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

Performance

SVXY vs. ARKK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short VIX Short-Term Futures ETF (SVXY) and ARK Innovation ETF (ARKK). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
-14.29%
21.93%
SVXY
ARKK

Returns By Period

In the year-to-date period, SVXY achieves a 0.22% return, which is significantly lower than ARKK's 5.23% return. Over the past 10 years, SVXY has underperformed ARKK with an annualized return of -3.56%, while ARKK has yielded a comparatively higher 11.68% annualized return.


SVXY

YTD

0.22%

1M

5.81%

6M

-13.50%

1Y

9.50%

5Y (annualized)

11.23%

10Y (annualized)

-3.56%

ARKK

YTD

5.23%

1M

14.74%

6M

20.86%

1Y

26.11%

5Y (annualized)

3.37%

10Y (annualized)

11.68%

Key characteristics


SVXYARKK
Sharpe Ratio0.270.85
Sortino Ratio0.561.36
Omega Ratio1.111.16
Calmar Ratio0.120.41
Martin Ratio0.822.13
Ulcer Index12.69%14.38%
Daily Std Dev38.40%35.72%
Max Drawdown-95.25%-80.91%
Current Drawdown-81.25%-64.22%

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SVXY vs. ARKK - Expense Ratio Comparison

SVXY has a 1.38% expense ratio, which is higher than ARKK's 0.75% expense ratio.


SVXY
ProShares Short VIX Short-Term Futures ETF
Expense ratio chart for SVXY: current value at 1.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.38%
Expense ratio chart for ARKK: 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%

Correlation

-0.50.00.51.00.5

The correlation between SVXY and ARKK is 0.52, 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.

Risk-Adjusted Performance

SVXY vs. ARKK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short VIX Short-Term Futures ETF (SVXY) 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 SVXY, currently valued at 0.27, compared to the broader market0.002.004.000.270.85
The chart of Sortino ratio for SVXY, currently valued at 0.56, compared to the broader market-2.000.002.004.006.008.0010.000.561.36
The chart of Omega ratio for SVXY, currently valued at 1.11, compared to the broader market0.501.001.502.002.503.001.111.16
The chart of Calmar ratio for SVXY, currently valued at 0.12, compared to the broader market0.005.0010.0015.000.120.41
The chart of Martin ratio for SVXY, currently valued at 0.82, compared to the broader market0.0020.0040.0060.0080.00100.000.822.13
SVXY
ARKK

The current SVXY Sharpe Ratio is 0.27, which is lower than the ARKK Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of SVXY 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.

Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.27
0.85
SVXY
ARKK

Dividends

SVXY vs. ARKK - Dividend Comparison

Neither SVXY nor ARKK has paid dividends to shareholders.


TTM202320222021202020192018201720162015
SVXY
ProShares Short VIX Short-Term Futures ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ARKK
ARK Innovation ETF
0.00%0.00%0.00%0.83%1.31%0.38%3.14%1.32%0.00%2.27%

Drawdowns

SVXY vs. ARKK - Drawdown Comparison

The maximum SVXY drawdown since its inception was -95.25%, which is greater than ARKK's maximum drawdown of -80.91%. Use the drawdown chart below to compare losses from any high point for SVXY and ARKK. For additional features, visit the drawdowns tool.


-85.00%-80.00%-75.00%-70.00%-65.00%JuneJulyAugustSeptemberOctoberNovember
-81.25%
-64.22%
SVXY
ARKK

Volatility

SVXY vs. ARKK - Volatility Comparison

The current volatility for ProShares Short VIX Short-Term Futures ETF (SVXY) is 9.84%, while ARK Innovation ETF (ARKK) has a volatility of 14.46%. This indicates that SVXY 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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%JuneJulyAugustSeptemberOctoberNovember
9.84%
14.46%
SVXY
ARKK