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

Correlation

The correlation between SARK and ARKK is 0.75, 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.


Performance

SARK vs. ARKK - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SARK:

-0.51

ARKK:

0.54

Sortino Ratio

SARK:

-0.45

ARKK:

1.16

Omega Ratio

SARK:

0.95

ARKK:

1.15

Calmar Ratio

SARK:

-0.53

ARKK:

0.38

Martin Ratio

SARK:

-0.97

ARKK:

2.07

Ulcer Index

SARK:

43.76%

ARKK:

13.75%

Daily Std Dev

SARK:

78.67%

ARKK:

44.64%

Max Drawdown

SARK:

-79.49%

ARKK:

-80.91%

Current Drawdown

SARK:

-68.21%

ARKK:

-63.47%

Returns By Period

In the year-to-date period, SARK achieves a 6.68% return, which is significantly higher than ARKK's -0.07% return.


SARK

YTD

6.68%

1M

-19.46%

6M

-8.03%

1Y

-40.26%

5Y*

N/A

10Y*

N/A

ARKK

YTD

-0.07%

1M

21.87%

6M

5.35%

1Y

23.95%

5Y*

-0.06%

10Y*

11.41%

*Annualized

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SARK vs. ARKK - Expense Ratio Comparison

Both SARK and ARKK have an expense ratio of 0.75%.


Risk-Adjusted Performance

SARK vs. ARKK — Risk-Adjusted Performance Rank

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

SARK
The Risk-Adjusted Performance Rank of SARK is 44
Overall Rank
The Sharpe Ratio Rank of SARK is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of SARK is 55
Sortino Ratio Rank
The Omega Ratio Rank of SARK is 66
Omega Ratio Rank
The Calmar Ratio Rank of SARK is 11
Calmar Ratio Rank
The Martin Ratio Rank of SARK is 55
Martin Ratio Rank

ARKK
The Risk-Adjusted Performance Rank of ARKK is 5858
Overall Rank
The Sharpe Ratio Rank of ARKK is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of ARKK is 7070
Sortino Ratio Rank
The Omega Ratio Rank of ARKK is 6363
Omega Ratio Rank
The Calmar Ratio Rank of ARKK is 4646
Calmar Ratio Rank
The Martin Ratio Rank of ARKK is 5858
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.

SARK vs. ARKK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tradr Short Innovation Daily ETF (SARK) 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.


The current SARK Sharpe Ratio is -0.51, which is lower than the ARKK Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of SARK and ARKK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

SARK vs. ARKK - Dividend Comparison

SARK's dividend yield for the trailing twelve months is around 14.52%, while ARKK has not paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
SARK
Tradr Short Innovation Daily ETF
14.52%15.49%12.57%25.22%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%0.83%1.31%0.38%3.14%1.32%0.00%2.27%

Drawdowns

SARK vs. ARKK - Drawdown Comparison

The maximum SARK drawdown since its inception was -79.49%, roughly equal to the maximum ARKK drawdown of -80.91%. Use the drawdown chart below to compare losses from any high point for SARK and ARKK. For additional features, visit the drawdowns tool.


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Volatility

SARK vs. ARKK - Volatility Comparison

Tradr Short Innovation Daily ETF (SARK) and ARK Innovation ETF (ARKK) have volatilities of 13.14% and 12.68%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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