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IRBO vs. ARKO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

IRBO vs. ARKO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Robotics and Artificial Intelligence Multisector ETF (IRBO) and Arko Corp. (ARKO). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
-2.88%
18.13%
IRBO
ARKO

Returns By Period


IRBO

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

ARKO

YTD

-18.59%

1M

-2.65%

6M

18.13%

1Y

-10.44%

5Y (annualized)

-7.13%

10Y (annualized)

N/A

Key characteristics


IRBOARKO

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Correlation

-0.50.00.51.00.3

The correlation between IRBO and ARKO is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

IRBO vs. ARKO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Robotics and Artificial Intelligence Multisector ETF (IRBO) and Arko Corp. (ARKO). 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 IRBO, currently valued at 0.09, compared to the broader market0.002.004.000.09-0.23
The chart of Sortino ratio for IRBO, currently valued at 0.24, compared to the broader market-2.000.002.004.006.008.0010.0012.000.24-0.01
The chart of Omega ratio for IRBO, currently valued at 1.03, compared to the broader market0.501.001.502.002.503.001.031.00
The chart of Calmar ratio for IRBO, currently valued at 0.04, compared to the broader market0.005.0010.0015.000.04-0.14
The chart of Martin ratio for IRBO, currently valued at 0.33, compared to the broader market0.0020.0040.0060.0080.00100.000.33-0.44
IRBO
ARKO

Rolling 12-month Sharpe Ratio-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
0.09
-0.23
IRBO
ARKO

Dividends

IRBO vs. ARKO - Dividend Comparison

IRBO has not paid dividends to shareholders, while ARKO's dividend yield for the trailing twelve months is around 1.36%.


TTM202320222021202020192018
IRBO
iShares Robotics and Artificial Intelligence Multisector ETF
0.54%0.62%0.13%1.14%0.53%0.69%0.34%
ARKO
Arko Corp.
1.36%1.45%1.04%0.00%0.00%0.00%0.00%

Drawdowns

IRBO vs. ARKO - Drawdown Comparison


-70.00%-60.00%-50.00%-40.00%-30.00%JuneJulyAugustSeptemberOctoberNovember
-32.91%
-59.19%
IRBO
ARKO

Volatility

IRBO vs. ARKO - Volatility Comparison

The current volatility for iShares Robotics and Artificial Intelligence Multisector ETF (IRBO) is 0.00%, while Arko Corp. (ARKO) has a volatility of 10.51%. This indicates that IRBO experiences smaller price fluctuations and is considered to be less risky than ARKO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember0
10.51%
IRBO
ARKO