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VVMX.DE vs. ARKI.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VVMX.DE vs. ARKI.L - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in VanEck Rare Earth and Strategic Metals UCITS ETF A (VVMX.DE) and ARK Artificial Intelligence & Robotics UCITS ETF Class A USD Accumulation (ARKI.L). The values are adjusted to include any dividend payments, if applicable.

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VVMX.DE vs. ARKI.L - Yearly Performance Comparison


Different Trading Currencies

VVMX.DE is traded in EUR, while ARKI.L is traded in USD. To make them comparable, the ARKI.L values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VVMX.DE achieves a 21.11% return, which is significantly higher than ARKI.L's -7.57% return.


VVMX.DE

1D
2.48%
1M
-10.99%
YTD
21.11%
6M
37.54%
1Y
114.04%
3Y*
1.74%
5Y*
10Y*

ARKI.L

1D
4.86%
1M
-3.72%
YTD
-7.57%
6M
-10.92%
1Y
34.48%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VVMX.DE vs. ARKI.L - Expense Ratio Comparison

VVMX.DE has a 0.59% expense ratio, which is lower than ARKI.L's 0.75% expense ratio.


Return for Risk

VVMX.DE vs. ARKI.L — Risk / Return Rank

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

VVMX.DE
VVMX.DE Risk / Return Rank: 9494
Overall Rank
VVMX.DE Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
VVMX.DE Sortino Ratio Rank: 9494
Sortino Ratio Rank
VVMX.DE Omega Ratio Rank: 8787
Omega Ratio Rank
VVMX.DE Calmar Ratio Rank: 9898
Calmar Ratio Rank
VVMX.DE Martin Ratio Rank: 9494
Martin Ratio Rank

ARKI.L
ARKI.L Risk / Return Rank: 6565
Overall Rank
ARKI.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
ARKI.L Sortino Ratio Rank: 7373
Sortino Ratio Rank
ARKI.L Omega Ratio Rank: 6666
Omega Ratio Rank
ARKI.L Calmar Ratio Rank: 6363
Calmar Ratio Rank
ARKI.L Martin Ratio Rank: 4949
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.

VVMX.DE vs. ARKI.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VanEck Rare Earth and Strategic Metals UCITS ETF A (VVMX.DE) and ARK Artificial Intelligence & Robotics UCITS ETF Class A USD Accumulation (ARKI.L). 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.


VVMX.DEARKI.LDifference

Sharpe ratio

Return per unit of total volatility

2.50

1.06

+1.44

Sortino ratio

Return per unit of downside risk

3.00

1.54

+1.46

Omega ratio

Gain probability vs. loss probability

1.37

1.20

+0.16

Calmar ratio

Return relative to maximum drawdown

5.76

1.40

+4.36

Martin ratio

Return relative to average drawdown

15.33

3.66

+11.66

VVMX.DE vs. ARKI.L - Sharpe Ratio Comparison

The current VVMX.DE Sharpe Ratio is 2.50, which is higher than the ARKI.L Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of VVMX.DE and ARKI.L, 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


VVMX.DEARKI.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.50

1.06

+1.44

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

1.14

-1.17

Correlation

The correlation between VVMX.DE and ARKI.L is 0.41, 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

VVMX.DE vs. ARKI.L - Dividend Comparison

Neither VVMX.DE nor ARKI.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VVMX.DE vs. ARKI.L - Drawdown Comparison

The maximum VVMX.DE drawdown since its inception was -73.26%, which is greater than ARKI.L's maximum drawdown of -34.15%. Use the drawdown chart below to compare losses from any high point for VVMX.DE and ARKI.L.


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Drawdown Indicators


VVMX.DEARKI.LDifference

Max Drawdown

Largest peak-to-trough decline

-73.26%

-30.97%

-42.29%

Max Drawdown (1Y)

Largest decline over 1 year

-20.40%

-24.05%

+3.65%

Current Drawdown

Current decline from peak

-30.73%

-19.54%

-11.19%

Average Drawdown

Average peak-to-trough decline

-41.88%

-6.33%

-35.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.67%

8.53%

-0.86%

Volatility

VVMX.DE vs. ARKI.L - Volatility Comparison

VanEck Rare Earth and Strategic Metals UCITS ETF A (VVMX.DE) has a higher volatility of 15.68% compared to ARK Artificial Intelligence & Robotics UCITS ETF Class A USD Accumulation (ARKI.L) at 8.74%. This indicates that VVMX.DE's price experiences larger fluctuations and is considered to be riskier than ARKI.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VVMX.DEARKI.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.68%

8.74%

+6.94%

Volatility (6M)

Calculated over the trailing 6-month period

37.34%

21.74%

+15.60%

Volatility (1Y)

Calculated over the trailing 1-year period

45.44%

32.53%

+12.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.25%

31.93%

+4.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.25%

31.93%

+4.32%