PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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%SeptemberOctoberNovemberDecember2025February
17.62%
35.42%
ZM
ARKQ

Key characteristics

Sharpe Ratio

ZM:

1.08

ARKQ:

1.51

Sortino Ratio

ZM:

1.80

ARKQ:

2.08

Omega Ratio

ZM:

1.22

ARKQ:

1.25

Calmar Ratio

ZM:

0.38

ARKQ:

0.84

Martin Ratio

ZM:

3.25

ARKQ:

7.98

Ulcer Index

ZM:

10.64%

ARKQ:

5.20%

Daily Std Dev

ZM:

32.02%

ARKQ:

27.60%

Max Drawdown

ZM:

-90.27%

ARKQ:

-59.89%

Current Drawdown

ZM:

-85.48%

ARKQ:

-21.85%

Returns By Period

In the year-to-date period, ZM achieves a 1.09% return, which is significantly higher than ARKQ's -0.44% return.


ZM

YTD

1.09%

1M

3.11%

6M

17.62%

1Y

30.13%

5Y*

-4.73%

10Y*

N/A

ARKQ

YTD

-0.44%

1M

-9.44%

6M

35.43%

1Y

43.62%

5Y*

13.79%

10Y*

15.18%

*Annualized

Compare stocks, funds, or ETFs

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 Rank

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

ZM
The Risk-Adjusted Performance Rank of ZM is 7474
Overall Rank
The Sharpe Ratio Rank of ZM is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of ZM is 7777
Sortino Ratio Rank
The Omega Ratio Rank of ZM is 7373
Omega Ratio Rank
The Calmar Ratio Rank of ZM is 6464
Calmar Ratio Rank
The Martin Ratio Rank of ZM is 7474
Martin Ratio Rank

ARKQ
The Risk-Adjusted Performance Rank of ARKQ is 5959
Overall Rank
The Sharpe Ratio Rank of ARKQ is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of ARKQ is 6363
Sortino Ratio Rank
The Omega Ratio Rank of ARKQ is 6060
Omega Ratio Rank
The Calmar Ratio Rank of ARKQ is 3838
Calmar Ratio Rank
The Martin Ratio Rank of ARKQ is 6868
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.

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 1.08, compared to the broader market-2.000.002.001.081.51
The chart of Sortino ratio for ZM, currently valued at 1.80, compared to the broader market-4.00-2.000.002.004.006.001.802.08
The chart of Omega ratio for ZM, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.25
The chart of Calmar ratio for ZM, currently valued at 0.38, compared to the broader market0.002.004.006.000.380.84
The chart of Martin ratio for ZM, currently valued at 3.25, compared to the broader market-10.000.0010.0020.0030.003.257.98
ZM
ARKQ

The current ZM Sharpe Ratio is 1.08, which is comparable to the ARKQ Sharpe Ratio of 1.51. 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
1.08
1.51
ZM
ARKQ

Dividends

ZM vs. ARKQ - Dividend Comparison

Neither ZM nor ARKQ has paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
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%0.00%
ARKQ
ARK Autonomous Technology & Robotics ETF
0.00%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.


-80.00%-60.00%-40.00%-20.00%SeptemberOctoberNovemberDecember2025February
-85.48%
-21.85%
ZM
ARKQ

Volatility

ZM vs. ARKQ - Volatility Comparison

Zoom Video Communications, Inc. (ZM) has a higher volatility of 10.22% compared to ARK Autonomous Technology & Robotics ETF (ARKQ) at 8.89%. 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%SeptemberOctoberNovemberDecember2025February
10.22%
8.89%
ZM
ARKQ
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab