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BTI vs. ARKG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BTI vs. ARKG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in British American Tobacco p.l.c. (BTI) and ARK Genomic Revolution Multi-Sector ETF (ARKG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BTI achieves a 7.68% return, which is significantly lower than ARKG's 42.35% return. Over the past 10 years, BTI has underperformed ARKG with an annualized return of 6.41%, while ARKG has yielded a comparatively higher 8.64% annualized return.


BTI

1D
0.25%
1M
-2.22%
6M
-1.07%
YTD
7.68%
1Y
12.24%
3Y*
31.63%
5Y*
18.41%
10Y*
6.41%
ALL TIME*
17.61%

ARKG

1D
1.33%
1M
-5.35%
6M
41.33%
YTD
42.35%
1Y
74.12%
3Y*
6.66%
5Y*
-13.76%
10Y*
8.64%
ALL TIME*
6.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$88.82M$108.42M$122.82M
$247.05M$249.52M$268.34M

BTI vs. ARKG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BTI
British American Tobacco p.l.c.
7.68%65.81%35.44%-19.97%14.91%7.95%-4.73%42.97%-49.35%24.40%
ARKG
ARK Genomic Revolution Multi-Sector ETF
42.35%23.04%-28.24%16.22%-53.90%-33.92%180.40%44.00%-1.26%46.61%

Correlation

The correlation between BTI and ARKG is -0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.09

Correlation (3Y)
Balances recent behavior with more history.

0.09

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.12

Correlation (10Y)
Provides a long-term view across more market conditions.

0.15

Correlation (All Time)
Calculated using the full available price history since Oct 31, 2014

0.16

The correlation between BTI and ARKG shifts across timeframes, from -0.09 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BTI vs. ARKG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BTI
BTI Risk / Return Rank: 5858
Overall Rank
BTI Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BTI Sortino Ratio Rank: 5555
Sortino Ratio Rank
BTI Omega Ratio Rank: 5151
Omega Ratio Rank
BTI Calmar Ratio Rank: 6363
Calmar Ratio Rank
BTI Martin Ratio Rank: 6262
Martin Ratio Rank

ARKG
ARKG Risk / Return Rank: 6060
Overall Rank
ARKG Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
ARKG Sortino Ratio Rank: 6565
Sortino Ratio Rank
ARKG Omega Ratio Rank: 5555
Omega Ratio Rank
ARKG Calmar Ratio Rank: 6868
Calmar Ratio Rank
ARKG Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BTI vs. ARKG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for British American Tobacco p.l.c. (BTI) and ARK Genomic Revolution Multi-Sector ETF (ARKG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BTIARKGDifference
Sharpe ratioReturn per unit of total volatility

-1.23

Sortino ratioReturn per unit of downside risk

-1.55

Omega ratioGain probability vs. loss probability

1.10

1.28

-0.18

Calmar ratioReturn relative to maximum drawdown

0.89

2.71

-1.81

Martin ratioReturn relative to average drawdown

1.80

6.48

-4.68

BTI vs. ARKG - Sharpe Ratio Comparison

The current BTI Sharpe Ratio is 0.50, which is lower than the ARKG Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of BTI and ARKG, 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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Drawdowns

BTI vs. ARKG - Drawdown Comparison

The maximum BTI drawdown since its inception was -64.11%, smaller than the maximum ARKG drawdown of -83.59%. Use the drawdown chart below to compare losses from any high point for BTI and ARKG.


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Drawdown Indicators


BTIARKGDifference

Max Drawdown

Largest peak-to-trough decline

-64.11%

-83.59%

+19.48%

Max Drawdown (1Y)

Largest decline over 1 year

-13.75%

-27.51%

+13.76%

Max Drawdown (3Y)

Largest decline over 3 years

-13.75%

-46.45%

+32.70%

Max Drawdown (5Y)

Largest decline over 5 years

-29.94%

-79.00%

+49.06%

Max Drawdown (10Y)

Largest decline over 10 years

-56.00%

-83.59%

+27.59%

Current Drawdown

Current decline from peak

-9.90%

-63.10%

+53.20%

Average Drawdown

Average peak-to-trough decline

-12.92%

-36.30%

+23.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.83%

11.48%

-4.65%

Volatility

BTI vs. ARKG - Volatility Comparison

The current volatility for British American Tobacco p.l.c. (BTI) is 10.23%, while ARK Genomic Revolution Multi-Sector ETF (ARKG) has a volatility of 11.09%. This indicates that BTI experiences smaller price fluctuations and is considered to be less risky than ARKG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTIARKGDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.23%

11.09%

-0.86%

Volatility (6M)

Calculated over the trailing 6-month period

20.36%

31.31%

-10.95%

Volatility (1Y)

Calculated over the trailing 1-year period

24.67%

43.08%

-18.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.64%

46.18%

-24.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.29%

41.46%

-17.17%

Dividends

BTI vs. ARKG - Dividend Comparison

BTI's dividend yield for the trailing twelve months is around 5.34%, while ARKG has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ARKG
ARK Genomic Revolution Multi-Sector ETF
0.00%0.00%0.00%0.00%0.00%0.62%0.85%3.14%0.82%1.34%0.00%0.00%
BTI
British American Tobacco p.l.c.
5.34%5.29%8.18%9.72%7.23%7.98%7.22%6.35%8.53%4.27%3.85%4.11%

Frequently Asked Questions


BTI and ARKG have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ARKG has higher volatility (11.09%) compared to BTI (10.23%). In terms of maximum drawdown, BTI dropped -64.11% vs ARKG's -83.59%.

ARKG currently has the higher Sharpe Ratio (1.73 vs 0.50), 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

Find the right allocation for BTI and ARKG

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