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ITA vs. PRNT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ITA and PRNT is 0.66, 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: 0.7

Performance

ITA vs. PRNT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Aerospace & Defense ETF (ITA) and ARK The 3D Printing ETF (PRNT). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%NovemberDecember2025FebruaryMarchApril
161.44%
1.61%
ITA
PRNT

Key characteristics

Sharpe Ratio

ITA:

0.90

PRNT:

-0.29

Sortino Ratio

ITA:

1.34

PRNT:

-0.25

Omega Ratio

ITA:

1.19

PRNT:

0.97

Calmar Ratio

ITA:

1.32

PRNT:

-0.11

Martin Ratio

ITA:

5.14

PRNT:

-0.87

Ulcer Index

ITA:

3.88%

PRNT:

8.27%

Daily Std Dev

ITA:

22.27%

PRNT:

25.18%

Max Drawdown

ITA:

-59.72%

PRNT:

-66.10%

Current Drawdown

ITA:

-4.16%

PRNT:

-60.83%

Returns By Period

In the year-to-date period, ITA achieves a 5.34% return, which is significantly higher than PRNT's -7.72% return.


ITA

YTD

5.34%

1M

-4.16%

6M

2.79%

1Y

19.94%

5Y*

16.64%

10Y*

10.74%

PRNT

YTD

-7.72%

1M

-5.18%

6M

-2.94%

1Y

-7.80%

5Y*

1.71%

10Y*

N/A

*Annualized

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ITA vs. PRNT - Expense Ratio Comparison

ITA has a 0.42% expense ratio, which is lower than PRNT's 0.66% expense ratio.


Expense ratio chart for PRNT: current value is 0.66%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PRNT: 0.66%
Expense ratio chart for ITA: current value is 0.42%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ITA: 0.42%

Risk-Adjusted Performance

ITA vs. PRNT — Risk-Adjusted Performance Rank

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

ITA
The Risk-Adjusted Performance Rank of ITA is 8282
Overall Rank
The Sharpe Ratio Rank of ITA is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of ITA is 7878
Sortino Ratio Rank
The Omega Ratio Rank of ITA is 8080
Omega Ratio Rank
The Calmar Ratio Rank of ITA is 8888
Calmar Ratio Rank
The Martin Ratio Rank of ITA is 8585
Martin Ratio Rank

PRNT
The Risk-Adjusted Performance Rank of PRNT is 1010
Overall Rank
The Sharpe Ratio Rank of PRNT is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of PRNT is 1010
Sortino Ratio Rank
The Omega Ratio Rank of PRNT is 1010
Omega Ratio Rank
The Calmar Ratio Rank of PRNT is 1414
Calmar Ratio Rank
The Martin Ratio Rank of PRNT is 88
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.

ITA vs. PRNT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Aerospace & Defense ETF (ITA) and ARK The 3D Printing ETF (PRNT). 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 ITA, currently valued at 0.90, compared to the broader market-1.000.001.002.003.004.00
ITA: 0.90
PRNT: -0.29
The chart of Sortino ratio for ITA, currently valued at 1.34, compared to the broader market-2.000.002.004.006.008.00
ITA: 1.34
PRNT: -0.25
The chart of Omega ratio for ITA, currently valued at 1.19, compared to the broader market0.501.001.502.002.50
ITA: 1.19
PRNT: 0.97
The chart of Calmar ratio for ITA, currently valued at 1.32, compared to the broader market0.002.004.006.008.0010.0012.00
ITA: 1.32
PRNT: -0.11
The chart of Martin ratio for ITA, currently valued at 5.14, compared to the broader market0.0020.0040.0060.00
ITA: 5.14
PRNT: -0.87

The current ITA Sharpe Ratio is 0.90, which is higher than the PRNT Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of ITA and PRNT, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.90
-0.29
ITA
PRNT

Dividends

ITA vs. PRNT - Dividend Comparison

ITA's dividend yield for the trailing twelve months is around 0.80%, more than PRNT's 0.55% yield.


TTM20242023202220212020201920182017201620152014
ITA
iShares U.S. Aerospace & Defense ETF
0.80%0.85%0.93%0.95%0.82%1.07%1.54%1.13%0.91%1.07%1.04%1.21%
PRNT
ARK The 3D Printing ETF
0.55%0.51%0.00%0.00%0.00%0.00%0.07%0.80%2.16%0.00%0.00%0.00%

Drawdowns

ITA vs. PRNT - Drawdown Comparison

The maximum ITA drawdown since its inception was -59.72%, smaller than the maximum PRNT drawdown of -66.10%. Use the drawdown chart below to compare losses from any high point for ITA and PRNT. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.16%
-60.83%
ITA
PRNT

Volatility

ITA vs. PRNT - Volatility Comparison

iShares U.S. Aerospace & Defense ETF (ITA) has a higher volatility of 14.64% compared to ARK The 3D Printing ETF (PRNT) at 13.84%. This indicates that ITA's price experiences larger fluctuations and is considered to be riskier than PRNT 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%NovemberDecember2025FebruaryMarchApril
14.64%
13.84%
ITA
PRNT