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ROBT vs. ARKK
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Performance

ROBT vs. ARKK - Performance Comparison

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

10.00%20.00%30.00%40.00%50.00%60.00%70.00%OctoberNovemberDecember2025FebruaryMarch
49.25%
24.94%
ROBT
ARKK

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Risk-Adjusted Performance

undefined vs. ARKK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for undefined (undefined) 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.


Sharpe ratio
The chart of Sharpe ratio for ROBT, currently valued at -0.19, compared to the broader market0.002.004.00-0.19-0.10
The chart of Sortino ratio for ROBT, currently valued at -0.12, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.120.12
The chart of Omega ratio for ROBT, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.000.991.01
The chart of Calmar ratio for ROBT, currently valued at -0.12, compared to the broader market0.005.0010.0015.0020.00-0.12-0.05
The chart of Martin ratio for ROBT, currently valued at -0.60, compared to the broader market0.0020.0040.0060.0080.00100.00-0.60-0.36
ROBT
ARKK


Rolling 12-month Sharpe Ratio0.000.501.00OctoberNovemberDecember2025FebruaryMarch
-0.19
-0.10
ROBT
ARKK

Drawdowns

ROBT vs. ARKK - Drawdown Comparison


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%OctoberNovemberDecember2025FebruaryMarch
-25.21%
-68.92%
ROBT
ARKK

Volatility

ROBT vs. ARKK - Volatility Comparison

The current volatility for undefined (ROBT) is 6.92%, while ARK Innovation ETF (ARKK) has a volatility of 15.49%. This indicates that ROBT 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%OctoberNovemberDecember2025FebruaryMarch
6.92%
15.49%
ROBT
ARKK
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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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