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

RAYC vs. ARKK

Last updated May 12, 2025

Compare and contrast key facts about Rayliant Quantamental China Equity ETF (RAYC) and ARK Innovation ETF (ARKK).

RAYC and ARKK are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RAYC is an actively managed fund by Rayliant Investment Research. It was launched on Dec 31, 2020. 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: RAYC or ARKK.

Correlation

The correlation between RAYC and ARKK is 0.40, 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.

Performance

RAYC vs. ARKK - Performance Comparison

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

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Key characteristics

Daily Std Dev

RAYC:

13.75%

ARKK:

50.91%

Max Drawdown

RAYC:

-0.88%

ARKK:

-3.77%

Current Drawdown

RAYC:

0.00%

ARKK:

-0.23%

Returns By Period

RAYC

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

ARKK

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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RAYC vs. ARKK - Expense Ratio Comparison

RAYC has a 0.80% expense ratio, which is higher than ARKK's 0.75% expense ratio.

RAYC
Rayliant Quantamental China Equity ETF
ARKK
ARK Innovation ETF

Risk-Adjusted Performance

RAYC vs. ARKK — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
RAYC
The Risk-Adjusted Performance Rank of RAYC is 2525
Overall Rank
The Sharpe Ratio Rank of RAYC is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of RAYC is 2828
Sortino Ratio Rank
The Omega Ratio Rank of RAYC is 3232
Omega Ratio Rank
The Calmar Ratio Rank of RAYC is 2222
Calmar Ratio Rank
The Martin Ratio Rank of RAYC is 2121
Martin Ratio Rank
ARKK
The Risk-Adjusted Performance Rank of ARKK is 4444
Overall Rank
The Sharpe Ratio Rank of ARKK is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of ARKK is 5151
Sortino Ratio Rank
The Omega Ratio Rank of ARKK is 4646
Omega Ratio Rank
The Calmar Ratio Rank of ARKK is 3333
Calmar Ratio Rank
The Martin Ratio Rank of ARKK is 4040
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.

RAYC vs. ARKK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Rayliant Quantamental China Equity ETF (RAYC) 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.

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Dividends

RAYC vs. ARKK - Dividend Comparison

RAYC's dividend yield for the trailing twelve months is around 4.09%, while ARKK has not paid dividends to shareholders.

TTM2024202320222021202020192018201720162015
RAYC
Rayliant Quantamental China Equity ETF		4.09%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ARKK
ARK Innovation ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RAYC vs. ARKK - Drawdown Comparison

The maximum RAYC drawdown since its inception was -0.88%, smaller than the maximum ARKK drawdown of -3.77%. Use the drawdown chart below to compare losses from any high point for RAYC and ARKK. For additional features, visit the drawdowns tool.

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Volatility

RAYC vs. ARKK - Volatility Comparison

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