequently Asked Questions


ARKX and ARKM-USD have a correlation of 0.26, 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 (32.24%) compared to ARKX (13.12%). In terms of maximum drawdown, ARKX dropped -43.61% vs ARKM-USD's -97.63%.

ARKX currently has the higher Sharpe Ratio (1.38 vs -0.69), 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

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