PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ARQT vs. SHOP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ARQT and SHOP is 0.25, 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.


-0.50.00.51.00.3

Performance

ARQT vs. SHOP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arcutis Biotherapeutics, Inc. (ARQT) and Shopify Inc. (SHOP). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%150.00%OctoberNovemberDecember2025FebruaryMarch
-33.49%
120.10%
ARQT
SHOP

Key characteristics

Sharpe Ratio

ARQT:

0.43

SHOP:

0.67

Sortino Ratio

ARQT:

1.19

SHOP:

1.31

Omega Ratio

ARQT:

1.13

SHOP:

1.18

Calmar Ratio

ARQT:

0.40

SHOP:

0.51

Martin Ratio

ARQT:

1.48

SHOP:

2.48

Ulcer Index

ARQT:

21.97%

SHOP:

14.20%

Daily Std Dev

ARQT:

75.39%

SHOP:

52.31%

Max Drawdown

ARQT:

-95.02%

SHOP:

-84.82%

Current Drawdown

ARQT:

-60.79%

SHOP:

-39.38%

Fundamentals

Market Cap

ARQT:

$1.72B

SHOP:

$141.30B

EPS

ARQT:

-$1.16

SHOP:

$0.99

Total Revenue (TTM)

ARQT:

$196.54M

SHOP:

$8.88B

Gross Profit (TTM)

ARQT:

$177.41M

SHOP:

$4.47B

EBITDA (TTM)

ARQT:

-$113.67M

SHOP:

$1.38B

Returns By Period

In the year-to-date period, ARQT achieves a 4.09% return, which is significantly higher than SHOP's -3.61% return.


ARQT

YTD

4.09%

1M

10.69%

6M

33.89%

1Y

38.89%

5Y*

-12.52%

10Y*

N/A

SHOP

YTD

-3.61%

1M

-14.02%

6M

46.18%

1Y

38.48%

5Y*

16.83%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

ARQT vs. SHOP — Risk-Adjusted Performance Rank

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

ARQT
The Risk-Adjusted Performance Rank of ARQT is 6666
Overall Rank
The Sharpe Ratio Rank of ARQT is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of ARQT is 6767
Sortino Ratio Rank
The Omega Ratio Rank of ARQT is 6363
Omega Ratio Rank
The Calmar Ratio Rank of ARQT is 6868
Calmar Ratio Rank
The Martin Ratio Rank of ARQT is 6565
Martin Ratio Rank

SHOP
The Risk-Adjusted Performance Rank of SHOP is 7171
Overall Rank
The Sharpe Ratio Rank of SHOP is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of SHOP is 7070
Sortino Ratio Rank
The Omega Ratio Rank of SHOP is 7070
Omega Ratio Rank
The Calmar Ratio Rank of SHOP is 7070
Calmar Ratio Rank
The Martin Ratio Rank of SHOP is 7272
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.

ARQT vs. SHOP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Arcutis Biotherapeutics, Inc. (ARQT) and Shopify Inc. (SHOP). 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 ARQT, currently valued at 0.43, compared to the broader market-3.00-2.00-1.000.001.002.003.000.430.67
The chart of Sortino ratio for ARQT, currently valued at 1.19, compared to the broader market-4.00-2.000.002.004.001.191.31
The chart of Omega ratio for ARQT, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.18
The chart of Calmar ratio for ARQT, currently valued at 0.40, compared to the broader market0.001.002.003.004.005.000.400.51
The chart of Martin ratio for ARQT, currently valued at 1.48, compared to the broader market-5.000.005.0010.0015.0020.0025.001.482.48
ARQT
SHOP

The current ARQT Sharpe Ratio is 0.43, which is lower than the SHOP Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of ARQT and SHOP, 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 Ratio0.001.002.003.004.005.006.007.00OctoberNovemberDecember2025FebruaryMarch
0.43
0.67
ARQT
SHOP

Dividends

ARQT vs. SHOP - Dividend Comparison

Neither ARQT nor SHOP has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ARQT vs. SHOP - Drawdown Comparison

The maximum ARQT drawdown since its inception was -95.02%, which is greater than SHOP's maximum drawdown of -84.82%. Use the drawdown chart below to compare losses from any high point for ARQT and SHOP. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%OctoberNovemberDecember2025FebruaryMarch
-60.79%
-39.38%
ARQT
SHOP

Volatility

ARQT vs. SHOP - Volatility Comparison

Arcutis Biotherapeutics, Inc. (ARQT) has a higher volatility of 27.23% compared to Shopify Inc. (SHOP) at 15.02%. This indicates that ARQT's price experiences larger fluctuations and is considered to be riskier than SHOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%OctoberNovemberDecember2025FebruaryMarch
27.23%
15.02%
ARQT
SHOP

Financials

ARQT vs. SHOP - Financials Comparison

This section allows you to compare key financial metrics between Arcutis Biotherapeutics, Inc. and Shopify Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab