AXSM vs. ARKW

Last updated Apr 2, 2026

Compare and contrast key facts about Axsome Therapeutics, Inc. (AXSM) and ARK Next Generation Internet ETF (ARKW).

ARKW is an actively managed fund by ARK. It was launched on Sep 30, 2014.

Performance

AXSM vs. ARKW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Axsome Therapeutics, Inc. (AXSM) and ARK Next Generation Internet ETF (ARKW). The values are adjusted to include any dividend payments, if applicable.

AXSM vs. ARKW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AXSM Axsome Therapeutics, Inc.	-5.95%	115.86%	6.31%	3.19%	104.16%	-53.63%	-21.18%	3,565.25%	-49.64%	-17.04%
ARKW ARK Next Generation Internet ETF	-17.90%	38.93%	42.27%	96.89%	-67.49%	-18.85%	157.44%	35.76%	4.24%	87.29%

Returns By Period

In the year-to-date period, AXSM achieves a -5.95% return, which is significantly higher than ARKW's -17.90% return. Over the past 10 years, AXSM has outperformed ARKW with an annualized return of 34.37%, while ARKW has yielded a comparatively lower 21.40% annualized return.

AXSM

• 1D: 1.63%
• 1M: 3.25%
• YTD: -5.95%
• 6M: 44.88%
• 1Y: 53.83%
• 3Y*: 40.69%
• 5Y*: 24.47%
• 10Y*: 34.37%

ARKW

• 1D: 0.56%
• 1M: -4.66%
• YTD: -17.90%
• 6M: -29.29%
• 1Y: 27.20%
• 3Y*: 31.95%
• 5Y*: -3.84%
• 10Y*: 21.40%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

AXSM vs. ARKW — Risk / Return Rank

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

AXSM

AXSM Risk / Return Rank: 80
AXSM Sharpe Ratio Rank: 81
AXSM Sortino Ratio Rank: 81
AXSM Omega Ratio Rank: 77
AXSM Calmar Ratio Rank: 81
AXSM Martin Ratio Rank: 80

ARKW

ARKW Risk / Return Rank: 35
ARKW Sharpe Ratio Rank: 37
ARKW Sortino Ratio Rank: 42
ARKW Omega Ratio Rank: 36
ARKW Calmar Ratio Rank: 32
ARKW Martin Ratio Rank: 25

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.

AXSM vs. ARKW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Axsome Therapeutics, Inc. (AXSM) and ARK Next Generation Internet ETF (ARKW). 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.

	AXSM	ARKW	Difference
Sharpe ratio Return per unit of total volatility	1.33	0.72	+0.61
Sortino ratio Return per unit of downside risk	2.19	1.24	+0.95
Omega ratio Gain probability vs. loss probability	1.27	1.15	+0.11
Calmar ratio Return relative to maximum drawdown	2.56	0.83	+1.73
Martin ratio Return relative to average drawdown	6.03	2.01	+4.02
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AXSM vs. ARKW - Sharpe Ratio Comparison

The current AXSM Sharpe Ratio is 1.33, which is higher than the ARKW Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of AXSM and ARKW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	AXSM	ARKW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.33	0.72	+0.61
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.35	-0.09	+0.44
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.38	0.57	-0.19
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	0.53	-0.17

Correlation

The correlation between AXSM and ARKW is 0.27, 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.

Dividends

AXSM vs. ARKW - Dividend Comparison

AXSM has not paid dividends to shareholders, while ARKW's dividend yield for the trailing twelve months is around 1.94%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AXSM Axsome Therapeutics, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ARKW ARK Next Generation Internet ETF	1.94%	1.59%	0.00%	0.00%	0.00%	0.17%	1.29%	0.00%	13.05%	2.05%	0.00%	2.29%

Drawdowns

AXSM vs. ARKW - Drawdown Comparison

The maximum AXSM drawdown since its inception was -86.65%, which is greater than ARKW's maximum drawdown of -80.52%. Use the drawdown chart below to compare losses from any high point for AXSM and ARKW.

Drawdown Indicators

	AXSM	ARKW	Difference
Max Drawdown Largest peak-to-trough decline	-86.65%	-80.52%	-6.13%
Max Drawdown (1Y) Largest decline over 1 year	-18.50%	-36.21%	+17.71%
Max Drawdown (5Y) Largest decline over 5 years	-72.91%	-77.36%	+4.45%
Max Drawdown (10Y) Largest decline over 10 years	-83.92%	-80.52%	-3.40%
Current Drawdown Current decline from peak	-9.16%	-34.20%	+25.04%
Average Drawdown Average peak-to-trough decline	-40.20%	-23.98%	-16.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.84%	14.98%	-7.14%

Volatility

AXSM vs. ARKW - Volatility Comparison

The current volatility for Axsome Therapeutics, Inc. (AXSM) is 11.01%, while ARK Next Generation Internet ETF (ARKW) has a volatility of 11.70%. This indicates that AXSM experiences smaller price fluctuations and is considered to be less risky than ARKW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AXSM	ARKW	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.01%	11.70%	-0.69%
Volatility (6M) Calculated over the trailing 6-month period	30.49%	25.81%	+4.68%
Volatility (1Y) Calculated over the trailing 1-year period	40.84%	37.79%	+3.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	70.52%	43.68%	+26.84%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	90.93%	37.55%	+53.38%