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ARKK vs. KRO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ARKK and KRO is 0.47, 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.


Performance

ARKK vs. KRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ARK Innovation ETF (ARKK) and Kronos Worldwide, Inc. (KRO). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ARKK:

0.71

KRO:

-1.25

Sortino Ratio

ARKK:

1.15

KRO:

-1.98

Omega Ratio

ARKK:

1.14

KRO:

0.75

Calmar Ratio

ARKK:

0.38

KRO:

-0.79

Martin Ratio

ARKK:

2.00

KRO:

-1.73

Ulcer Index

ARKK:

14.01%

KRO:

31.28%

Daily Std Dev

ARKK:

44.82%

KRO:

44.20%

Max Drawdown

ARKK:

-80.91%

KRO:

-87.14%

Current Drawdown

ARKK:

-63.70%

KRO:

-67.71%

Returns By Period

In the year-to-date period, ARKK achieves a -0.70% return, which is significantly higher than KRO's -34.63% return. Over the past 10 years, ARKK has outperformed KRO with an annualized return of 11.10%, while KRO has yielded a comparatively lower -1.19% annualized return.


ARKK

YTD

-0.70%

1M

11.03%

6M

-2.78%

1Y

32.79%

3Y*

8.53%

5Y*

-1.73%

10Y*

11.10%

KRO

YTD

-34.63%

1M

-14.80%

6M

-43.65%

1Y

-54.10%

3Y*

-26.51%

5Y*

-2.95%

10Y*

-1.19%

*Annualized

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ARK Innovation ETF

Kronos Worldwide, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

ARKK vs. KRO — Risk-Adjusted Performance Rank

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

ARKK
The Risk-Adjusted Performance Rank of ARKK is 5656
Overall Rank
The Sharpe Ratio Rank of ARKK is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of ARKK is 6666
Sortino Ratio Rank
The Omega Ratio Rank of ARKK is 5959
Omega Ratio Rank
The Calmar Ratio Rank of ARKK is 4141
Calmar Ratio Rank
The Martin Ratio Rank of ARKK is 5353
Martin Ratio Rank

KRO
The Risk-Adjusted Performance Rank of KRO is 33
Overall Rank
The Sharpe Ratio Rank of KRO is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of KRO is 22
Sortino Ratio Rank
The Omega Ratio Rank of KRO is 33
Omega Ratio Rank
The Calmar Ratio Rank of KRO is 55
Calmar Ratio Rank
The Martin Ratio Rank of KRO is 22
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.

ARKK vs. KRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ARK Innovation ETF (ARKK) and Kronos Worldwide, Inc. (KRO). 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 current ARKK Sharpe Ratio is 0.71, which is higher than the KRO Sharpe Ratio of -1.25. The chart below compares the historical Sharpe Ratios of ARKK and KRO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

ARKK vs. KRO - Dividend Comparison

ARKK has not paid dividends to shareholders, while KRO's dividend yield for the trailing twelve months is around 5.37%.


TTM20242023202220212020201920182017201620152014
ARKK
ARK Innovation ETF
0.00%0.00%0.00%0.00%0.83%1.31%0.38%3.14%1.32%0.00%2.27%0.00%
KRO
Kronos Worldwide, Inc.
5.37%4.92%7.65%8.09%4.80%4.83%5.37%5.90%2.33%5.03%10.64%4.61%

Drawdowns

ARKK vs. KRO - Drawdown Comparison

The maximum ARKK drawdown since its inception was -80.91%, smaller than the maximum KRO drawdown of -87.14%. Use the drawdown chart below to compare losses from any high point for ARKK and KRO.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

ARKK vs. KRO - Volatility Comparison

ARK Innovation ETF (ARKK) has a higher volatility of 12.13% compared to Kronos Worldwide, Inc. (KRO) at 11.55%. This indicates that ARKK's price experiences larger fluctuations and is considered to be riskier than KRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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