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EBUY.DE vs. ARKK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EBUY.DE vs. ARKK - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc (EBUY.DE) and ARK Innovation ETF (ARKK). The values are adjusted to include any dividend payments, if applicable.

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EBUY.DE vs. ARKK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EBUY.DE
Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc
-10.19%5.79%32.69%32.60%-35.09%12.02%45.12%
ARKK
ARK Innovation ETF
-9.26%19.41%15.56%63.97%-64.93%-17.88%104.88%
Different Trading Currencies

EBUY.DE is traded in EUR, while ARKK is traded in USD. To make them comparable, the ARKK values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, EBUY.DE achieves a -10.19% return, which is significantly lower than ARKK's -9.26% return.


EBUY.DE

1D
-0.05%
1M
0.34%
YTD
-10.19%
6M
-11.90%
1Y
3.75%
3Y*
13.52%
5Y*
2.57%
10Y*

ARKK

1D
0.69%
1M
-4.50%
YTD
-9.26%
6M
-21.94%
1Y
30.92%
3Y*
18.17%
5Y*
-10.10%
10Y*
14.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EBUY.DE vs. ARKK - Expense Ratio Comparison

EBUY.DE has a 0.45% expense ratio, which is lower than ARKK's 0.75% expense ratio.


Return for Risk

EBUY.DE vs. ARKK — Risk / Return Rank

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

EBUY.DE
EBUY.DE Risk / Return Rank: 1515
Overall Rank
EBUY.DE Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
EBUY.DE Sortino Ratio Rank: 1616
Sortino Ratio Rank
EBUY.DE Omega Ratio Rank: 1717
Omega Ratio Rank
EBUY.DE Calmar Ratio Rank: 1616
Calmar Ratio Rank
EBUY.DE Martin Ratio Rank: 1414
Martin Ratio Rank

ARKK
ARKK Risk / Return Rank: 4545
Overall Rank
ARKK Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
ARKK Sortino Ratio Rank: 5656
Sortino Ratio Rank
ARKK Omega Ratio Rank: 4343
Omega Ratio Rank
ARKK Calmar Ratio Rank: 4444
Calmar Ratio Rank
ARKK Martin Ratio Rank: 3333
Martin Ratio Rank
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.

EBUY.DE vs. ARKK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc (EBUY.DE) and ARK Innovation ETF (ARKK). 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.


EBUY.DEARKKDifference

Sharpe ratio

Return per unit of total volatility

0.12

0.71

-0.59

Sortino ratio

Return per unit of downside risk

0.42

1.27

-0.85

Omega ratio

Gain probability vs. loss probability

1.06

1.16

-0.09

Calmar ratio

Return relative to maximum drawdown

0.29

1.13

-0.83

Martin ratio

Return relative to average drawdown

0.61

2.71

-2.09

EBUY.DE vs. ARKK - Sharpe Ratio Comparison

The current EBUY.DE Sharpe Ratio is 0.12, which is lower than the ARKK Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of EBUY.DE and ARKK, 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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Sharpe Ratios by Period


EBUY.DEARKKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.12

0.71

-0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

-0.22

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.34

+0.07

Correlation

The correlation between EBUY.DE and ARKK is 0.54, 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.


Dividends

EBUY.DE vs. ARKK - Dividend Comparison

Neither EBUY.DE nor ARKK has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
EBUY.DE
Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ARKK
ARK Innovation ETF
0.00%0.00%0.00%0.70%0.00%0.55%1.64%0.38%3.14%1.32%0.00%2.27%

Drawdowns

EBUY.DE vs. ARKK - Drawdown Comparison

The maximum EBUY.DE drawdown since its inception was -42.56%, smaller than the maximum ARKK drawdown of -78.27%. Use the drawdown chart below to compare losses from any high point for EBUY.DE and ARKK.


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Drawdown Indicators


EBUY.DEARKKDifference

Max Drawdown

Largest peak-to-trough decline

-42.56%

-80.97%

+38.41%

Max Drawdown (1Y)

Largest decline over 1 year

-29.99%

-31.35%

+1.36%

Max Drawdown (5Y)

Largest decline over 5 years

-42.56%

-77.23%

+34.67%

Max Drawdown (10Y)

Largest decline over 10 years

-80.97%

Current Drawdown

Current decline from peak

-26.91%

-55.61%

+28.70%

Average Drawdown

Average peak-to-trough decline

-16.95%

-29.82%

+12.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.32%

12.27%

+2.05%

Volatility

EBUY.DE vs. ARKK - Volatility Comparison

The current volatility for Amundi MSCI Digital Economy and Metaverse ESG Screened UCITS ETF Acc (EBUY.DE) is 6.31%, while ARK Innovation ETF (ARKK) has a volatility of 10.83%. This indicates that EBUY.DE experiences smaller price fluctuations and is considered to be less risky than ARKK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EBUY.DEARKKDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.31%

10.83%

-4.52%

Volatility (6M)

Calculated over the trailing 6-month period

26.15%

27.30%

-1.15%

Volatility (1Y)

Calculated over the trailing 1-year period

31.98%

43.73%

-11.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.53%

45.26%

-20.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.50%

39.72%

-15.22%