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PPL vs. ARKK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PPL vs. ARKK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PPL Corporation (PPL) and ARK Innovation ETF (ARKK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, PPL achieves a 2.11% return, which is significantly higher than ARKK's -7.38% return. Over the past 10 years, PPL has underperformed ARKK with an annualized return of 3.92%, while ARKK has yielded a comparatively higher 14.31% annualized return.


PPL

1D
-0.98%
1M
-4.55%
6M
-1.35%
YTD
2.11%
1Y
1.87%
3Y*
12.53%
5Y*
8.21%
10Y*
3.92%
ALL TIME*
9.47%

ARKK

1D
-2.28%
1M
-12.32%
6M
-4.85%
YTD
-7.38%
1Y
0.11%
3Y*
13.25%
5Y*
-9.65%
10Y*
14.31%
ALL TIME*
12.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$356.24M$389.65M$523.48M
$290.89M$266.47M$326.81M

PPL vs. ARKK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PPL
PPL Corporation
2.11%11.38%23.98%-3.77%0.35%12.88%-16.87%33.41%-3.01%-5.19%
ARKK
ARK Innovation ETF
-7.38%35.49%8.40%69.04%-66.97%-23.60%152.71%35.08%3.52%87.33%

Correlation

The correlation between PPL and ARKK is -0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.05

Correlation (3Y)
Balances recent behavior with more history.

0.03

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.13

Correlation (10Y)
Provides a long-term view across more market conditions.

0.11

Correlation (All Time)
Calculated using the full available price history since Oct 31, 2014

0.12

The correlation between PPL and ARKK shifts across timeframes, from -0.05 (1 year) to 0.13 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

PPL vs. ARKK — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

PPL
PPL Risk / Return Rank: 4545
Overall Rank
PPL Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
PPL Sortino Ratio Rank: 4040
Sortino Ratio Rank
PPL Omega Ratio Rank: 3939
Omega Ratio Rank
PPL Calmar Ratio Rank: 4848
Calmar Ratio Rank
PPL Martin Ratio Rank: 4949
Martin Ratio Rank

ARKK
ARKK Risk / Return Rank: 99
Overall Rank
ARKK Sharpe Ratio Rank: 99
Sharpe Ratio Rank
ARKK Sortino Ratio Rank: 1010
Sortino Ratio Rank
ARKK Omega Ratio Rank: 1010
Omega Ratio Rank
ARKK Calmar Ratio Rank: 88
Calmar Ratio Rank
ARKK Martin Ratio Rank: 88
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

PPL vs. ARKK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PPL Corporation (PPL) and ARK Innovation ETF (ARKK). 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.


PPLARKKDifference
Sharpe ratioReturn per unit of total volatility

+0.25

Sortino ratioReturn per unit of downside risk

+0.22

Omega ratioGain probability vs. loss probability

1.03

1.01

+0.03

Calmar ratioReturn relative to maximum drawdown

0.13

-0.17

+0.31

Martin ratioReturn relative to average drawdown

0.30

-0.35

+0.65

PPL vs. ARKK - Sharpe Ratio Comparison

The current PPL Sharpe Ratio is 0.10, which is higher than the ARKK Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of PPL and ARKK, 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

PPL vs. ARKK - Drawdown Comparison

The maximum PPL drawdown since its inception was -55.38%, smaller than the maximum ARKK drawdown of -80.97%. Use the drawdown chart below to compare losses from any high point for PPL and ARKK.


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Drawdown Indicators


PPLARKKDifference

Max Drawdown

Largest peak-to-trough decline

-55.38%

-80.97%

+25.59%

Max Drawdown (1Y)

Largest decline over 1 year

-13.29%

-31.35%

+18.06%

Max Drawdown (3Y)

Largest decline over 3 years

-13.29%

-39.56%

+26.27%

Max Drawdown (5Y)

Largest decline over 5 years

-24.73%

-76.27%

+51.54%

Max Drawdown (10Y)

Largest decline over 10 years

-48.73%

-80.97%

+32.24%

Current Drawdown

Current decline from peak

-10.84%

-53.87%

+43.03%

Average Drawdown

Average peak-to-trough decline

-15.60%

-30.38%

+14.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.99%

15.57%

-9.58%

Volatility

PPL vs. ARKK - Volatility Comparison

The current volatility for PPL Corporation (PPL) is 6.28%, while ARK Innovation ETF (ARKK) has a volatility of 10.19%. This indicates that PPL experiences smaller price fluctuations and is considered to be less risky than ARKK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PPLARKKDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.28%

10.19%

-3.91%

Volatility (6M)

Calculated over the trailing 6-month period

13.80%

27.72%

-13.92%

Volatility (1Y)

Calculated over the trailing 1-year period

17.55%

36.83%

-19.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.84%

46.55%

-27.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.80%

40.48%

-17.68%

Dividends

PPL vs. ARKK - Dividend Comparison

PPL's dividend yield for the trailing twelve months is around 3.17%, while ARKK has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ARKK
ARK Innovation ETF
0.00%0.00%0.00%0.70%0.00%0.55%1.64%0.38%3.14%1.32%0.00%2.27%
PPL
PPL Corporation
3.17%3.11%3.17%3.54%2.99%5.52%5.89%4.60%5.79%5.11%4.46%11.74%

Frequently Asked Questions


PPL and ARKK have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ARKK has higher volatility (10.19%) compared to PPL (6.28%). In terms of maximum drawdown, PPL dropped -55.38% vs ARKK's -80.97%.

PPL currently has the higher Sharpe Ratio (0.10 vs -0.15), 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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