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NBTK.DE vs. ARKG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NBTK.DE vs. ARKG - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Nasdaq Biotech UCITS ETF (NBTK.DE) and ARK Genomic Revolution Multi-Sector ETF (ARKG). The values are adjusted to include any dividend payments, if applicable.

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NBTK.DE vs. ARKG - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
NBTK.DE
Invesco Nasdaq Biotech UCITS ETF
3.68%18.60%4.57%2.51%-6.11%7.46%14.59%17.24%
ARKG
ARK Genomic Revolution Multi-Sector ETF
-5.05%8.44%-23.50%12.74%-51.05%-28.98%157.29%18.40%
Different Trading Currencies

NBTK.DE is traded in EUR, while ARKG is traded in USD. To make them comparable, the ARKG values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, NBTK.DE achieves a 3.68% return, which is significantly higher than ARKG's -5.05% return.


NBTK.DE

1D
1.59%
1M
-0.49%
YTD
3.68%
6M
18.68%
1Y
30.13%
3Y*
10.80%
5Y*
4.98%
10Y*

ARKG

1D
2.43%
1M
-8.48%
YTD
-5.05%
6M
-4.77%
1Y
25.13%
3Y*
-5.48%
5Y*
-20.88%
10Y*
4.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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NBTK.DE vs. ARKG - Expense Ratio Comparison

NBTK.DE has a 0.40% expense ratio, which is lower than ARKG's 0.75% expense ratio.


Return for Risk

NBTK.DE vs. ARKG — Risk / Return Rank

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

NBTK.DE
NBTK.DE Risk / Return Rank: 7474
Overall Rank
NBTK.DE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
NBTK.DE Sortino Ratio Rank: 7070
Sortino Ratio Rank
NBTK.DE Omega Ratio Rank: 6363
Omega Ratio Rank
NBTK.DE Calmar Ratio Rank: 8181
Calmar Ratio Rank
NBTK.DE Martin Ratio Rank: 8686
Martin Ratio Rank

ARKG
ARKG Risk / Return Rank: 4040
Overall Rank
ARKG Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
ARKG Sortino Ratio Rank: 4949
Sortino Ratio Rank
ARKG Omega Ratio Rank: 3737
Omega Ratio Rank
ARKG Calmar Ratio Rank: 4141
Calmar Ratio Rank
ARKG Martin Ratio Rank: 3333
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.

NBTK.DE vs. ARKG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Nasdaq Biotech UCITS ETF (NBTK.DE) and ARK Genomic Revolution Multi-Sector ETF (ARKG). 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.


NBTK.DEARKGDifference

Sharpe ratio

Return per unit of total volatility

1.34

0.56

+0.78

Sortino ratio

Return per unit of downside risk

1.85

1.10

+0.75

Omega ratio

Gain probability vs. loss probability

1.24

1.13

+0.12

Calmar ratio

Return relative to maximum drawdown

2.53

0.86

+1.67

Martin ratio

Return relative to average drawdown

10.98

2.20

+8.79

NBTK.DE vs. ARKG - Sharpe Ratio Comparison

The current NBTK.DE Sharpe Ratio is 1.34, which is higher than the ARKG Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of NBTK.DE and ARKG, 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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Sharpe Ratios by Period


NBTK.DEARKGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.34

0.56

+0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

-0.48

+0.72

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.10

+0.32

Correlation

The correlation between NBTK.DE and ARKG is 0.50, 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.


Dividends

NBTK.DE vs. ARKG - Dividend Comparison

Neither NBTK.DE nor ARKG has paid dividends to shareholders.


TTM202520242023202220212020201920182017
NBTK.DE
Invesco Nasdaq Biotech UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ARKG
ARK Genomic Revolution Multi-Sector ETF
0.00%0.00%0.00%0.00%0.00%0.62%0.85%3.14%0.82%1.34%

Drawdowns

NBTK.DE vs. ARKG - Drawdown Comparison

The maximum NBTK.DE drawdown since its inception was -30.99%, smaller than the maximum ARKG drawdown of -81.91%. Use the drawdown chart below to compare losses from any high point for NBTK.DE and ARKG.


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Drawdown Indicators


NBTK.DEARKGDifference

Max Drawdown

Largest peak-to-trough decline

-30.99%

-83.59%

+52.60%

Max Drawdown (1Y)

Largest decline over 1 year

-15.66%

-27.51%

+11.85%

Max Drawdown (5Y)

Largest decline over 5 years

-30.99%

-80.18%

+49.19%

Max Drawdown (10Y)

Largest decline over 10 years

-83.59%

Current Drawdown

Current decline from peak

-1.01%

-75.76%

+74.75%

Average Drawdown

Average peak-to-trough decline

-10.84%

-35.32%

+24.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.89%

10.24%

-7.35%

Volatility

NBTK.DE vs. ARKG - Volatility Comparison

The current volatility for Invesco Nasdaq Biotech UCITS ETF (NBTK.DE) is 6.72%, while ARK Genomic Revolution Multi-Sector ETF (ARKG) has a volatility of 12.19%. This indicates that NBTK.DE experiences smaller price fluctuations and is considered to be less risky than ARKG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NBTK.DEARKGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.72%

12.19%

-5.47%

Volatility (6M)

Calculated over the trailing 6-month period

14.08%

31.44%

-17.36%

Volatility (1Y)

Calculated over the trailing 1-year period

22.45%

45.15%

-22.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.44%

44.08%

-23.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.10%

40.48%

-18.38%