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ZM vs. ARKQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ZM and ARKQ is 0.51, 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.


-0.50.00.51.00.5

Performance

ZM vs. ARKQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Zoom Video Communications, Inc. (ZM) and ARK Autonomous Technology & Robotics ETF (ARKQ). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
40.71%
41.67%
ZM
ARKQ

Key characteristics

Sharpe Ratio

ZM:

0.47

ARKQ:

1.35

Sortino Ratio

ZM:

0.93

ARKQ:

1.88

Omega Ratio

ZM:

1.11

ARKQ:

1.23

Calmar Ratio

ZM:

0.17

ARKQ:

0.71

Martin Ratio

ZM:

1.10

ARKQ:

4.83

Ulcer Index

ZM:

13.65%

ARKQ:

7.28%

Daily Std Dev

ZM:

32.06%

ARKQ:

26.08%

Max Drawdown

ZM:

-90.27%

ARKQ:

-59.89%

Current Drawdown

ZM:

-85.56%

ARKQ:

-21.62%

Returns By Period

In the year-to-date period, ZM achieves a 14.10% return, which is significantly lower than ARKQ's 33.69% return.


ZM

YTD

14.10%

1M

3.95%

6M

45.97%

1Y

13.30%

5Y*

4.17%

10Y*

N/A

ARKQ

YTD

33.69%

1M

12.38%

6M

39.82%

1Y

32.84%

5Y*

16.08%

10Y*

15.47%

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


Risk-Adjusted Performance

ZM vs. ARKQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Zoom Video Communications, Inc. (ZM) and ARK Autonomous Technology & Robotics ETF (ARKQ). 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 ZM, currently valued at 0.47, compared to the broader market-4.00-2.000.002.000.471.35
The chart of Sortino ratio for ZM, currently valued at 0.93, compared to the broader market-4.00-2.000.002.004.000.931.88
The chart of Omega ratio for ZM, currently valued at 1.11, compared to the broader market0.501.001.502.001.111.23
The chart of Calmar ratio for ZM, currently valued at 0.17, compared to the broader market0.002.004.006.000.170.71
The chart of Martin ratio for ZM, currently valued at 1.10, compared to the broader market0.0010.0020.001.104.83
ZM
ARKQ

The current ZM Sharpe Ratio is 0.47, which is lower than the ARKQ Sharpe Ratio of 1.35. The chart below compares the historical Sharpe Ratios of ZM and ARKQ, 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-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.47
1.35
ZM
ARKQ

Dividends

ZM vs. ARKQ - Dividend Comparison

Neither ZM nor ARKQ has paid dividends to shareholders.


TTM202320222021202020192018201720162015
ZM
Zoom Video Communications, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ARKQ
ARK Autonomous Technology & Robotics ETF
0.00%0.00%0.00%0.80%0.86%0.00%2.86%1.54%0.00%0.97%

Drawdowns

ZM vs. ARKQ - Drawdown Comparison

The maximum ZM drawdown since its inception was -90.27%, which is greater than ARKQ's maximum drawdown of -59.89%. Use the drawdown chart below to compare losses from any high point for ZM and ARKQ. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-85.56%
-21.62%
ZM
ARKQ

Volatility

ZM vs. ARKQ - Volatility Comparison

Zoom Video Communications, Inc. (ZM) has a higher volatility of 13.30% compared to ARK Autonomous Technology & Robotics ETF (ARKQ) at 9.25%. This indicates that ZM's price experiences larger fluctuations and is considered to be riskier than ARKQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
13.30%
9.25%
ZM
ARKQ
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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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