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ARKY vs. BTC-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ARKY and BTC-USD is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

ARKY vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ARK 21Shares Active Bitcoin Ethereum Strategy ETF (ARKY) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
44.01%
147.35%
ARKY
BTC-USD

Key characteristics

Sharpe Ratio

ARKY:

-0.28

BTC-USD:

1.90

Sortino Ratio

ARKY:

-0.04

BTC-USD:

2.52

Omega Ratio

ARKY:

1.00

BTC-USD:

1.26

Calmar Ratio

ARKY:

-0.38

BTC-USD:

1.68

Martin Ratio

ARKY:

-0.80

BTC-USD:

8.54

Ulcer Index

ARKY:

20.00%

BTC-USD:

11.32%

Daily Std Dev

ARKY:

56.60%

BTC-USD:

42.81%

Max Drawdown

ARKY:

-42.10%

BTC-USD:

-93.07%

Current Drawdown

ARKY:

-31.21%

BTC-USD:

-11.73%

Returns By Period

In the year-to-date period, ARKY achieves a -20.59% return, which is significantly lower than BTC-USD's 0.29% return.


ARKY

YTD

-20.59%

1M

0.00%

6M

6.18%

1Y

-4.76%

5Y*

N/A

10Y*

N/A

BTC-USD

YTD

0.29%

1M

7.12%

6M

37.47%

1Y

45.77%

5Y*

65.44%

10Y*

82.48%

*Annualized

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Risk-Adjusted Performance

ARKY vs. BTC-USD — Risk-Adjusted Performance Rank

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

ARKY
The Risk-Adjusted Performance Rank of ARKY is 1010
Overall Rank
The Sharpe Ratio Rank of ARKY is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of ARKY is 1515
Sortino Ratio Rank
The Omega Ratio Rank of ARKY is 1515
Omega Ratio Rank
The Calmar Ratio Rank of ARKY is 44
Calmar Ratio Rank
The Martin Ratio Rank of ARKY is 88
Martin Ratio Rank

BTC-USD
The Risk-Adjusted Performance Rank of BTC-USD is 9191
Overall Rank
The Sharpe Ratio Rank of BTC-USD is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BTC-USD is 8787
Sortino Ratio Rank
The Omega Ratio Rank of BTC-USD is 8888
Omega Ratio Rank
The Calmar Ratio Rank of BTC-USD is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BTC-USD is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ARKY vs. BTC-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ARK 21Shares Active Bitcoin Ethereum Strategy ETF (ARKY) and Bitcoin (BTC-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.


The chart of Sharpe ratio for ARKY, currently valued at 0.35, compared to the broader market-1.000.001.002.003.004.00
ARKY: 0.35
BTC-USD: 1.90
The chart of Sortino ratio for ARKY, currently valued at 0.88, compared to the broader market-2.000.002.004.006.008.00
ARKY: 0.88
BTC-USD: 2.52
The chart of Omega ratio for ARKY, currently valued at 1.10, compared to the broader market0.501.001.502.002.50
ARKY: 1.10
BTC-USD: 1.26
The chart of Calmar ratio for ARKY, currently valued at 0.10, compared to the broader market0.002.004.006.008.0010.0012.00
ARKY: 0.10
BTC-USD: 1.68
The chart of Martin ratio for ARKY, currently valued at 1.03, compared to the broader market0.0020.0040.0060.00
ARKY: 1.03
BTC-USD: 8.54

The current ARKY Sharpe Ratio is -0.28, which is lower than the BTC-USD Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of ARKY and BTC-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.35
1.90
ARKY
BTC-USD

Drawdowns

ARKY vs. BTC-USD - Drawdown Comparison

The maximum ARKY drawdown since its inception was -42.10%, smaller than the maximum BTC-USD drawdown of -93.07%. Use the drawdown chart below to compare losses from any high point for ARKY and BTC-USD. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-31.21%
-11.73%
ARKY
BTC-USD

Volatility

ARKY vs. BTC-USD - Volatility Comparison

The current volatility for ARK 21Shares Active Bitcoin Ethereum Strategy ETF (ARKY) is 0.10%, while Bitcoin (BTC-USD) has a volatility of 16.27%. This indicates that ARKY experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
0.10%
16.27%
ARKY
BTC-USD