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MARK vs. INDA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MARK vs. INDA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Remark Holdings, Inc. (MARK) and iShares MSCI India ETF (INDA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MARK achieves a -57.14% return, which is significantly lower than INDA's -12.38% return. Over the past 10 years, MARK has underperformed INDA with an annualized return of -64.43%, while INDA has yielded a comparatively higher 6.56% annualized return.


MARK

1D
-25.00%
1M
7.14%
YTD
-57.14%
6M
-70.00%
1Y
-97.44%
3Y*
-89.64%
5Y*
-84.54%
10Y*
-64.43%

INDA

1D
-1.39%
1M
-2.61%
YTD
-12.38%
6M
-11.33%
1Y
-12.23%
3Y*
4.17%
5Y*
2.32%
10Y*
6.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MARK vs. INDA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MARK
Remark Holdings, Inc.
-57.14%-95.98%-82.43%-54.98%-88.91%-47.82%265.38%-57.02%-87.56%148.21%
INDA
iShares MSCI India ETF
-12.38%2.68%8.63%17.16%-8.94%21.36%14.83%6.49%-6.67%36.08%

Correlation

The correlation between MARK and INDA is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.00

Correlation (5Y)
Calculated over the trailing 5-year period

0.09

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Feb 6, 2012

0.09

The correlation between MARK and INDA shifts across timeframes, from -0.01 (1 year) to 0.10 (10 years), reflecting how their relationship changes across market environments.

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Return for Risk

MARK vs. INDA — Risk / Return Rank

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

MARK
MARK Risk / Return Rank: 4949
Overall Rank
MARK Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
MARK Sortino Ratio Rank: 9797
Sortino Ratio Rank
MARK Omega Ratio Rank: 9797
Omega Ratio Rank
MARK Calmar Ratio Rank: 11
Calmar Ratio Rank
MARK Martin Ratio Rank: 1717
Martin Ratio Rank

INDA
INDA Risk / Return Rank: 22
Overall Rank
INDA Sharpe Ratio Rank: 22
Sharpe Ratio Rank
INDA Sortino Ratio Rank: 22
Sortino Ratio Rank
INDA Omega Ratio Rank: 22
Omega Ratio Rank
INDA Calmar Ratio Rank: 33
Calmar Ratio Rank
INDA Martin Ratio Rank: 11
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.

MARK vs. INDA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Remark Holdings, Inc. (MARK) and iShares MSCI India ETF (INDA). 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.


MARKINDADifference
Sharpe ratioReturn per unit of total volatility

+0.70

Sortino ratioReturn per unit of downside risk

+5.74

Omega ratioGain probability vs. loss probability

1.70

0.87

+0.83

Calmar ratioReturn relative to maximum drawdown

-0.99

-0.66

-0.34

Martin ratioReturn relative to average drawdown

-1.12

-1.59

+0.47

MARK vs. INDA - Sharpe Ratio Comparison

The current MARK Sharpe Ratio is -0.13, which is higher than the INDA Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of MARK and INDA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MARKINDADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.13

-0.84

+0.70

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

0.15

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.24

0.31

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.24

0.23

-0.47

Drawdowns

MARK vs. INDA - Drawdown Comparison

The maximum MARK drawdown since its inception was -100.00%, which is greater than INDA's maximum drawdown of -45.07%. Use the drawdown chart below to compare losses from any high point for MARK and INDA.


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Drawdown Indicators


MARKINDADifference

Max Drawdown

Largest peak-to-trough decline

-100.00%

-45.07%

-54.93%

Max Drawdown (1Y)

Largest decline over 1 year

-98.21%

-18.69%

-79.52%

Max Drawdown (3Y)

Largest decline over 3 years

-99.92%

-22.72%

-77.20%

Max Drawdown (5Y)

Largest decline over 5 years

-100.00%

-22.72%

-77.28%

Max Drawdown (10Y)

Largest decline over 10 years

-100.00%

-45.07%

-54.93%

Current Drawdown

Current decline from peak

-100.00%

-19.42%

-80.58%

Average Drawdown

Average peak-to-trough decline

-95.09%

-9.57%

-85.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

87.46%

7.71%

+79.75%

Volatility

MARK vs. INDA - Volatility Comparison

Remark Holdings, Inc. (MARK) has a higher volatility of 80.17% compared to iShares MSCI India ETF (INDA) at 5.26%. This indicates that MARK's price experiences larger fluctuations and is considered to be riskier than INDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MARKINDADifference

Volatility (1M)

Calculated over the trailing 1-month period

80.17%

5.26%

+74.91%

Volatility (6M)

Calculated over the trailing 6-month period

358.73%

12.66%

+346.07%

Volatility (1Y)

Calculated over the trailing 1-year period

722.60%

14.67%

+707.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

367.92%

15.37%

+352.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

272.77%

21.12%

+251.65%

Dividends

MARK vs. INDA - Dividend Comparison

Neither MARK nor INDA has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
INDA
iShares MSCI India ETF
0.00%0.00%0.76%0.16%0.00%6.44%0.27%0.99%0.94%1.09%0.90%1.19%
MARK
Remark Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MARK and INDA have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MARK has higher volatility (80.17%) compared to INDA (5.26%). In terms of maximum drawdown, MARK dropped -100.00% vs INDA's -45.07%.

MARK currently has the higher Sharpe Ratio (-0.13 vs -0.84), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for MARK and INDA

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