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PPL vs. ARKK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PPL and ARKK is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

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.

-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
16.92%
37.55%
PPL
ARKK

Key characteristics

Sharpe Ratio

PPL:

2.13

ARKK:

0.96

Sortino Ratio

PPL:

2.94

ARKK:

1.47

Omega Ratio

PPL:

1.37

ARKK:

1.18

Calmar Ratio

PPL:

2.01

ARKK:

0.47

Martin Ratio

PPL:

10.03

ARKK:

3.28

Ulcer Index

PPL:

3.39%

ARKK:

10.58%

Daily Std Dev

PPL:

16.01%

ARKK:

36.24%

Max Drawdown

PPL:

-55.37%

ARKK:

-80.91%

Current Drawdown

PPL:

-3.33%

ARKK:

-60.07%

Returns By Period

In the year-to-date period, PPL achieves a 3.42% return, which is significantly lower than ARKK's 8.33% return. Over the past 10 years, PPL has underperformed ARKK with an annualized return of 4.83%, while ARKK has yielded a comparatively higher 12.77% annualized return.


PPL

YTD

3.42%

1M

3.52%

6M

18.54%

1Y

34.64%

5Y*

2.59%

10Y*

4.83%

ARKK

YTD

8.33%

1M

3.54%

6M

28.77%

1Y

29.94%

5Y*

3.39%

10Y*

12.77%

*Annualized

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Risk-Adjusted Performance

PPL vs. ARKK — Risk-Adjusted Performance Rank

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

PPL
The Risk-Adjusted Performance Rank of PPL is 9191
Overall Rank
The Sharpe Ratio Rank of PPL is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of PPL is 9191
Sortino Ratio Rank
The Omega Ratio Rank of PPL is 8888
Omega Ratio Rank
The Calmar Ratio Rank of PPL is 9090
Calmar Ratio Rank
The Martin Ratio Rank of PPL is 9191
Martin Ratio Rank

ARKK
The Risk-Adjusted Performance Rank of ARKK is 3434
Overall Rank
The Sharpe Ratio Rank of ARKK is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of ARKK is 3838
Sortino Ratio Rank
The Omega Ratio Rank of ARKK is 3636
Omega Ratio Rank
The Calmar Ratio Rank of ARKK is 2424
Calmar Ratio Rank
The Martin Ratio Rank of ARKK is 3535
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PPL vs. ARKK - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for PPL, currently valued at 2.13, compared to the broader market-2.000.002.004.002.130.96
The chart of Sortino ratio for PPL, currently valued at 2.94, compared to the broader market-4.00-2.000.002.004.006.002.941.47
The chart of Omega ratio for PPL, currently valued at 1.37, compared to the broader market0.501.001.502.001.371.18
The chart of Calmar ratio for PPL, currently valued at 2.01, compared to the broader market0.002.004.006.002.010.47
The chart of Martin ratio for PPL, currently valued at 10.03, compared to the broader market0.0010.0020.0030.0010.033.28
PPL
ARKK

The current PPL Sharpe Ratio is 2.13, which is higher than the ARKK Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of PPL and ARKK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
2.13
0.96
PPL
ARKK

Dividends

PPL vs. ARKK - Dividend Comparison

PPL's dividend yield for the trailing twelve months is around 3.07%, while ARKK has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
PPL
PPL Corporation
3.07%3.18%3.54%2.99%5.52%5.89%4.60%5.79%5.11%4.46%4.33%4.12%
ARKK
ARK Innovation ETF
0.00%0.00%0.00%0.00%0.83%1.31%0.38%3.14%1.32%0.00%2.27%0.00%

Drawdowns

PPL vs. ARKK - Drawdown Comparison

The maximum PPL drawdown since its inception was -55.37%, smaller than the maximum ARKK drawdown of -80.91%. Use the drawdown chart below to compare losses from any high point for PPL and ARKK. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.33%
-60.07%
PPL
ARKK

Volatility

PPL vs. ARKK - Volatility Comparison

The current volatility for PPL Corporation (PPL) is 5.32%, while ARK Innovation ETF (ARKK) has a volatility of 13.12%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
5.32%
13.12%
PPL
ARKK
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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