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NSSC vs. ARKF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NSSC vs. ARKF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Napco Security Technologies, Inc. (NSSC) 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, NSSC achieves a -10.06% return, which is significantly higher than ARKF's -18.31% return.


NSSC

1D
2.59%
1M
-1.36%
YTD
-10.06%
6M
-10.89%
1Y
33.60%
3Y*
-1.04%
5Y*
17.77%
10Y*
28.00%

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)

NSSC vs. ARKF - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
NSSC
Napco Security Technologies, Inc.
-10.06%19.22%4.97%25.59%9.96%90.62%-10.79%90.47%
ARKF
ARK Fintech Innovation ETF
-18.31%28.67%34.34%93.27%-65.07%-17.82%108.03%20.45%

Correlation

The correlation between NSSC and ARKF is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.31

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

0.42

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

0.46

Correlation (All Time)
Calculated using the full available price history since Feb 4, 2019

0.43

The correlation between NSSC and ARKF shifts across timeframes, from 0.31 (1 year) to 0.46 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

NSSC vs. ARKF — Risk / Return Rank

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

NSSC
NSSC Risk / Return Rank: 6767
Overall Rank
NSSC Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
NSSC Sortino Ratio Rank: 6464
Sortino Ratio Rank
NSSC Omega Ratio Rank: 6565
Omega Ratio Rank
NSSC Calmar Ratio Rank: 6868
Calmar Ratio Rank
NSSC Martin Ratio Rank: 7171
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.

NSSC vs. ARKF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Napco Security Technologies, Inc. (NSSC) 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.


NSSCARKFDifference
Sharpe ratioReturn per unit of total volatility

+1.15

Sortino ratioReturn per unit of downside risk

+1.60

Omega ratioGain probability vs. loss probability

1.18

0.97

+0.21

Calmar ratioReturn relative to maximum drawdown

1.31

-0.31

+1.62

Martin ratioReturn relative to average drawdown

3.54

-0.57

+4.11

NSSC vs. ARKF - Sharpe Ratio Comparison

The current NSSC Sharpe Ratio is 0.80, which is higher than the ARKF Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of NSSC 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

NSSC vs. ARKF - Drawdown Comparison

The maximum NSSC drawdown since its inception was -93.20%, which is greater than ARKF's maximum drawdown of -78.63%. Use the drawdown chart below to compare losses from any high point for NSSC and ARKF.


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Drawdown Indicators


NSSCARKFDifference

Max Drawdown

Largest peak-to-trough decline

-93.20%

-78.63%

-14.57%

Max Drawdown (1Y)

Largest decline over 1 year

-25.72%

-38.50%

+12.78%

Max Drawdown (3Y)

Largest decline over 3 years

-65.43%

-38.50%

-26.93%

Max Drawdown (5Y)

Largest decline over 5 years

-65.43%

-75.30%

+9.87%

Max Drawdown (10Y)

Largest decline over 10 years

-65.43%

Current Drawdown

Current decline from peak

-33.82%

-38.77%

+4.95%

Average Drawdown

Average peak-to-trough decline

-38.20%

-34.95%

-3.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.52%

21.00%

-11.48%

Volatility

NSSC vs. ARKF - Volatility Comparison

Napco Security Technologies, Inc. (NSSC) and ARK Fintech Innovation ETF (ARKF) have volatilities of 10.62% and 10.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NSSCARKFDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.62%

10.36%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

32.37%

25.14%

+7.23%

Volatility (1Y)

Calculated over the trailing 1-year period

42.31%

33.69%

+8.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.99%

42.87%

+8.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.57%

39.77%

+9.80%

Dividends

NSSC vs. ARKF - Dividend Comparison

NSSC's dividend yield for the trailing twelve months is around 1.56%, more than ARKF's 0.11% yield.


PositionTTM2025202420232022202120202019
ARKF
ARK Fintech Innovation ETF
0.11%0.09%0.00%0.00%0.00%0.00%0.37%1.25%
NSSC
Napco Security Technologies, Inc.
1.56%1.31%1.27%0.65%0.00%0.00%0.00%0.00%

Frequently Asked Questions


NSSC and ARKF have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NSSC has higher volatility (10.62%) compared to ARKF (10.36%). In terms of maximum drawdown, NSSC dropped -93.20% vs ARKF's -78.63%.

NSSC currently has the higher Sharpe Ratio (0.80 vs -0.35), 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.

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