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ROBO vs. ARKQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ROBO and ARKQ is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

ROBO vs. ARKQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ROBO Global Robotics & Automation Index ETF (ROBO) and ARK Autonomous Technology & Robotics ETF (ARKQ). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
2.59%
42.77%
ROBO
ARKQ

Key characteristics

Sharpe Ratio

ROBO:

0.04

ARKQ:

1.50

Sortino Ratio

ROBO:

0.18

ARKQ:

2.05

Omega Ratio

ROBO:

1.02

ARKQ:

1.25

Calmar Ratio

ROBO:

0.02

ARKQ:

0.78

Martin Ratio

ROBO:

0.12

ARKQ:

5.31

Ulcer Index

ROBO:

5.71%

ARKQ:

7.29%

Daily Std Dev

ROBO:

18.52%

ARKQ:

25.87%

Max Drawdown

ROBO:

-43.65%

ARKQ:

-59.89%

Current Drawdown

ROBO:

-21.89%

ARKQ:

-20.67%

Returns By Period

In the year-to-date period, ROBO achieves a -1.88% return, which is significantly lower than ARKQ's 35.32% return. Over the past 10 years, ROBO has underperformed ARKQ with an annualized return of 8.31%, while ARKQ has yielded a comparatively higher 15.51% annualized return.


ROBO

YTD

-1.88%

1M

0.02%

6M

2.59%

1Y

-1.09%

5Y*

6.11%

10Y*

8.31%

ARKQ

YTD

35.32%

1M

11.97%

6M

42.77%

1Y

35.86%

5Y*

16.33%

10Y*

15.51%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ROBO vs. ARKQ - Expense Ratio Comparison

ROBO has a 0.95% expense ratio, which is higher than ARKQ's 0.75% expense ratio.


ROBO
ROBO Global Robotics & Automation Index ETF
Expense ratio chart for ROBO: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for ARKQ: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Risk-Adjusted Performance

ROBO vs. ARKQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ROBO Global Robotics & Automation Index ETF (ROBO) and ARK Autonomous Technology & Robotics ETF (ARKQ). 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 ROBO, currently valued at 0.04, compared to the broader market0.002.004.000.041.50
The chart of Sortino ratio for ROBO, currently valued at 0.18, compared to the broader market-2.000.002.004.006.008.0010.000.182.05
The chart of Omega ratio for ROBO, currently valued at 1.02, compared to the broader market0.501.001.502.002.503.001.021.25
The chart of Calmar ratio for ROBO, currently valued at 0.02, compared to the broader market0.005.0010.0015.000.020.78
The chart of Martin ratio for ROBO, currently valued at 0.12, compared to the broader market0.0020.0040.0060.0080.00100.000.125.31
ROBO
ARKQ

The current ROBO Sharpe Ratio is 0.04, which is lower than the ARKQ Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of ROBO and ARKQ, 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 Ratio-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.04
1.50
ROBO
ARKQ

Dividends

ROBO vs. ARKQ - Dividend Comparison

ROBO's dividend yield for the trailing twelve months is around 0.05%, while ARKQ has not paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
ROBO
ROBO Global Robotics & Automation Index ETF
0.05%0.05%0.00%0.18%0.20%0.37%0.37%0.02%0.19%0.28%0.28%
ARKQ
ARK Autonomous Technology & Robotics ETF
0.00%0.00%0.00%0.80%0.86%0.00%2.86%1.54%0.00%0.97%0.00%

Drawdowns

ROBO vs. ARKQ - Drawdown Comparison

The maximum ROBO drawdown since its inception was -43.65%, smaller than the maximum ARKQ drawdown of -59.89%. Use the drawdown chart below to compare losses from any high point for ROBO and ARKQ. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%-30.00%-25.00%-20.00%-15.00%JulyAugustSeptemberOctoberNovemberDecember
-21.89%
-20.67%
ROBO
ARKQ

Volatility

ROBO vs. ARKQ - Volatility Comparison

The current volatility for ROBO Global Robotics & Automation Index ETF (ROBO) is 4.55%, while ARK Autonomous Technology & Robotics ETF (ARKQ) has a volatility of 9.20%. This indicates that ROBO experiences smaller price fluctuations and is considered to be less risky than ARKQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
4.55%
9.20%
ROBO
ARKQ
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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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