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^IXIC vs. ARKK
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^IXIC and ARKK is 0.67, 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.


Performance

^IXIC vs. ARKK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NASDAQ Composite (^IXIC) and ARK Innovation ETF (ARKK). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%300.00%December2025FebruaryMarchAprilMay
287.15%
179.86%
^IXIC
ARKK

Key characteristics

Sharpe Ratio

^IXIC:

0.39

ARKK:

0.36

Sortino Ratio

^IXIC:

0.70

ARKK:

0.65

Omega Ratio

^IXIC:

1.10

ARKK:

1.08

Calmar Ratio

^IXIC:

0.40

ARKK:

0.14

Martin Ratio

^IXIC:

1.32

ARKK:

0.79

Ulcer Index

^IXIC:

7.34%

ARKK:

13.53%

Daily Std Dev

^IXIC:

25.61%

ARKK:

44.21%

Max Drawdown

^IXIC:

-77.93%

ARKK:

-80.91%

Current Drawdown

^IXIC:

-11.13%

ARKK:

-66.58%

Returns By Period

In the year-to-date period, ^IXIC achieves a -7.16% return, which is significantly higher than ARKK's -9.34% return. Over the past 10 years, ^IXIC has outperformed ARKK with an annualized return of 13.67%, while ARKK has yielded a comparatively lower 10.57% annualized return.


^IXIC

YTD

-7.16%

1M

17.42%

6M

-6.96%

1Y

9.97%

5Y*

14.52%

10Y*

13.67%

ARKK

YTD

-9.34%

1M

27.06%

6M

-2.32%

1Y

15.85%

5Y*

-1.83%

10Y*

10.57%

*Annualized

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Risk-Adjusted Performance

^IXIC vs. ARKK — Risk-Adjusted Performance Rank

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

^IXIC
The Risk-Adjusted Performance Rank of ^IXIC is 5353
Overall Rank
The Sharpe Ratio Rank of ^IXIC is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of ^IXIC is 5454
Sortino Ratio Rank
The Omega Ratio Rank of ^IXIC is 5252
Omega Ratio Rank
The Calmar Ratio Rank of ^IXIC is 5757
Calmar Ratio Rank
The Martin Ratio Rank of ^IXIC is 5555
Martin Ratio Rank

ARKK
The Risk-Adjusted Performance Rank of ARKK is 4141
Overall Rank
The Sharpe Ratio Rank of ARKK is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of ARKK is 4747
Sortino Ratio Rank
The Omega Ratio Rank of ARKK is 4343
Omega Ratio Rank
The Calmar Ratio Rank of ARKK is 3232
Calmar Ratio Rank
The Martin Ratio Rank of ARKK is 3838
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.

^IXIC vs. ARKK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NASDAQ Composite (^IXIC) 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.


The current ^IXIC Sharpe Ratio is 0.39, which is comparable to the ARKK Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of ^IXIC and ARKK, 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 Ratio0.000.501.001.502.002.50December2025FebruaryMarchAprilMay
0.39
0.36
^IXIC
ARKK

Drawdowns

^IXIC vs. ARKK - Drawdown Comparison

The maximum ^IXIC drawdown since its inception was -77.93%, roughly equal to the maximum ARKK drawdown of -80.91%. Use the drawdown chart below to compare losses from any high point for ^IXIC and ARKK. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%December2025FebruaryMarchAprilMay
-11.13%
-66.58%
^IXIC
ARKK

Volatility

^IXIC vs. ARKK - Volatility Comparison

The current volatility for NASDAQ Composite (^IXIC) is 14.10%, while ARK Innovation ETF (ARKK) has a volatility of 19.49%. This indicates that ^IXIC 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.


5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
14.10%
19.49%
^IXIC
ARKK