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SMT.L vs. ARKK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SMT.L vs. ARKK - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Scottish Mortgage Investment Trust plc (SMT.L) and ARK Innovation ETF (ARKK). The values are adjusted to include any dividend payments, if applicable.

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SMT.L vs. ARKK - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SMT.L
Scottish Mortgage Investment Trust plc
6.11%24.72%18.75%12.46%-45.71%10.46%110.49%24.76%4.64%41.09%
ARKK
ARK Innovation ETF
-9.61%25.84%10.30%60.59%-63.05%-22.88%145.29%29.94%9.66%71.13%
Different Trading Currencies

SMT.L is traded in GBp, while ARKK is traded in USD. To make them comparable, the ARKK values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, SMT.L achieves a 6.11% return, which is significantly higher than ARKK's -9.61% return. Over the past 10 years, SMT.L has outperformed ARKK with an annualized return of 17.57%, while ARKK has yielded a comparatively lower 15.29% annualized return.


SMT.L

1D
5.67%
1M
4.09%
YTD
6.11%
6M
10.71%
1Y
32.93%
3Y*
23.47%
5Y*
2.03%
10Y*
17.57%

ARKK

1D
0.97%
1M
-6.80%
YTD
-9.61%
6M
-19.98%
1Y
39.51%
3Y*
16.74%
5Y*
-9.75%
10Y*
15.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SMT.L vs. ARKK - Expense Ratio Comparison

SMT.L has a 0.31% expense ratio, which is lower than ARKK's 0.75% expense ratio.


Return for Risk

SMT.L vs. ARKK — Risk / Return Rank

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

SMT.L
SMT.L Risk / Return Rank: 7878
Overall Rank
SMT.L Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
SMT.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
SMT.L Omega Ratio Rank: 7171
Omega Ratio Rank
SMT.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
SMT.L Martin Ratio Rank: 7979
Martin Ratio Rank

ARKK
ARKK Risk / Return Rank: 5151
Overall Rank
ARKK Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
ARKK Sortino Ratio Rank: 6363
Sortino Ratio Rank
ARKK Omega Ratio Rank: 4949
Omega Ratio Rank
ARKK Calmar Ratio Rank: 5252
Calmar Ratio Rank
ARKK Martin Ratio Rank: 3838
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.

SMT.L vs. ARKK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Scottish Mortgage Investment Trust plc (SMT.L) 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.


SMT.LARKKDifference

Sharpe ratio

Return per unit of total volatility

1.47

0.94

+0.52

Sortino ratio

Return per unit of downside risk

2.11

1.56

+0.55

Omega ratio

Gain probability vs. loss probability

1.27

1.19

+0.09

Calmar ratio

Return relative to maximum drawdown

2.78

1.33

+1.45

Martin ratio

Return relative to average drawdown

9.07

3.29

+5.78

SMT.L vs. ARKK - Sharpe Ratio Comparison

The current SMT.L Sharpe Ratio is 1.47, which is higher than the ARKK Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of SMT.L 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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Sharpe Ratios by Period


SMT.LARKKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

0.94

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.07

-0.22

+0.29

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.39

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.38

+0.16

Correlation

The correlation between SMT.L and ARKK is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SMT.L vs. ARKK - Dividend Comparison

SMT.L's dividend yield for the trailing twelve months is around 0.35%, while ARKK has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
SMT.L
Scottish Mortgage Investment Trust plc
0.35%0.37%0.44%0.51%0.51%0.26%0.27%0.54%0.66%0.67%0.93%1.05%
ARKK
ARK Innovation ETF
0.00%0.00%0.00%0.70%0.00%0.55%1.64%0.38%3.14%1.32%0.00%2.27%

Drawdowns

SMT.L vs. ARKK - Drawdown Comparison

The maximum SMT.L drawdown since its inception was -62.61%, smaller than the maximum ARKK drawdown of -78.06%. Use the drawdown chart below to compare losses from any high point for SMT.L and ARKK.


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Drawdown Indicators


SMT.LARKKDifference

Max Drawdown

Largest peak-to-trough decline

-62.61%

-80.97%

+18.36%

Max Drawdown (1Y)

Largest decline over 1 year

-13.50%

-31.35%

+17.85%

Max Drawdown (5Y)

Largest decline over 5 years

-60.11%

-77.23%

+17.12%

Max Drawdown (10Y)

Largest decline over 10 years

-60.11%

-80.97%

+20.86%

Current Drawdown

Current decline from peak

-16.77%

-55.71%

+38.94%

Average Drawdown

Average peak-to-trough decline

-16.09%

-29.81%

+13.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.76%

12.16%

-8.40%

Volatility

SMT.L vs. ARKK - Volatility Comparison

The current volatility for Scottish Mortgage Investment Trust plc (SMT.L) is 9.24%, while ARK Innovation ETF (ARKK) has a volatility of 11.47%. This indicates that SMT.L 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.


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Volatility by Period


SMT.LARKKDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.24%

11.47%

-2.23%

Volatility (6M)

Calculated over the trailing 6-month period

15.99%

26.61%

-10.62%

Volatility (1Y)

Calculated over the trailing 1-year period

22.36%

42.07%

-19.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.98%

44.51%

-14.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.68%

39.13%

-10.45%