PortfoliosLab logoPortfoliosLab logo
JEDI vs. ARKX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JEDI vs. ARKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Defiance Drone & Modern Warfare ETF (JEDI) and ARK Space Exploration & Innovation ETF (ARKX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, JEDI achieves a 9.39% return, which is significantly lower than ARKX's 11.04% return.


JEDI

1D
-5.98%
1M
-21.29%
YTD
9.39%
6M
6.12%
1Y
3Y*
5Y*
10Y*

ARKX

1D
-1.89%
1M
-9.15%
YTD
11.04%
6M
7.12%
1Y
43.09%
3Y*
31.21%
5Y*
8.77%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JEDI vs. ARKX - Yearly Performance Comparison


Correlation

The correlation between JEDI and ARKX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 26, 2025

0.87

Compare stocks, funds, or ETFs

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


Return for Risk

JEDI vs. ARKX — Risk / Return Rank

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

JEDI

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


ARKX
ARKX Risk / Return Rank: 3939
Overall Rank
ARKX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
ARKX Sortino Ratio Rank: 3838
Sortino Ratio Rank
ARKX Omega Ratio Rank: 3434
Omega Ratio Rank
ARKX Calmar Ratio Rank: 4747
Calmar Ratio Rank
ARKX Martin Ratio Rank: 3838
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.

JEDI vs. ARKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Defiance Drone & Modern Warfare ETF (JEDI) and ARK Space Exploration & Innovation ETF (ARKX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JEDIARKXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

2.12

Martin ratioReturn relative to average drawdown

5.45

JEDI vs. ARKX - Sharpe Ratio Comparison


Loading charts...

Drawdowns

JEDI vs. ARKX - Drawdown Comparison

The maximum JEDI drawdown since its inception was -37.41%, smaller than the maximum ARKX drawdown of -43.61%. Use the drawdown chart below to compare losses from any high point for JEDI and ARKX.


Loading charts...

Drawdown Indicators


JEDIARKXDifference

Max Drawdown

Largest peak-to-trough decline

-37.41%

-43.61%

+6.20%

Max Drawdown (1Y)

Largest decline over 1 year

-20.42%

Max Drawdown (3Y)

Largest decline over 3 years

-25.47%

Max Drawdown (5Y)

Largest decline over 5 years

-43.61%

Current Drawdown

Current decline from peak

-37.41%

-14.73%

-22.68%

Average Drawdown

Average peak-to-trough decline

-10.30%

-19.86%

+9.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.93%

Volatility

JEDI vs. ARKX - Volatility Comparison


Loading charts...

Volatility by Period


JEDIARKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.83%

Volatility (6M)

Calculated over the trailing 6-month period

26.34%

Volatility (1Y)

Calculated over the trailing 1-year period

51.87%

33.91%

+17.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.87%

28.16%

+23.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.87%

27.71%

+24.16%

JEDI vs. ARKX - Expense Ratio Comparison

JEDI has a 0.69% expense ratio, which is lower than ARKX's 0.75% expense ratio.


Dividends

JEDI vs. ARKX - Dividend Comparison

Neither JEDI nor ARKX has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


JEDI and ARKX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JEDI is cheaper at 0.69% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JEDI is cheaper with a 0.69% expense ratio, compared with 0.75% for ARKX.

JEDI and ARKX have nearly identical dividend yields, around 0.00%.

Their fees differ too: 0.69% for JEDI and 0.75% for ARKX.

Portfolio Optimizer

Find the right allocation for JEDI and ARKX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer