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

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 graphics...

JEDI vs. ARKX - Yearly Performance Comparison


Returns By Period

In the year-to-date period, JEDI achieves a 8.03% return, which is significantly higher than ARKX's 3.21% return.


JEDI

1D
2.50%
1M
-3.18%
YTD
8.03%
6M
-1.22%
1Y
3Y*
5Y*
10Y*

ARKX

1D
1.91%
1M
-7.49%
YTD
3.21%
6M
3.53%
1Y
68.32%
3Y*
28.79%
5Y*
7.42%
10Y*
*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.


JEDI vs. ARKX - Expense Ratio Comparison

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


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

ARKX
ARKX Risk / Return Rank: 8686
Overall Rank
ARKX Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ARKX Sortino Ratio Rank: 9090
Sortino Ratio Rank
ARKX Omega Ratio Rank: 8080
Omega Ratio Rank
ARKX Calmar Ratio Rank: 9292
Calmar Ratio Rank
ARKX Martin Ratio Rank: 8282
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.


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

JEDI vs. ARKX - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


JEDIARKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.98

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.30

-0.07

Correlation

The correlation between JEDI and ARKX is 0.91, 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

JEDI vs. ARKX - Dividend Comparison

Neither JEDI nor ARKX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

JEDI vs. ARKX - Drawdown Comparison

The maximum JEDI drawdown since its inception was -21.67%, 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 graphics...

Drawdown Indicators


JEDIARKXDifference

Max Drawdown

Largest peak-to-trough decline

-21.67%

-43.61%

+21.94%

Max Drawdown (1Y)

Largest decline over 1 year

-20.42%

Max Drawdown (5Y)

Largest decline over 5 years

-43.61%

Current Drawdown

Current decline from peak

-13.19%

-14.96%

+1.77%

Average Drawdown

Average peak-to-trough decline

-10.27%

-20.49%

+10.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.25%

Volatility

JEDI vs. ARKX - Volatility Comparison


Loading graphics...

Volatility by Period


JEDIARKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.25%

Volatility (6M)

Calculated over the trailing 6-month period

25.62%

Volatility (1Y)

Calculated over the trailing 1-year period

35.94%

34.73%

+1.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.94%

27.20%

+8.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.94%

27.20%

+8.74%