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LCR vs. ARKD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between LCR and ARKD is 0.46, 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.


-0.50.00.51.00.5

Performance

LCR vs. ARKD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Leuthold Core ETF (LCR) and ARK 21Shares Digital Asset and Blockchain Strategy ETF (ARKD). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
14.42%
116.55%
LCR
ARKD

Key characteristics

Sharpe Ratio

LCR:

1.31

ARKD:

1.49

Sortino Ratio

LCR:

1.87

ARKD:

2.15

Omega Ratio

LCR:

1.23

ARKD:

1.25

Calmar Ratio

LCR:

2.51

ARKD:

2.59

Martin Ratio

LCR:

7.85

ARKD:

6.08

Ulcer Index

LCR:

1.28%

ARKD:

11.95%

Daily Std Dev

LCR:

7.67%

ARKD:

48.90%

Max Drawdown

LCR:

-17.44%

ARKD:

-28.08%

Current Drawdown

LCR:

-3.30%

ARKD:

-10.89%

Returns By Period

In the year-to-date period, LCR achieves a 8.98% return, which is significantly lower than ARKD's 69.53% return.


LCR

YTD

8.98%

1M

-1.42%

6M

3.85%

1Y

9.37%

5Y*

N/A

10Y*

N/A

ARKD

YTD

69.53%

1M

-0.38%

6M

30.19%

1Y

69.46%

5Y*

N/A

10Y*

N/A

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


LCR vs. ARKD - Expense Ratio Comparison

LCR has a 0.79% expense ratio, which is lower than ARKD's 0.90% expense ratio.


ARKD
ARK 21Shares Digital Asset and Blockchain Strategy ETF
Expense ratio chart for ARKD: current value at 0.90% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.90%
Expense ratio chart for LCR: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%

Risk-Adjusted Performance

LCR vs. ARKD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Leuthold Core ETF (LCR) and ARK 21Shares Digital Asset and Blockchain Strategy ETF (ARKD). 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.


Sharpe ratio
The chart of Sharpe ratio for LCR, currently valued at 1.31, compared to the broader market0.002.004.001.311.49
The chart of Sortino ratio for LCR, currently valued at 1.87, compared to the broader market-2.000.002.004.006.008.0010.001.872.15
The chart of Omega ratio for LCR, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.25
The chart of Calmar ratio for LCR, currently valued at 2.51, compared to the broader market0.005.0010.0015.002.512.59
The chart of Martin ratio for LCR, currently valued at 7.85, compared to the broader market0.0020.0040.0060.0080.00100.007.856.08
LCR
ARKD

The current LCR Sharpe Ratio is 1.31, which is comparable to the ARKD Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of LCR and ARKD, 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 Ratio1.001.502.002.50Tue 19Thu 21Sat 23Mon 25Wed 27Fri 29DecemberTue 03Thu 05Sat 07Mon 09Wed 11Fri 13Dec 15Tue 17Thu 19
1.31
1.49
LCR
ARKD

Dividends

LCR vs. ARKD - Dividend Comparison

LCR's dividend yield for the trailing twelve months is around 1.86%, less than ARKD's 6.46% yield.


TTM2023202220212020
LCR
Leuthold Core ETF
1.86%1.59%0.75%0.21%0.62%
ARKD
ARK 21Shares Digital Asset and Blockchain Strategy ETF
6.46%0.00%0.00%0.00%0.00%

Drawdowns

LCR vs. ARKD - Drawdown Comparison

The maximum LCR drawdown since its inception was -17.44%, smaller than the maximum ARKD drawdown of -28.08%. Use the drawdown chart below to compare losses from any high point for LCR and ARKD. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.30%
-10.89%
LCR
ARKD

Volatility

LCR vs. ARKD - Volatility Comparison

The current volatility for Leuthold Core ETF (LCR) is 2.59%, while ARK 21Shares Digital Asset and Blockchain Strategy ETF (ARKD) has a volatility of 15.19%. This indicates that LCR experiences smaller price fluctuations and is considered to be less risky than ARKD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
2.59%
15.19%
LCR
ARKD
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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