COLD vs. ARKG

Last updated Jul 15, 2026

COLD (Americold Realty Trust) is a stock, while ARKG (ARK Genomic Revolution Multi-Sector ETF) is Health & Biotech Equities fund actively managed by ARK. Over the past 5 years, COLD returned -13.07%/yr vs -12.89%/yr for ARKG. At a 0.33 correlation, their price movements are largely independent.

Performance

COLD vs. ARKG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Americold Realty Trust (COLD) and ARK Genomic Revolution Multi-Sector ETF (ARKG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, COLD achieves a 28.00% return, which is significantly lower than ARKG's 41.70% return.

COLD

• 1D: 1.34%
• 1M: 11.55%
• 6M: 23.86%
• YTD: 28.00%
• 1Y: 4.30%
• 3Y*: -17.14%
• 5Y*: -13.07%
• 10Y*: —

ARKG

• 1D: 1.13%
• 1M: 22.65%
• 6M: 28.44%
• YTD: 41.70%
• 1Y: 62.51%
• 3Y*: 4.22%
• 5Y*: -12.89%
• 10Y*: 9.35%

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

COLD vs. ARKG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
COLD Americold Realty Trust	28.00%	-36.17%	-26.72%	10.11%	-10.89%	-9.89%	9.03%	40.61%	50.55%
ARKG ARK Genomic Revolution Multi-Sector ETF	41.70%	23.04%	-28.24%	16.22%	-53.90%	-33.92%	180.40%	44.00%	-7.07%

Correlation

The correlation between COLD and ARKG is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.30
Correlation (3Y) Calculated over the trailing 3-year period	0.35
Correlation (5Y) Calculated over the trailing 5-year period	0.38
Correlation (All Time) Calculated using the full available price history since Jan 19, 2018	0.33

Return for Risk

COLD vs. ARKG — Risk / Return Rank

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

COLD

COLD Risk / Return Rank: 48
COLD Sharpe Ratio Rank: 49
COLD Sortino Ratio Rank: 47
COLD Omega Ratio Rank: 45
COLD Calmar Ratio Rank: 48
COLD Martin Ratio Rank: 48

ARKG

ARKG Risk / Return Rank: 51
ARKG Sharpe Ratio Rank: 53
ARKG Sortino Ratio Rank: 56
ARKG Omega Ratio Rank: 47
ARKG Calmar Ratio Rank: 57
ARKG Martin Ratio Rank: 42

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.

COLD vs. ARKG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Americold Realty Trust (COLD) 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.

	COLD	ARKG	Difference
Sharpe ratio: Return per unit of total volatility	0.09	1.46	-1.37
Sortino ratio: Return per unit of downside risk	0.52	2.16	-1.64
Omega ratio: Gain probability vs. loss probability	1.06	1.25	-0.19
Calmar ratio: Return relative to maximum drawdown	0.11	2.28	-2.17
Martin ratio: Return relative to average drawdown	0.20	5.44	-5.24

COLD vs. ARKG - Sharpe Ratio Comparison

The current COLD Sharpe Ratio is 0.09, which is lower than the ARKG Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of COLD 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.

Drawdowns

COLD vs. ARKG - Drawdown Comparison

The maximum COLD drawdown since its inception was -70.76%, smaller than the maximum ARKG drawdown of -83.59%. Use the drawdown chart below to compare losses from any high point for COLD and ARKG.

Drawdown Indicators

	COLD	ARKG	Difference
Max Drawdown Largest peak-to-trough decline	-70.76%	-83.59%	+12.83%
Max Drawdown (1Y) Largest decline over 1 year	-39.17%	-27.51%	-11.66%
Max Drawdown (3Y) Largest decline over 3 years	-67.06%	-51.96%	-15.10%
Max Drawdown (5Y) Largest decline over 5 years	-70.76%	-79.26%	+8.50%
Max Drawdown (10Y) Largest decline over 10 years	—	-83.59%	—
Current Drawdown Current decline from peak	-51.61%	-63.27%	+11.66%
Average Drawdown Average peak-to-trough decline	-22.69%	-36.14%	+13.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.17%	11.53%	+9.64%

Volatility

COLD vs. ARKG - Volatility Comparison

The current volatility for Americold Realty Trust (COLD) is 10.75%, while ARK Genomic Revolution Multi-Sector ETF (ARKG) has a volatility of 12.62%. This indicates that COLD 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.

Volatility by Period

	COLD	ARKG	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.75%	12.62%	-1.87%
Volatility (6M) Calculated over the trailing 6-month period	34.10%	31.56%	+2.54%
Volatility (1Y) Calculated over the trailing 1-year period	45.54%	43.01%	+2.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.29%	46.10%	-12.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.26%	41.39%	-9.13%

Dividends

COLD vs. ARKG - Dividend Comparison

COLD's dividend yield for the trailing twelve months is around 5.79%, while ARKG has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
COLD Americold Realty Trust	5.79%	7.15%	4.11%	2.91%	3.11%	2.68%	2.25%	2.28%	2.75%	0.00%

Frequently Asked Questions

Can I hold both COLD and ARKG in my portfolio?

COLD and ARKG have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, COLD or ARKG?

ARKG has higher volatility (12.62%) compared to COLD (10.75%). In terms of maximum drawdown, COLD dropped -70.76% vs ARKG's -83.59%.

Which has better risk-adjusted returns?

ARKG currently has the higher Sharpe Ratio (1.46 vs 0.09), 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.