^BSESN vs. ARKK
Compare and contrast key facts about S&P BSE SENSEX (^BSESN) 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: ^BSESN or ARKK.
Key characteristics
| ^BSESN | ARKK | |
|---|---|---|
| YTD Return | 11.67% | -10.18% |
| 1Y Return | 22.46% | 25.67% |
| 3Y Return (Ann) | 9.40% | -25.86% |
| 5Y Return (Ann) | 15.66% | 3.08% |
| Sharpe Ratio | 1.62 | 0.56 |
| Sortino Ratio | 2.16 | 1.00 |
| Omega Ratio | 1.33 | 1.12 |
| Calmar Ratio | 3.17 | 0.26 |
| Martin Ratio | 11.13 | 1.42 |
| Ulcer Index | 1.97% | 14.11% |
| Daily Std Dev | 13.56% | 36.10% |
| Max Drawdown | -60.91% | -80.91% |
| Current Drawdown | -6.01% | -69.46% |
Correlation
The correlation between ^BSESN and ARKK is 0.19, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
^BSESN vs. ARKK - Performance Comparison
In the year-to-date period, ^BSESN achieves a 11.67% return, which is significantly higher than ARKK's -10.18% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
^BSESN vs. ARKK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for S&P BSE SENSEX (^BSESN) 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.
Drawdowns
^BSESN vs. ARKK - Drawdown Comparison
The maximum ^BSESN drawdown since its inception was -60.91%, smaller than the maximum ARKK drawdown of -80.91%. Use the drawdown chart below to compare losses from any high point for ^BSESN and ARKK. For additional features, visit the drawdowns tool.
Volatility
^BSESN vs. ARKK - Volatility Comparison
The current volatility for S&P BSE SENSEX (^BSESN) is 3.88%, while ARK Innovation ETF (ARKK) has a volatility of 6.03%. This indicates that ^BSESN 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.