PPL vs. ARKK
Compare and contrast key facts about PPL Corporation (PPL) and ARK Innovation ETF (ARKK).
ARKK is an actively managed fund by ARK Investment Management. It was launched on Oct 31, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PPL or ARKK.
Performance
PPL vs. ARKK - Performance Comparison
Returns By Period
In the year-to-date period, PPL achieves a 32.08% return, which is significantly higher than ARKK's 4.58% return. Over the past 10 years, PPL has underperformed ARKK with an annualized return of 5.43%, while ARKK has yielded a comparatively higher 11.53% annualized return.
PPL
32.08%
6.64%
23.18%
37.66%
5.16%
5.43%
ARKK
4.58%
16.16%
25.59%
23.58%
3.25%
11.53%
Key characteristics
| PPL | ARKK | |
|---|---|---|
| Sharpe Ratio | 2.29 | 0.70 |
| Sortino Ratio | 3.17 | 1.18 |
| Omega Ratio | 1.39 | 1.14 |
| Calmar Ratio | 2.20 | 0.33 |
| Martin Ratio | 10.49 | 1.73 |
| Ulcer Index | 3.55% | 14.39% |
| Daily Std Dev | 16.27% | 35.54% |
| Max Drawdown | -55.38% | -80.91% |
| Current Drawdown | 0.00% | -64.44% |
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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.
Risk-Adjusted Performance
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.
Dividends
PPL vs. ARKK - Dividend Comparison
PPL's dividend yield for the trailing twelve months is around 2.91%, while ARKK has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PPL PPL Corporation | 2.91% | 3.54% | 2.99% | 5.52% | 5.89% | 4.60% | 5.79% | 5.11% | 4.46% | 4.33% | 4.12% | 4.90% |
ARKK ARK Innovation ETF | 0.00% | 0.00% | 0.00% | 0.83% | 1.31% | 0.38% | 3.14% | 1.32% | 0.00% | 2.27% | 0.00% | 0.00% |
Drawdowns
PPL vs. ARKK - Drawdown Comparison
The maximum PPL drawdown since its inception was -55.38%, 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.
Volatility
PPL vs. ARKK - Volatility Comparison
The current volatility for PPL Corporation (PPL) is 6.13%, while ARK Innovation ETF (ARKK) has a volatility of 13.98%. 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.