ZBRA vs. ARKK
Compare and contrast key facts about Zebra Technologies Corporation (ZBRA) and ARK Innovation ETF (ARKK).
ARKK is an actively managed fund by ARK Investment Management. It was launched on Oct 31, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ZBRA or ARKK.
Performance
ZBRA vs. ARKK - Performance Comparison
Returns By Period
In the year-to-date period, ZBRA achieves a 40.68% return, which is significantly higher than ARKK's 5.56% return. Over the past 10 years, ZBRA has outperformed ARKK with an annualized return of 18.19%, while ARKK has yielded a comparatively lower 11.71% annualized return.
ZBRA
40.68%
3.20%
17.60%
72.89%
9.59%
18.19%
ARKK
5.56%
16.67%
22.87%
26.01%
3.44%
11.71%
Key characteristics
| ZBRA | ARKK | |
|---|---|---|
| Sharpe Ratio | 2.29 | 0.65 |
| Sortino Ratio | 3.26 | 1.12 |
| Omega Ratio | 1.40 | 1.13 |
| Calmar Ratio | 1.17 | 0.31 |
| Martin Ratio | 14.94 | 1.61 |
| Ulcer Index | 4.98% | 14.38% |
| Daily Std Dev | 32.49% | 35.60% |
| Max Drawdown | -73.42% | -80.91% |
| Current Drawdown | -37.43% | -64.11% |
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Correlation
The correlation between ZBRA and ARKK is 0.56, 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
ZBRA vs. ARKK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Zebra Technologies Corporation (ZBRA) 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.
Dividends
ZBRA vs. ARKK - Dividend Comparison
Neither ZBRA nor ARKK has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
ZBRA Zebra Technologies Corporation | 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
ZBRA vs. ARKK - Drawdown Comparison
The maximum ZBRA drawdown since its inception was -73.42%, smaller than the maximum ARKK drawdown of -80.91%. Use the drawdown chart below to compare losses from any high point for ZBRA and ARKK. For additional features, visit the drawdowns tool.
Volatility
ZBRA vs. ARKK - Volatility Comparison
The current volatility for Zebra Technologies Corporation (ZBRA) is 8.28%, while ARK Innovation ETF (ARKK) has a volatility of 14.40%. This indicates that ZBRA 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.