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ARTY vs. ARKK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ARTY vs. ARKK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Future AI & Tech ETF (ARTY) and ARK Innovation ETF (ARKK). The values are adjusted to include any dividend payments, if applicable.

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ARTY vs. ARKK - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ARTY
iShares Future AI & Tech ETF
-3.42%29.97%8.02%36.37%-37.89%6.32%48.85%34.47%-14.31%
ARKK
ARK Innovation ETF
-12.13%35.49%8.40%69.04%-66.97%-23.60%152.71%35.08%-14.64%

Returns By Period

In the year-to-date period, ARTY achieves a -3.42% return, which is significantly higher than ARKK's -12.13% return.


ARTY

1D
5.27%
1M
-8.78%
YTD
-3.42%
6M
1.64%
1Y
47.95%
3Y*
14.58%
5Y*
2.03%
10Y*

ARKK

1D
6.41%
1M
-7.30%
YTD
-12.13%
6M
-21.68%
1Y
42.06%
3Y*
19.10%
5Y*
-10.73%
10Y*
14.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ARTY vs. ARKK - Expense Ratio Comparison

ARTY has a 0.47% expense ratio, which is lower than ARKK's 0.75% expense ratio.


Return for Risk

ARTY vs. ARKK — Risk / Return Rank

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

ARTY
ARTY Risk / Return Rank: 8181
Overall Rank
ARTY Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
ARTY Sortino Ratio Rank: 8181
Sortino Ratio Rank
ARTY Omega Ratio Rank: 7777
Omega Ratio Rank
ARTY Calmar Ratio Rank: 8686
Calmar Ratio Rank
ARTY Martin Ratio Rank: 8181
Martin Ratio Rank

ARKK
ARKK Risk / Return Rank: 5555
Overall Rank
ARKK Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
ARKK Sortino Ratio Rank: 6868
Sortino Ratio Rank
ARKK Omega Ratio Rank: 5555
Omega Ratio Rank
ARKK Calmar Ratio Rank: 5454
Calmar Ratio Rank
ARKK Martin Ratio Rank: 3838
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.

ARTY vs. ARKK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Future AI & Tech ETF (ARTY) and ARK Innovation ETF (ARKK). 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.


ARTYARKKDifference

Sharpe ratio

Return per unit of total volatility

1.48

0.99

+0.49

Sortino ratio

Return per unit of downside risk

2.05

1.63

+0.42

Omega ratio

Gain probability vs. loss probability

1.28

1.19

+0.08

Calmar ratio

Return relative to maximum drawdown

2.48

1.24

+1.24

Martin ratio

Return relative to average drawdown

8.54

3.22

+5.32

ARTY vs. ARKK - Sharpe Ratio Comparison

The current ARTY Sharpe Ratio is 1.48, which is higher than the ARKK Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of ARTY and ARKK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ARTYARKKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

0.99

+0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

-0.23

+0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.32

+0.05

Correlation

The correlation between ARTY and ARKK is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ARTY vs. ARKK - Dividend Comparison

Neither ARTY nor ARKK has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
ARTY
iShares Future AI & Tech ETF
0.00%0.00%0.50%0.88%0.75%2.41%0.53%0.69%0.34%0.00%0.00%0.00%
ARKK
ARK Innovation ETF
0.00%0.00%0.00%0.70%0.00%0.55%1.64%0.38%3.14%1.32%0.00%2.27%

Drawdowns

ARTY vs. ARKK - Drawdown Comparison

The maximum ARTY drawdown since its inception was -54.50%, smaller than the maximum ARKK drawdown of -80.97%. Use the drawdown chart below to compare losses from any high point for ARTY and ARKK.


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Drawdown Indicators


ARTYARKKDifference

Max Drawdown

Largest peak-to-trough decline

-54.50%

-80.97%

+26.47%

Max Drawdown (1Y)

Largest decline over 1 year

-18.81%

-31.35%

+12.54%

Max Drawdown (5Y)

Largest decline over 5 years

-50.53%

-77.23%

+26.70%

Max Drawdown (10Y)

Largest decline over 10 years

-80.97%

Current Drawdown

Current decline from peak

-14.53%

-56.23%

+41.70%

Average Drawdown

Average peak-to-trough decline

-20.24%

-29.80%

+9.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.46%

12.05%

-6.59%

Volatility

ARTY vs. ARKK - Volatility Comparison

iShares Future AI & Tech ETF (ARTY) and ARK Innovation ETF (ARKK) have volatilities of 13.21% and 12.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ARTYARKKDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.21%

12.71%

+0.50%

Volatility (6M)

Calculated over the trailing 6-month period

23.20%

27.59%

-4.39%

Volatility (1Y)

Calculated over the trailing 1-year period

32.56%

42.61%

-10.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.89%

46.38%

-18.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.42%

40.12%

-12.70%