DXC vs. ARKW

Last updated Apr 1, 2026

Compare and contrast key facts about DXC Technology Company (DXC) and ARK Next Generation Internet ETF (ARKW).

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

Performance

DXC vs. ARKW - Performance Comparison

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

DXC vs. ARKW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DXC DXC Technology Company	-14.20%	-26.68%	-12.64%	-13.70%	-17.68%	25.01%	-30.14%	-27.90%	-34.63%	53.75%
ARKW ARK Next Generation Internet ETF	-18.36%	38.93%	42.27%	96.89%	-67.49%	-18.85%	157.44%	35.76%	4.24%	70.10%

Returns By Period

In the year-to-date period, DXC achieves a -14.20% return, which is significantly higher than ARKW's -18.36% return.

DXC

• 1D: 5.19%
• 1M: -0.16%
• YTD: -14.20%
• 6M: -7.78%
• 1Y: -26.28%
• 3Y*: -21.07%
• 5Y*: -16.43%
• 10Y*: —

ARKW

• 1D: 5.38%
• 1M: -3.47%
• YTD: -18.36%
• 6M: -29.86%
• 1Y: 29.37%
• 3Y*: 31.70%
• 5Y*: -3.94%
• 10Y*: 21.33%

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

Return for Risk

DXC vs. ARKW — Risk / Return Rank

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

DXC

DXC Risk / Return Rank: 17
DXC Sharpe Ratio Rank: 17
DXC Sortino Ratio Rank: 18
DXC Omega Ratio Rank: 19
DXC Calmar Ratio Rank: 14
DXC Martin Ratio Rank: 17

ARKW

ARKW Risk / Return Rank: 40
ARKW Sharpe Ratio Rank: 45
ARKW Sortino Ratio Rank: 53
ARKW Omega Ratio Rank: 44
ARKW Calmar Ratio Rank: 33
ARKW Martin Ratio Rank: 26

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.

DXC vs. ARKW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DXC Technology Company (DXC) 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.

	DXC	ARKW	Difference
Sharpe ratio Return per unit of total volatility	-0.57	0.78	-1.35
Sortino ratio Return per unit of downside risk	-0.56	1.31	-1.87
Omega ratio Gain probability vs. loss probability	0.93	1.16	-0.23
Calmar ratio Return relative to maximum drawdown	-0.77	0.75	-1.52
Martin ratio Return relative to average drawdown	-1.28	1.83	-3.11
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DXC vs. ARKW - Sharpe Ratio Comparison

The current DXC Sharpe Ratio is -0.57, which is lower than the ARKW Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of DXC 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

	DXC	ARKW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.57	0.78	-1.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.37	-0.09	-0.28
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.57	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.28	0.53	-0.81

Correlation

The correlation between DXC and ARKW is 0.39, 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

DXC vs. ARKW - Dividend Comparison

DXC has not paid dividends to shareholders, while ARKW's dividend yield for the trailing twelve months is around 1.95%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DXC DXC Technology Company	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.82%	2.18%	24.81%	0.72%	0.00%	0.00%
ARKW ARK Next Generation Internet ETF	1.95%	1.59%	0.00%	0.00%	0.00%	0.17%	1.29%	0.00%	13.05%	2.05%	0.00%	2.29%

Drawdowns

DXC vs. ARKW - Drawdown Comparison

The maximum DXC drawdown since its inception was -90.12%, which is greater than ARKW's maximum drawdown of -80.52%. Use the drawdown chart below to compare losses from any high point for DXC and ARKW.

Drawdown Indicators

	DXC	ARKW	Difference
Max Drawdown Largest peak-to-trough decline	-90.12%	-80.52%	-9.60%
Max Drawdown (1Y) Largest decline over 1 year	-34.09%	-36.21%	+2.12%
Max Drawdown (5Y) Largest decline over 5 years	-73.24%	-77.36%	+4.12%
Max Drawdown (10Y) Largest decline over 10 years	—	-80.52%	—
Current Drawdown Current decline from peak	-86.40%	-34.57%	-51.83%
Average Drawdown Average peak-to-trough decline	-57.47%	-23.97%	-33.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	20.60%	14.84%	+5.76%

Volatility

DXC vs. ARKW - Volatility Comparison

DXC Technology Company (DXC) has a higher volatility of 12.44% compared to ARK Next Generation Internet ETF (ARKW) at 11.71%. This indicates that DXC's price experiences larger fluctuations and is considered to be riskier than ARKW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DXC	ARKW	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.44%	11.71%	+0.73%
Volatility (6M) Calculated over the trailing 6-month period	34.02%	25.79%	+8.23%
Volatility (1Y) Calculated over the trailing 1-year period	46.47%	37.84%	+8.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.23%	43.68%	+0.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	50.88%	37.55%	+13.33%