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RCAT vs. ARKF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RCAT vs. ARKF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Red Cat Holdings, Inc. (RCAT) 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, RCAT achieves a 40.98% return, which is significantly higher than ARKF's -18.31% return.


RCAT

1D
-6.91%
1M
18.94%
YTD
40.98%
6M
39.05%
1Y
27.77%
3Y*
131.59%
5Y*
26.88%
10Y*

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)

RCAT vs. ARKF - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
RCAT
Red Cat Holdings, Inc.
40.98%-38.29%1,360.23%-6.38%-54.81%-30.67%172.73%64,605.88%
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 RCAT and ARKF is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.46

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

0.31

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

0.30

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

0.23

Over the past year, RCAT and ARKF have become more correlated (0.46) than their long-term average of 0.23, meaning their price movements have been converging.

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Return for Risk

RCAT vs. ARKF — Risk / Return Rank

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

RCAT
RCAT Risk / Return Rank: 5656
Overall Rank
RCAT Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
RCAT Sortino Ratio Rank: 6363
Sortino Ratio Rank
RCAT Omega Ratio Rank: 5858
Omega Ratio Rank
RCAT Calmar Ratio Rank: 5454
Calmar Ratio Rank
RCAT Martin Ratio Rank: 5353
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.

RCAT vs. ARKF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Red Cat Holdings, Inc. (RCAT) 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.


RCATARKFDifference
Sharpe ratioReturn per unit of total volatility

+0.59

Sortino ratioReturn per unit of downside risk

+1.56

Omega ratioGain probability vs. loss probability

1.14

0.97

+0.18

Calmar ratioReturn relative to maximum drawdown

0.46

-0.31

+0.77

Martin ratioReturn relative to average drawdown

0.92

-0.57

+1.49

RCAT vs. ARKF - Sharpe Ratio Comparison

The current RCAT Sharpe Ratio is 0.23, which is higher than the ARKF Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of RCAT 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

RCAT vs. ARKF - Drawdown Comparison

The maximum RCAT drawdown since its inception was -99.21%, which is greater than ARKF's maximum drawdown of -78.63%. Use the drawdown chart below to compare losses from any high point for RCAT and ARKF.


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Drawdown Indicators


RCATARKFDifference

Max Drawdown

Largest peak-to-trough decline

-99.21%

-78.63%

-20.58%

Max Drawdown (1Y)

Largest decline over 1 year

-60.08%

-38.50%

-21.58%

Max Drawdown (3Y)

Largest decline over 3 years

-67.16%

-38.50%

-28.66%

Max Drawdown (5Y)

Largest decline over 5 years

-92.25%

-75.30%

-16.95%

Current Drawdown

Current decline from peak

-35.60%

-38.77%

+3.17%

Average Drawdown

Average peak-to-trough decline

-65.98%

-34.95%

-31.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.17%

21.00%

+9.17%

Volatility

RCAT vs. ARKF - Volatility Comparison

Red Cat Holdings, Inc. (RCAT) has a higher volatility of 40.71% compared to ARK Fintech Innovation ETF (ARKF) at 10.36%. This indicates that RCAT's price experiences larger fluctuations and is considered to be riskier than ARKF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RCATARKFDifference

Volatility (1M)

Calculated over the trailing 1-month period

40.71%

10.36%

+30.35%

Volatility (6M)

Calculated over the trailing 6-month period

85.22%

25.14%

+60.08%

Volatility (1Y)

Calculated over the trailing 1-year period

120.36%

33.69%

+86.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

115.04%

42.87%

+72.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29,209.75%

39.77%

+29,169.98%

Dividends

RCAT vs. ARKF - Dividend Comparison

RCAT has not paid dividends to shareholders, while ARKF's dividend yield for the trailing twelve months is around 0.11%.


PositionTTM2025202420232022202120202019
ARKF
ARK Fintech Innovation ETF
0.11%0.09%0.00%0.00%0.00%0.00%0.37%1.25%
RCAT
Red Cat Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


RCAT and ARKF have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RCAT has higher volatility (40.71%) compared to ARKF (10.36%). In terms of maximum drawdown, RCAT dropped -99.21% vs ARKF's -78.63%.

RCAT currently has the higher Sharpe Ratio (0.23 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.

Portfolio Optimizer

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