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MVST vs. ARKF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MVST vs. ARKF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Microvast Holdings, Inc. (MVST) and ARK Fintech Innovation ETF (ARKF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MVST achieves a -59.64% return, which is significantly lower than ARKF's -18.31% return.


MVST

1D
0.00%
1M
-25.66%
YTD
-59.64%
6M
-62.46%
1Y
-73.10%
3Y*
-10.38%
5Y*
-39.10%
10Y*

ARKF

1D
0.00%
1M
-5.76%
YTD
-18.31%
6M
-21.31%
1Y
-11.87%
3Y*
23.97%
5Y*
-5.06%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MVST vs. ARKF - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
MVST
Microvast Holdings, Inc.
-59.64%35.27%47.86%-8.50%-72.97%-66.90%71.69%2.15%
ARKF
ARK Fintech Innovation ETF
-18.31%28.67%34.34%93.27%-65.07%-17.82%108.03%14.16%

Correlation

The correlation between MVST and ARKF is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.39

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

0.35

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

0.40

Correlation (All Time)
Calculated using the full available price history since Mar 27, 2019

0.36

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Return for Risk

MVST vs. ARKF — Risk / Return Rank

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

MVST
MVST Risk / Return Rank: 1010
Overall Rank
MVST Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
MVST Sortino Ratio Rank: 1010
Sortino Ratio Rank
MVST Omega Ratio Rank: 1010
Omega Ratio Rank
MVST Calmar Ratio Rank: 77
Calmar Ratio Rank
MVST Martin Ratio Rank: 99
Martin Ratio Rank

ARKF
ARKF Risk / Return Rank: 77
Overall Rank
ARKF Sharpe Ratio Rank: 66
Sharpe Ratio Rank
ARKF Sortino Ratio Rank: 77
Sortino Ratio Rank
ARKF Omega Ratio Rank: 77
Omega Ratio Rank
ARKF Calmar Ratio Rank: 77
Calmar Ratio Rank
ARKF Martin Ratio Rank: 77
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.

MVST vs. ARKF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Microvast Holdings, Inc. (MVST) and ARK Fintech Innovation ETF (ARKF). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MVSTARKFDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.91

Omega ratioGain probability vs. loss probability

0.85

0.97

-0.11

Calmar ratioReturn relative to maximum drawdown

-0.89

-0.31

-0.58

Martin ratioReturn relative to average drawdown

-1.40

-0.57

-0.83

MVST vs. ARKF - Sharpe Ratio Comparison

The current MVST Sharpe Ratio is -0.77, which is lower than the ARKF Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of MVST and ARKF, 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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Drawdowns

MVST vs. ARKF - Drawdown Comparison

The maximum MVST drawdown since its inception was -99.34%, which is greater than ARKF's maximum drawdown of -78.63%. Use the drawdown chart below to compare losses from any high point for MVST and ARKF.


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Drawdown Indicators


MVSTARKFDifference

Max Drawdown

Largest peak-to-trough decline

-99.34%

-78.63%

-20.71%

Max Drawdown (1Y)

Largest decline over 1 year

-82.34%

-38.50%

-43.84%

Max Drawdown (3Y)

Largest decline over 3 years

-94.40%

-38.50%

-55.90%

Max Drawdown (5Y)

Largest decline over 5 years

-98.91%

-75.30%

-23.61%

Current Drawdown

Current decline from peak

-95.39%

-38.77%

-56.62%

Average Drawdown

Average peak-to-trough decline

-63.32%

-34.95%

-28.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

52.31%

21.00%

+31.31%

Volatility

MVST vs. ARKF - Volatility Comparison

Microvast Holdings, Inc. (MVST) has a higher volatility of 26.91% compared to ARK Fintech Innovation ETF (ARKF) at 10.36%. This indicates that MVST's price experiences larger fluctuations and is considered to be riskier than ARKF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MVSTARKFDifference

Volatility (1M)

Calculated over the trailing 1-month period

26.91%

10.36%

+16.55%

Volatility (6M)

Calculated over the trailing 6-month period

77.64%

25.14%

+52.50%

Volatility (1Y)

Calculated over the trailing 1-year period

95.37%

33.69%

+61.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

187.75%

42.87%

+144.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

159.77%

39.77%

+120.00%

Dividends

MVST vs. ARKF - Dividend Comparison

MVST has not paid dividends to shareholders, while ARKF's dividend yield for the trailing twelve months is around 0.11%.


PositionTTM2025202420232022202120202019
ARKF
ARK Fintech Innovation ETF
0.11%0.09%0.00%0.00%0.00%0.00%0.37%1.25%
MVST
Microvast Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


MVST and ARKF have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MVST has higher volatility (26.91%) compared to ARKF (10.36%). In terms of maximum drawdown, MVST dropped -99.34% vs ARKF's -78.63%.

ARKF currently has the higher Sharpe Ratio (-0.35 vs -0.77), 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 MVST and ARKF

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