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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.

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Returns By Period

In the year-to-date period, JEDI achieves a 59.78% return, which is significantly higher than ARKX's 25.47% return.


JEDI

1D
4.90%
1M
42.42%
YTD
59.78%
6M
64.33%
1Y
3Y*
5Y*
10Y*

ARKX

1D
1.45%
1M
12.71%
YTD
25.47%
6M
27.09%
1Y
71.59%
3Y*
37.08%
5Y*
11.85%
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 29, 2025

0.87

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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: 6262
Overall Rank
ARKX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
ARKX Sortino Ratio Rank: 6161
Sortino Ratio Rank
ARKX Omega Ratio Rank: 5555
Omega Ratio Rank
ARKX Calmar Ratio Rank: 7272
Calmar Ratio Rank
ARKX Martin Ratio Rank: 5555
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


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Sharpe Ratios by Period


JEDIARKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

1.85

0.44

+1.41

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.


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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 (3Y)

Largest decline over 3 years

-25.47%

Max Drawdown (5Y)

Largest decline over 5 years

-43.61%

Current Drawdown

Current decline from peak

-8.58%

-3.66%

-4.92%

Average Drawdown

Average peak-to-trough decline

-9.15%

-19.97%

+10.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.57%

Volatility

JEDI vs. ARKX - Volatility Comparison


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Volatility by Period


JEDIARKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.97%

Volatility (6M)

Calculated over the trailing 6-month period

25.02%

Volatility (1Y)

Calculated over the trailing 1-year period

47.80%

32.49%

+15.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.80%

27.72%

+20.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.80%

27.42%

+20.38%

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.

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