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ARQ vs. ARKVX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ARQ vs. ARKVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arq, Inc (ARQ) and ARK Venture Fund (ARKVX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ARQ achieves a -16.51% return, which is significantly lower than ARKVX's 12.39% return.


ARQ

1D
-2.15%
1M
19.21%
YTD
-16.51%
6M
-28.53%
1Y
-46.58%
3Y*
22.64%
5Y*
-19.27%
10Y*
-7.51%

ARKVX

1D
-0.27%
1M
3.04%
YTD
12.39%
6M
28.64%
1Y
70.94%
3Y*
36.96%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ARQ vs. ARKVX - Yearly Performance Comparison


2026 (YTD)2025202420232022
ARQ
Arq, Inc
-16.51%-56.80%154.03%22.63%-24.06%
ARKVX
ARK Venture Fund
12.39%55.68%6.69%61.25%-6.24%

Correlation

The correlation between ARQ and ARKVX is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.24

Correlation (All Time)
Calculated using the full available price history since Nov 8, 2022

0.23

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Return for Risk

ARQ vs. ARKVX — Risk / Return Rank

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

ARQ
ARQ Risk / Return Rank: 2020
Overall Rank
ARQ Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
ARQ Sortino Ratio Rank: 2424
Sortino Ratio Rank
ARQ Omega Ratio Rank: 2121
Omega Ratio Rank
ARQ Calmar Ratio Rank: 2020
Calmar Ratio Rank
ARQ Martin Ratio Rank: 2121
Martin Ratio Rank

ARKVX
ARKVX Risk / Return Rank: 9898
Overall Rank
ARKVX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
ARKVX Sortino Ratio Rank: 9999
Sortino Ratio Rank
ARKVX Omega Ratio Rank: 9898
Omega Ratio Rank
ARKVX Calmar Ratio Rank: 9898
Calmar Ratio Rank
ARKVX Martin Ratio Rank: 9898
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.

ARQ vs. ARKVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Arq, Inc (ARQ) and ARK Venture Fund (ARKVX). 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.


ARQARKVXDifference

Sharpe ratio

Return per unit of total volatility

-0.55

4.07

-4.61

Sortino ratio

Return per unit of downside risk

-0.27

11.25

-11.53

Omega ratio

Gain probability vs. loss probability

0.95

2.41

-1.46

Calmar ratio

Return relative to maximum drawdown

-0.57

8.63

-9.20

Martin ratio

Return relative to average drawdown

-0.97

33.57

-34.54

ARQ vs. ARKVX - Sharpe Ratio Comparison

The current ARQ Sharpe Ratio is -0.55, which is lower than the ARKVX Sharpe Ratio of 4.07. The chart below compares the historical Sharpe Ratios of ARQ and ARKVX, 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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Sharpe Ratios by Period


ARQARKVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.55

4.07

-4.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

1.86

-1.87

Drawdowns

ARQ vs. ARKVX - Drawdown Comparison

The maximum ARQ drawdown since its inception was -94.31%, which is greater than ARKVX's maximum drawdown of -19.10%. Use the drawdown chart below to compare losses from any high point for ARQ and ARKVX.


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Drawdown Indicators


ARQARKVXDifference

Max Drawdown

Largest peak-to-trough decline

-94.31%

-19.10%

-75.21%

Max Drawdown (1Y)

Largest decline over 1 year

-78.78%

-8.14%

-70.64%

Max Drawdown (3Y)

Largest decline over 3 years

-79.55%

-19.10%

-60.45%

Max Drawdown (5Y)

Largest decline over 5 years

-84.39%

Max Drawdown (10Y)

Largest decline over 10 years

-91.20%

Current Drawdown

Current decline from peak

-87.56%

-0.27%

-87.29%

Average Drawdown

Average peak-to-trough decline

-57.48%

-4.20%

-53.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

46.08%

2.09%

+43.99%

Volatility

ARQ vs. ARKVX - Volatility Comparison

Arq, Inc (ARQ) has a higher volatility of 18.31% compared to ARK Venture Fund (ARKVX) at 4.35%. This indicates that ARQ's price experiences larger fluctuations and is considered to be riskier than ARKVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARQARKVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.31%

4.35%

+13.96%

Volatility (6M)

Calculated over the trailing 6-month period

79.48%

13.19%

+66.29%

Volatility (1Y)

Calculated over the trailing 1-year period

85.39%

18.53%

+66.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

76.22%

18.68%

+57.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

65.43%

18.68%

+46.75%

Dividends

ARQ vs. ARKVX - Dividend Comparison

Neither ARQ nor ARKVX has paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
ARKVX
ARK Venture Fund
0.00%0.00%0.32%0.72%0.00%0.00%0.00%0.00%0.00%0.00%
ARQ
Arq, Inc
0.00%0.00%0.00%0.00%0.00%0.00%4.55%9.52%9.48%7.76%

Frequently Asked Questions


ARQ and ARKVX 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.

ARQ has higher volatility (18.31%) compared to ARKVX (4.35%). In terms of maximum drawdown, ARQ dropped -94.31% vs ARKVX's -19.10%.

ARKVX currently has the higher Sharpe Ratio (4.07 vs -0.55), 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

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