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

Correlation

The correlation between TECB and ARKK is 0.70, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

TECB vs. ARKK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Tech Breakthrough Multisector ETF (TECB) and ARK Innovation ETF (ARKK). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%NovemberDecember2025FebruaryMarchApril
98.99%
-0.64%
TECB
ARKK

Key characteristics

Sharpe Ratio

TECB:

0.42

ARKK:

0.39

Sortino Ratio

TECB:

0.76

ARKK:

0.85

Omega Ratio

TECB:

1.11

ARKK:

1.11

Calmar Ratio

TECB:

0.43

ARKK:

0.23

Martin Ratio

TECB:

1.59

ARKK:

1.36

Ulcer Index

TECB:

6.50%

ARKK:

12.73%

Daily Std Dev

TECB:

24.55%

ARKK:

44.10%

Max Drawdown

TECB:

-41.62%

ARKK:

-80.91%

Current Drawdown

TECB:

-13.39%

ARKK:

-67.54%

Returns By Period

In the year-to-date period, TECB achieves a -7.50% return, which is significantly higher than ARKK's -11.94% return.


TECB

YTD

-7.50%

1M

-5.33%

6M

-5.35%

1Y

8.39%

5Y*

14.82%

10Y*

N/A

ARKK

YTD

-11.94%

1M

-7.67%

6M

5.51%

1Y

13.87%

5Y*

-0.54%

10Y*

9.62%

*Annualized

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TECB vs. ARKK - Expense Ratio Comparison

TECB has a 0.40% expense ratio, which is lower than ARKK's 0.75% expense ratio.


Expense ratio chart for ARKK: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ARKK: 0.75%
Expense ratio chart for TECB: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TECB: 0.40%

Risk-Adjusted Performance

TECB vs. ARKK — Risk-Adjusted Performance Rank

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

TECB
The Risk-Adjusted Performance Rank of TECB is 5555
Overall Rank
The Sharpe Ratio Rank of TECB is 5353
Sharpe Ratio Rank
The Sortino Ratio Rank of TECB is 5656
Sortino Ratio Rank
The Omega Ratio Rank of TECB is 5656
Omega Ratio Rank
The Calmar Ratio Rank of TECB is 5858
Calmar Ratio Rank
The Martin Ratio Rank of TECB is 5454
Martin Ratio Rank

ARKK
The Risk-Adjusted Performance Rank of ARKK is 5353
Overall Rank
The Sharpe Ratio Rank of ARKK is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of ARKK is 6161
Sortino Ratio Rank
The Omega Ratio Rank of ARKK is 5656
Omega Ratio Rank
The Calmar Ratio Rank of ARKK is 4444
Calmar Ratio Rank
The Martin Ratio Rank of ARKK is 5151
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.

TECB vs. ARKK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Tech Breakthrough Multisector ETF (TECB) 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 chart of Sharpe ratio for TECB, currently valued at 0.42, compared to the broader market-1.000.001.002.003.004.00
TECB: 0.42
ARKK: 0.39
The chart of Sortino ratio for TECB, currently valued at 0.76, compared to the broader market-2.000.002.004.006.008.00
TECB: 0.76
ARKK: 0.85
The chart of Omega ratio for TECB, currently valued at 1.10, compared to the broader market0.501.001.502.002.50
TECB: 1.11
ARKK: 1.11
The chart of Calmar ratio for TECB, currently valued at 0.43, compared to the broader market0.002.004.006.008.0010.0012.00
TECB: 0.43
ARKK: 0.23
The chart of Martin ratio for TECB, currently valued at 1.59, compared to the broader market0.0020.0040.0060.00
TECB: 1.59
ARKK: 1.36

The current TECB Sharpe Ratio is 0.42, which is comparable to the ARKK Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of TECB 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.42
0.39
TECB
ARKK

Dividends

TECB vs. ARKK - Dividend Comparison

TECB's dividend yield for the trailing twelve months is around 0.34%, while ARKK has not paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
TECB
iShares U.S. Tech Breakthrough Multisector ETF
0.34%0.35%0.23%0.61%0.35%0.77%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

TECB vs. ARKK - Drawdown Comparison

The maximum TECB drawdown since its inception was -41.62%, smaller than the maximum ARKK drawdown of -80.91%. Use the drawdown chart below to compare losses from any high point for TECB and ARKK. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-13.39%
-67.54%
TECB
ARKK

Volatility

TECB vs. ARKK - Volatility Comparison

The current volatility for iShares U.S. Tech Breakthrough Multisector ETF (TECB) is 16.98%, while ARK Innovation ETF (ARKK) has a volatility of 23.80%. This indicates that TECB 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.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
16.98%
23.80%
TECB
ARKK