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CACG vs. ARKG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


CACGARKG

Correlation

-0.50.00.51.00.7

The correlation between CACG and ARKG is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

CACG vs. ARKG - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
2.51%
-8.91%
CACG
ARKG

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CACG vs. ARKG - Expense Ratio Comparison

CACG has a 0.53% expense ratio, which is lower than ARKG's 0.75% expense ratio.


ARKG
ARK Genomic Revolution Multi-Sector ETF
Expense ratio chart for ARKG: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for CACG: current value at 0.53% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.53%

Risk-Adjusted Performance

CACG vs. ARKG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ClearBridge All Cap Growth ESG ETF (CACG) 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.


CACG
Sharpe ratio
The chart of Sharpe ratio for CACG, currently valued at 2.17, compared to the broader market0.002.004.002.17
Sortino ratio
The chart of Sortino ratio for CACG, currently valued at 3.10, compared to the broader market-2.000.002.004.006.008.0010.0012.003.10
Omega ratio
The chart of Omega ratio for CACG, currently valued at 1.46, compared to the broader market0.501.001.502.002.503.003.501.46
Calmar ratio
The chart of Calmar ratio for CACG, currently valued at 1.51, compared to the broader market0.005.0010.0015.001.51
Martin ratio
The chart of Martin ratio for CACG, currently valued at 14.25, compared to the broader market0.0020.0040.0060.0080.00100.00120.0014.25
ARKG
Sharpe ratio
The chart of Sharpe ratio for ARKG, currently valued at -0.33, compared to the broader market0.002.004.00-0.33
Sortino ratio
The chart of Sortino ratio for ARKG, currently valued at -0.21, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.21
Omega ratio
The chart of Omega ratio for ARKG, currently valued at 0.98, compared to the broader market0.501.001.502.002.503.003.500.98
Calmar ratio
The chart of Calmar ratio for ARKG, currently valued at -0.17, compared to the broader market0.005.0010.0015.00-0.17
Martin ratio
The chart of Martin ratio for ARKG, currently valued at -0.69, compared to the broader market0.0020.0040.0060.0080.00100.00120.00-0.69

CACG vs. ARKG - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
2.17
-0.33
CACG
ARKG

Dividends

CACG vs. ARKG - Dividend Comparison

Neither CACG nor ARKG has paid dividends to shareholders.


TTM2023202220212020201920182017
CACG
ClearBridge All Cap Growth ESG ETF
0.34%0.34%0.34%2.92%0.47%0.64%0.68%0.24%
ARKG
ARK Genomic Revolution Multi-Sector ETF
0.00%0.00%0.00%0.62%0.85%3.14%1.94%1.34%

Drawdowns

CACG vs. ARKG - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%AprilMayJuneJulyAugustSeptember0
-76.48%
CACG
ARKG

Volatility

CACG vs. ARKG - Volatility Comparison

The current volatility for ClearBridge All Cap Growth ESG ETF (CACG) is 0.00%, while ARK Genomic Revolution Multi-Sector ETF (ARKG) has a volatility of 10.39%. This indicates that CACG 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.


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember0
10.39%
CACG
ARKG