GS vs. ARKK
Compare and contrast key facts about The Goldman Sachs Group, Inc. (GS) and ARK Innovation ETF (ARKK).
ARKK is an actively managed fund by ARK Investment Management. It was launched on Oct 31, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GS or ARKK.
Performance
GS vs. ARKK - Performance Comparison
Returns By Period
In the year-to-date period, GS achieves a 56.01% return, which is significantly higher than ARKK's 2.08% return. Over the past 10 years, GS has outperformed ARKK with an annualized return of 14.27%, while ARKK has yielded a comparatively lower 11.39% annualized return.
GS
56.01%
11.73%
27.77%
78.89%
24.93%
14.27%
ARKK
2.08%
11.31%
17.62%
22.33%
2.74%
11.39%
Key characteristics
| GS | ARKK | |
|---|---|---|
| Sharpe Ratio | 3.09 | 0.68 |
| Sortino Ratio | 4.27 | 1.15 |
| Omega Ratio | 1.57 | 1.14 |
| Calmar Ratio | 4.85 | 0.33 |
| Martin Ratio | 31.44 | 1.69 |
| Ulcer Index | 2.55% | 14.38% |
| Daily Std Dev | 26.01% | 35.74% |
| Max Drawdown | -78.84% | -80.91% |
| Current Drawdown | -1.96% | -65.29% |
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Correlation
The correlation between GS and ARKK is 0.44, 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.
Risk-Adjusted Performance
GS vs. ARKK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Goldman Sachs Group, Inc. (GS) 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.
Dividends
GS vs. ARKK - Dividend Comparison
GS's dividend yield for the trailing twelve months is around 1.91%, while ARKK has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GS The Goldman Sachs Group, Inc. | 1.91% | 2.72% | 2.62% | 1.70% | 1.90% | 1.80% | 1.89% | 1.14% | 1.09% | 1.41% | 1.16% | 1.16% |
ARKK ARK Innovation ETF | 0.00% | 0.00% | 0.00% | 0.83% | 1.31% | 0.38% | 3.14% | 1.32% | 0.00% | 2.27% | 0.00% | 0.00% |
Drawdowns
GS vs. ARKK - Drawdown Comparison
The maximum GS drawdown since its inception was -78.84%, roughly equal to the maximum ARKK drawdown of -80.91%. Use the drawdown chart below to compare losses from any high point for GS and ARKK. For additional features, visit the drawdowns tool.
Volatility
GS vs. ARKK - Volatility Comparison
The Goldman Sachs Group, Inc. (GS) and ARK Innovation ETF (ARKK) have volatilities of 14.16% and 14.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.