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USSPX vs. ARKG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between USSPX and ARKG is 0.59, 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.


-0.50.00.51.00.6

Performance

USSPX vs. ARKG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USAA 500 Index Fund (USSPX) and ARK Genomic Revolution Multi-Sector ETF (ARKG). The values are adjusted to include any dividend payments, if applicable.

50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
196.35%
23.04%
USSPX
ARKG

Key characteristics

Sharpe Ratio

USSPX:

1.72

ARKG:

-0.62

Sortino Ratio

USSPX:

2.30

ARKG:

-0.71

Omega Ratio

USSPX:

1.32

ARKG:

0.92

Calmar Ratio

USSPX:

2.59

ARKG:

-0.32

Martin Ratio

USSPX:

11.34

ARKG:

-1.06

Ulcer Index

USSPX:

1.97%

ARKG:

23.68%

Daily Std Dev

USSPX:

12.95%

ARKG:

40.99%

Max Drawdown

USSPX:

-55.39%

ARKG:

-80.10%

Current Drawdown

USSPX:

-6.27%

ARKG:

-79.51%

Returns By Period

In the year-to-date period, USSPX achieves a 21.54% return, which is significantly higher than ARKG's -30.20% return. Over the past 10 years, USSPX has outperformed ARKG with an annualized return of 11.18%, while ARKG has yielded a comparatively lower 1.48% annualized return.


USSPX

YTD

21.54%

1M

-2.83%

6M

5.23%

1Y

21.60%

5Y*

12.23%

10Y*

11.18%

ARKG

YTD

-30.20%

1M

0.97%

6M

-6.57%

1Y

-29.97%

5Y*

-7.72%

10Y*

1.48%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


USSPX vs. ARKG - Expense Ratio Comparison

USSPX has a 0.24% expense ratio, which is lower than ARKG's 0.75% expense ratio.


ARKG
ARK Genomic Revolution Multi-Sector ETF
Expense ratio chart for ARKG: 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%
Expense ratio chart for USSPX: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%

Risk-Adjusted Performance

USSPX vs. ARKG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for USAA 500 Index Fund (USSPX) and ARK Genomic Revolution Multi-Sector ETF (ARKG). 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 USSPX, currently valued at 1.72, compared to the broader market-1.000.001.002.003.004.001.72-0.62
The chart of Sortino ratio for USSPX, currently valued at 2.30, compared to the broader market-2.000.002.004.006.008.0010.002.30-0.71
The chart of Omega ratio for USSPX, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.003.501.320.92
The chart of Calmar ratio for USSPX, currently valued at 2.59, compared to the broader market0.005.0010.0015.002.59-0.32
The chart of Martin ratio for USSPX, currently valued at 11.34, compared to the broader market0.0020.0040.0060.0011.34-1.06
USSPX
ARKG

The current USSPX Sharpe Ratio is 1.72, which is higher than the ARKG Sharpe Ratio of -0.62. The chart below compares the historical Sharpe Ratios of USSPX and ARKG, 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.72
-0.62
USSPX
ARKG

Dividends

USSPX vs. ARKG - Dividend Comparison

USSPX's dividend yield for the trailing twelve months is around 1.08%, while ARKG has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
USSPX
USAA 500 Index Fund
1.08%1.22%1.43%1.00%1.30%1.64%1.89%1.55%1.92%1.79%1.64%1.56%
ARKG
ARK Genomic Revolution Multi-Sector ETF
0.00%0.00%0.00%0.62%0.85%3.14%1.94%1.34%0.00%0.00%0.00%0.00%

Drawdowns

USSPX vs. ARKG - Drawdown Comparison

The maximum USSPX drawdown since its inception was -55.39%, smaller than the maximum ARKG drawdown of -80.10%. Use the drawdown chart below to compare losses from any high point for USSPX and ARKG. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.27%
-79.51%
USSPX
ARKG

Volatility

USSPX vs. ARKG - Volatility Comparison

The current volatility for USAA 500 Index Fund (USSPX) is 4.44%, while ARK Genomic Revolution Multi-Sector ETF (ARKG) has a volatility of 14.35%. This indicates that USSPX experiences smaller price fluctuations and is considered to be less risky than ARKG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
4.44%
14.35%
USSPX
ARKG
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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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