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

Correlation

The correlation between GNOM and ARKG is 0.61, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

GNOM vs. ARKG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Genomics & Biotechnology ETF (GNOM) and ARK Genomic Revolution Multi-Sector ETF (ARKG). The values are adjusted to include any dividend payments, if applicable.

-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-47.21%
-32.28%
GNOM
ARKG

Key characteristics

Sharpe Ratio

GNOM:

-0.61

ARKG:

-0.14

Sortino Ratio

GNOM:

-0.72

ARKG:

0.11

Omega Ratio

GNOM:

0.92

ARKG:

1.01

Calmar Ratio

GNOM:

-0.26

ARKG:

-0.08

Martin Ratio

GNOM:

-1.27

ARKG:

-0.49

Ulcer Index

GNOM:

15.10%

ARKG:

13.33%

Daily Std Dev

GNOM:

31.47%

ARKG:

45.73%

Max Drawdown

GNOM:

-75.00%

ARKG:

-83.59%

Current Drawdown

GNOM:

-70.95%

ARKG:

-79.96%

Returns By Period

In the year-to-date period, GNOM achieves a -16.58% return, which is significantly lower than ARKG's -4.86% return.


GNOM

YTD

-16.58%

1M

-4.37%

6M

-22.78%

1Y

-16.41%

5Y*

-11.69%

10Y*

N/A

ARKG

YTD

-4.86%

1M

-0.40%

6M

-3.86%

1Y

-2.65%

5Y*

-10.75%

10Y*

0.49%

*Annualized

Compare stocks, funds, or ETFs

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GNOM vs. ARKG - Expense Ratio Comparison

GNOM has a 0.50% expense ratio, which is lower than ARKG's 0.75% expense ratio.


Expense ratio chart for ARKG: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ARKG: 0.75%
Expense ratio chart for GNOM: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GNOM: 0.50%

Risk-Adjusted Performance

GNOM vs. ARKG — Risk-Adjusted Performance Rank

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

GNOM
The Risk-Adjusted Performance Rank of GNOM is 44
Overall Rank
The Sharpe Ratio Rank of GNOM is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of GNOM is 33
Sortino Ratio Rank
The Omega Ratio Rank of GNOM is 44
Omega Ratio Rank
The Calmar Ratio Rank of GNOM is 77
Calmar Ratio Rank
The Martin Ratio Rank of GNOM is 33
Martin Ratio Rank

ARKG
The Risk-Adjusted Performance Rank of ARKG is 1515
Overall Rank
The Sharpe Ratio Rank of ARKG is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of ARKG is 1818
Sortino Ratio Rank
The Omega Ratio Rank of ARKG is 1717
Omega Ratio Rank
The Calmar Ratio Rank of ARKG is 1414
Calmar Ratio Rank
The Martin Ratio Rank of ARKG is 1111
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GNOM vs. ARKG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Genomics & Biotechnology ETF (GNOM) 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.


The chart of Sharpe ratio for GNOM, currently valued at -0.61, compared to the broader market-1.000.001.002.003.004.00
GNOM: -0.61
ARKG: -0.14
The chart of Sortino ratio for GNOM, currently valued at -0.72, compared to the broader market-2.000.002.004.006.008.00
GNOM: -0.72
ARKG: 0.11
The chart of Omega ratio for GNOM, currently valued at 0.92, compared to the broader market0.501.001.502.002.50
GNOM: 0.92
ARKG: 1.01
The chart of Calmar ratio for GNOM, currently valued at -0.26, compared to the broader market0.002.004.006.008.0010.0012.00
GNOM: -0.26
ARKG: -0.08
The chart of Martin ratio for GNOM, currently valued at -1.27, compared to the broader market0.0020.0040.0060.00
GNOM: -1.27
ARKG: -0.49

The current GNOM Sharpe Ratio is -0.61, which is lower than the ARKG Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of GNOM and ARKG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.61
-0.14
GNOM
ARKG

Dividends

GNOM vs. ARKG - Dividend Comparison

Neither GNOM nor ARKG has paid dividends to shareholders.


TTM20242023202220212020201920182017
GNOM
Global X Genomics & Biotechnology ETF
0.00%0.00%0.00%0.00%0.04%0.14%0.00%0.00%0.00%
ARKG
ARK Genomic Revolution Multi-Sector ETF
0.00%0.00%0.00%0.00%0.62%0.85%3.14%1.94%1.34%

Drawdowns

GNOM vs. ARKG - Drawdown Comparison

The maximum GNOM drawdown since its inception was -75.00%, smaller than the maximum ARKG drawdown of -83.59%. Use the drawdown chart below to compare losses from any high point for GNOM and ARKG. For additional features, visit the drawdowns tool.


-80.00%-75.00%-70.00%-65.00%-60.00%NovemberDecember2025FebruaryMarchApril
-70.95%
-79.96%
GNOM
ARKG

Volatility

GNOM vs. ARKG - Volatility Comparison

The current volatility for Global X Genomics & Biotechnology ETF (GNOM) is 17.01%, while ARK Genomic Revolution Multi-Sector ETF (ARKG) has a volatility of 20.18%. This indicates that GNOM 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
17.01%
20.18%
GNOM
ARKG