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BPAY vs. ARKF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BPAY and ARKF is 0.77, 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.


Performance

BPAY vs. ARKF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BlackRock Future Financial and Technology ETF (BPAY) and ARK Fintech Innovation ETF (ARKF). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BPAY:

0.72

ARKF:

1.36

Sortino Ratio

BPAY:

1.08

ARKF:

1.86

Omega Ratio

BPAY:

1.15

ARKF:

1.25

Calmar Ratio

BPAY:

0.67

ARKF:

0.78

Martin Ratio

BPAY:

2.30

ARKF:

4.25

Ulcer Index

BPAY:

7.36%

ARKF:

11.32%

Daily Std Dev

BPAY:

26.05%

ARKF:

37.28%

Max Drawdown

BPAY:

-26.17%

ARKF:

-78.63%

Current Drawdown

BPAY:

-3.39%

ARKF:

-35.64%

Returns By Period

In the year-to-date period, BPAY achieves a 4.55% return, which is significantly lower than ARKF's 10.47% return.


BPAY

YTD

4.55%

1M

9.87%

6M

1.03%

1Y

18.73%

3Y*

N/A

5Y*

N/A

10Y*

N/A

ARKF

YTD

10.47%

1M

12.38%

6M

4.33%

1Y

50.26%

3Y*

28.81%

5Y*

7.72%

10Y*

N/A

*Annualized

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ARK Fintech Innovation ETF

BPAY vs. ARKF - Expense Ratio Comparison

BPAY has a 0.70% expense ratio, which is lower than ARKF's 0.75% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BPAY vs. ARKF — Risk-Adjusted Performance Rank

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

BPAY
The Risk-Adjusted Performance Rank of BPAY is 6262
Overall Rank
The Sharpe Ratio Rank of BPAY is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of BPAY is 6363
Sortino Ratio Rank
The Omega Ratio Rank of BPAY is 6262
Omega Ratio Rank
The Calmar Ratio Rank of BPAY is 6565
Calmar Ratio Rank
The Martin Ratio Rank of BPAY is 5959
Martin Ratio Rank

ARKF
The Risk-Adjusted Performance Rank of ARKF is 8282
Overall Rank
The Sharpe Ratio Rank of ARKF is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of ARKF is 8686
Sortino Ratio Rank
The Omega Ratio Rank of ARKF is 8585
Omega Ratio Rank
The Calmar Ratio Rank of ARKF is 7171
Calmar Ratio Rank
The Martin Ratio Rank of ARKF is 8080
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.

BPAY vs. ARKF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BlackRock Future Financial and Technology ETF (BPAY) and ARK Fintech Innovation ETF (ARKF). 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.


The current BPAY Sharpe Ratio is 0.72, which is lower than the ARKF Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of BPAY and ARKF, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

BPAY vs. ARKF - Dividend Comparison

BPAY's dividend yield for the trailing twelve months is around 0.46%, while ARKF has not paid dividends to shareholders.


TTM202420232022202120202019
BPAY
BlackRock Future Financial and Technology ETF
0.46%0.48%1.18%0.18%0.00%0.00%0.00%
ARKF
ARK Fintech Innovation ETF
0.00%0.00%0.00%0.00%0.00%0.37%1.25%

Drawdowns

BPAY vs. ARKF - Drawdown Comparison

The maximum BPAY drawdown since its inception was -26.17%, smaller than the maximum ARKF drawdown of -78.63%. Use the drawdown chart below to compare losses from any high point for BPAY and ARKF.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BPAY vs. ARKF - Volatility Comparison

The current volatility for BlackRock Future Financial and Technology ETF (BPAY) is 6.19%, while ARK Fintech Innovation ETF (ARKF) has a volatility of 8.44%. This indicates that BPAY experiences smaller price fluctuations and is considered to be less risky than ARKF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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