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RIVN vs. ARKX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RIVN vs. ARKX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Rivian Automotive, Inc. (RIVN) and ARK Space Exploration & Innovation ETF (ARKX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, RIVN achieves a -7.31% return, which is significantly lower than ARKX's 23.67% return.


RIVN

1D
5.67%
1M
25.91%
YTD
-7.31%
6M
4.22%
1Y
27.14%
3Y*
8.06%
5Y*
10Y*

ARKX

1D
-2.24%
1M
10.24%
YTD
23.67%
6M
28.83%
1Y
69.46%
3Y*
36.41%
5Y*
11.53%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RIVN vs. ARKX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
RIVN
Rivian Automotive, Inc.
-7.31%48.20%-43.31%27.29%-82.23%2.94%
ARKX
ARK Space Exploration & Innovation ETF
23.67%48.46%26.67%24.37%-34.27%-8.67%

Correlation

The correlation between RIVN and ARKX is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.44

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2021

0.53

Over the past year, the correlation between RIVN and ARKX has dropped to 0.30 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.

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Return for Risk

RIVN vs. ARKX — Risk / Return Rank

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

RIVN
RIVN Risk / Return Rank: 5555
Overall Rank
RIVN Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
RIVN Sortino Ratio Rank: 5959
Sortino Ratio Rank
RIVN Omega Ratio Rank: 5454
Omega Ratio Rank
RIVN Calmar Ratio Rank: 5454
Calmar Ratio Rank
RIVN Martin Ratio Rank: 5353
Martin Ratio Rank

ARKX
ARKX Risk / Return Rank: 5858
Overall Rank
ARKX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
ARKX Sortino Ratio Rank: 5656
Sortino Ratio Rank
ARKX Omega Ratio Rank: 5151
Omega Ratio Rank
ARKX Calmar Ratio Rank: 6868
Calmar Ratio Rank
ARKX Martin Ratio Rank: 5353
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.

RIVN vs. ARKX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rivian Automotive, Inc. (RIVN) and ARK Space Exploration & Innovation ETF (ARKX). 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.


RIVNARKXDifference
Sharpe ratioReturn per unit of total volatility

-1.72

Sortino ratioReturn per unit of downside risk

-1.51

Omega ratioGain probability vs. loss probability

1.14

1.33

-0.19

Calmar ratioReturn relative to maximum drawdown

0.64

3.42

-2.78

Martin ratioReturn relative to average drawdown

1.28

9.20

-7.93

RIVN vs. ARKX - Sharpe Ratio Comparison

The current RIVN Sharpe Ratio is 0.43, which is lower than the ARKX Sharpe Ratio of 2.15. The chart below compares the historical Sharpe Ratios of RIVN and ARKX, 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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Sharpe Ratios by Period


RIVNARKXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.43

2.15

-1.72

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.41

0.43

-0.83

Drawdowns

RIVN vs. ARKX - Drawdown Comparison

The maximum RIVN drawdown since its inception was -95.12%, which is greater than ARKX's maximum drawdown of -43.61%. Use the drawdown chart below to compare losses from any high point for RIVN and ARKX.


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Drawdown Indicators


RIVNARKXDifference

Max Drawdown

Largest peak-to-trough decline

-95.12%

-43.61%

-51.51%

Max Drawdown (1Y)

Largest decline over 1 year

-42.54%

-20.42%

-22.12%

Max Drawdown (3Y)

Largest decline over 3 years

-69.61%

-25.47%

-44.14%

Max Drawdown (5Y)

Largest decline over 5 years

-43.61%

Current Drawdown

Current decline from peak

-89.38%

-5.03%

-84.35%

Average Drawdown

Average peak-to-trough decline

-86.37%

-19.99%

-66.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.31%

7.57%

+13.74%

Volatility

RIVN vs. ARKX - Volatility Comparison

Rivian Automotive, Inc. (RIVN) has a higher volatility of 14.60% compared to ARK Space Exploration & Innovation ETF (ARKX) at 11.01%. This indicates that RIVN's price experiences larger fluctuations and is considered to be riskier than ARKX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RIVNARKXDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.60%

11.01%

+3.59%

Volatility (6M)

Calculated over the trailing 6-month period

47.04%

25.01%

+22.03%

Volatility (1Y)

Calculated over the trailing 1-year period

63.49%

32.49%

+31.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

77.39%

27.72%

+49.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

77.39%

27.42%

+49.97%

Dividends

RIVN vs. ARKX - Dividend Comparison

Neither RIVN nor ARKX has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


RIVN and ARKX have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RIVN has higher volatility (14.60%) compared to ARKX (11.01%). In terms of maximum drawdown, RIVN dropped -95.12% vs ARKX's -43.61%.

ARKX currently has the higher Sharpe Ratio (2.15 vs 0.43), 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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