PortfoliosLab logoPortfoliosLab logo
IBUY vs. ARKW
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IBUY vs. ARKW - Performance Comparison

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

Loading graphics...

IBUY vs. ARKW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IBUY
Amplify Online Retail ETF
-15.97%15.26%20.14%38.01%-55.71%-22.99%123.79%28.47%-1.93%50.27%
ARKW
ARK Next Generation Internet ETF
-17.90%38.93%42.27%96.89%-67.49%-18.85%157.44%35.76%4.24%87.29%

Returns By Period

In the year-to-date period, IBUY achieves a -15.97% return, which is significantly higher than ARKW's -17.90% return.


IBUY

1D
0.06%
1M
-4.59%
YTD
-15.97%
6M
-17.78%
1Y
3.26%
3Y*
12.33%
5Y*
-13.11%
10Y*

ARKW

1D
0.56%
1M
-4.66%
YTD
-17.90%
6M
-29.29%
1Y
27.20%
3Y*
31.95%
5Y*
-3.84%
10Y*
21.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IBUY vs. ARKW - Expense Ratio Comparison

IBUY has a 0.65% expense ratio, which is lower than ARKW's 0.76% expense ratio.


Return for Risk

IBUY vs. ARKW — Risk / Return Rank

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

IBUY
IBUY Risk / Return Rank: 1515
Overall Rank
IBUY Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
IBUY Sortino Ratio Rank: 1515
Sortino Ratio Rank
IBUY Omega Ratio Rank: 1515
Omega Ratio Rank
IBUY Calmar Ratio Rank: 1515
Calmar Ratio Rank
IBUY Martin Ratio Rank: 1515
Martin Ratio Rank

ARKW
ARKW Risk / Return Rank: 3535
Overall Rank
ARKW Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
ARKW Sortino Ratio Rank: 4242
Sortino Ratio Rank
ARKW Omega Ratio Rank: 3636
Omega Ratio Rank
ARKW Calmar Ratio Rank: 3232
Calmar Ratio Rank
ARKW Martin Ratio Rank: 2525
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.

IBUY vs. ARKW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Online Retail ETF (IBUY) 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.


IBUYARKWDifference

Sharpe ratio

Return per unit of total volatility

0.12

0.72

-0.60

Sortino ratio

Return per unit of downside risk

0.37

1.24

-0.87

Omega ratio

Gain probability vs. loss probability

1.05

1.15

-0.11

Calmar ratio

Return relative to maximum drawdown

0.18

0.83

-0.65

Martin ratio

Return relative to average drawdown

0.48

2.01

-1.52

IBUY vs. ARKW - Sharpe Ratio Comparison

The current IBUY Sharpe Ratio is 0.12, which is lower than the ARKW Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of IBUY 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.


Loading graphics...

Sharpe Ratios by Period


IBUYARKWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.12

0.72

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.41

-0.09

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.53

-0.20

Correlation

The correlation between IBUY and ARKW is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

IBUY vs. ARKW - Dividend Comparison

IBUY's dividend yield for the trailing twelve months is around 0.13%, less than ARKW's 1.94% yield.


TTM20252024202320222021202020192018201720162015
IBUY
Amplify Online Retail ETF
0.13%0.11%0.00%0.00%0.00%0.00%0.54%0.29%0.00%0.00%0.00%0.00%
ARKW
ARK Next Generation Internet ETF
1.94%1.59%0.00%0.00%0.00%0.17%1.29%0.00%13.05%2.05%0.00%2.29%

Drawdowns

IBUY vs. ARKW - Drawdown Comparison

The maximum IBUY drawdown since its inception was -73.00%, smaller than the maximum ARKW drawdown of -80.52%. Use the drawdown chart below to compare losses from any high point for IBUY and ARKW.


Loading graphics...

Drawdown Indicators


IBUYARKWDifference

Max Drawdown

Largest peak-to-trough decline

-73.00%

-80.52%

+7.52%

Max Drawdown (1Y)

Largest decline over 1 year

-23.23%

-36.21%

+12.98%

Max Drawdown (5Y)

Largest decline over 5 years

-71.15%

-77.36%

+6.21%

Max Drawdown (10Y)

Largest decline over 10 years

-80.52%

Current Drawdown

Current decline from peak

-54.99%

-34.20%

-20.79%

Average Drawdown

Average peak-to-trough decline

-29.26%

-23.98%

-5.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.49%

14.98%

-6.49%

Volatility

IBUY vs. ARKW - Volatility Comparison

The current volatility for Amplify Online Retail ETF (IBUY) is 7.26%, while ARK Next Generation Internet ETF (ARKW) has a volatility of 11.70%. This indicates that IBUY experiences smaller price fluctuations and is considered to be less risky than ARKW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


IBUYARKWDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.26%

11.70%

-4.44%

Volatility (6M)

Calculated over the trailing 6-month period

16.46%

25.81%

-9.35%

Volatility (1Y)

Calculated over the trailing 1-year period

26.27%

37.79%

-11.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.30%

43.68%

-11.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.13%

37.55%

-8.42%