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

Correlation

The correlation between ARKY and ETH-USD is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

ARKY vs. ETH-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 Ethereum (ETH-USD). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
13.34%
-6.38%
ARKY
ETH-USD

Key characteristics

Sharpe Ratio

ARKY:

0.77

ETH-USD:

0.16

Sortino Ratio

ARKY:

1.41

ETH-USD:

0.75

Omega Ratio

ARKY:

1.17

ETH-USD:

1.07

Calmar Ratio

ARKY:

1.08

ETH-USD:

0.04

Martin Ratio

ARKY:

2.19

ETH-USD:

0.44

Ulcer Index

ARKY:

20.83%

ETH-USD:

23.98%

Daily Std Dev

ARKY:

59.24%

ETH-USD:

53.61%

Max Drawdown

ARKY:

-42.10%

ETH-USD:

-93.96%

Current Drawdown

ARKY:

-12.69%

ETH-USD:

-33.01%

Returns By Period

In the year-to-date period, ARKY achieves a 0.79% return, which is significantly higher than ETH-USD's -3.27% return.


ARKY

YTD

0.79%

1M

-9.13%

6M

13.34%

1Y

50.00%

5Y*

N/A

10Y*

N/A

ETH-USD

YTD

-3.27%

1M

-18.43%

6M

-6.38%

1Y

28.36%

5Y*

81.34%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

ARKY vs. ETH-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 4545
Overall Rank
The Sharpe Ratio Rank of ARKY is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of ARKY is 4949
Sortino Ratio Rank
The Omega Ratio Rank of ARKY is 4848
Omega Ratio Rank
The Calmar Ratio Rank of ARKY is 5353
Calmar Ratio Rank
The Martin Ratio Rank of ARKY is 3434
Martin Ratio Rank

ETH-USD
The Risk-Adjusted Performance Rank of ETH-USD is 6060
Overall Rank
The Sharpe Ratio Rank of ETH-USD is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of ETH-USD is 5757
Sortino Ratio Rank
The Omega Ratio Rank of ETH-USD is 5757
Omega Ratio Rank
The Calmar Ratio Rank of ETH-USD is 5959
Calmar Ratio Rank
The Martin Ratio Rank of ETH-USD is 6262
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. ETH-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 Ethereum (ETH-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.


Sharpe ratio
The chart of Sharpe ratio for ARKY, currently valued at 0.62, compared to the broader market0.002.004.000.620.16
The chart of Sortino ratio for ARKY, currently valued at 1.23, compared to the broader market-2.000.002.004.006.008.0010.0012.001.230.75
The chart of Omega ratio for ARKY, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.07
The chart of Calmar ratio for ARKY, currently valued at 0.30, compared to the broader market0.005.0010.0015.000.300.05
The chart of Martin ratio for ARKY, currently valued at 1.86, compared to the broader market0.0020.0040.0060.0080.00100.001.860.44
ARKY
ETH-USD

The current ARKY Sharpe Ratio is 0.77, which is higher than the ETH-USD Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of ARKY and ETH-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 Ratio-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.62
0.16
ARKY
ETH-USD

Drawdowns

ARKY vs. ETH-USD - Drawdown Comparison

The maximum ARKY drawdown since its inception was -42.10%, smaller than the maximum ETH-USD drawdown of -93.96%. Use the drawdown chart below to compare losses from any high point for ARKY and ETH-USD. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-12.69%
-20.72%
ARKY
ETH-USD

Volatility

ARKY vs. ETH-USD - Volatility Comparison

The current volatility for ARK 21Shares Active Bitcoin Ethereum Strategy ETF (ARKY) is 15.34%, while Ethereum (ETH-USD) has a volatility of 17.57%. This indicates that ARKY experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%AugustSeptemberOctoberNovemberDecember2025
15.34%
17.57%
ARKY
ETH-USD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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