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IBUY vs. ARKW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IBUY and ARKW is 0.83, 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.


-0.50.00.51.00.8

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.

100.00%200.00%300.00%400.00%500.00%600.00%JulyAugustSeptemberOctoberNovemberDecember
159.55%
539.54%
IBUY
ARKW

Key characteristics

Sharpe Ratio

IBUY:

0.99

ARKW:

1.58

Sortino Ratio

IBUY:

1.48

ARKW:

2.14

Omega Ratio

IBUY:

1.18

ARKW:

1.26

Calmar Ratio

IBUY:

0.35

ARKW:

0.81

Martin Ratio

IBUY:

4.28

ARKW:

7.72

Ulcer Index

IBUY:

5.20%

ARKW:

6.61%

Daily Std Dev

IBUY:

22.52%

ARKW:

32.25%

Max Drawdown

IBUY:

-73.00%

ARKW:

-80.01%

Current Drawdown

IBUY:

-53.17%

ARKW:

-38.45%

Returns By Period

In the year-to-date period, IBUY achieves a 21.08% return, which is significantly lower than ARKW's 47.93% return.


IBUY

YTD

21.08%

1M

1.58%

6M

18.01%

1Y

18.94%

5Y*

4.91%

10Y*

N/A

ARKW

YTD

47.93%

1M

7.20%

6M

46.31%

1Y

46.75%

5Y*

15.21%

10Y*

21.12%

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.


ARKW
ARK Next Generation Internet ETF
Expense ratio chart for ARKW: current value at 0.76% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.76%
Expense ratio chart for IBUY: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%

Risk-Adjusted Performance

IBUY vs. ARKW - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for IBUY, currently valued at 0.99, compared to the broader market0.002.004.000.991.58
The chart of Sortino ratio for IBUY, currently valued at 1.48, compared to the broader market-2.000.002.004.006.008.0010.001.482.14
The chart of Omega ratio for IBUY, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.26
The chart of Calmar ratio for IBUY, currently valued at 0.35, compared to the broader market0.005.0010.0015.000.350.81
The chart of Martin ratio for IBUY, currently valued at 4.28, compared to the broader market0.0020.0040.0060.0080.00100.004.287.72
IBUY
ARKW

The current IBUY Sharpe Ratio is 0.99, which is lower than the ARKW Sharpe Ratio of 1.58. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.99
1.58
IBUY
ARKW

Dividends

IBUY vs. ARKW - Dividend Comparison

Neither IBUY nor ARKW has paid dividends to shareholders.


TTM202320222021202020192018201720162015
IBUY
Amplify Online Retail ETF
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
0.00%0.00%0.00%2.79%1.29%0.00%13.06%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 -80.01%. Use the drawdown chart below to compare losses from any high point for IBUY and ARKW. For additional features, visit the drawdowns tool.


-60.00%-55.00%-50.00%-45.00%-40.00%-35.00%JulyAugustSeptemberOctoberNovemberDecember
-53.17%
-38.45%
IBUY
ARKW

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 10.25%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
7.26%
10.25%
IBUY
ARKW
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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