ARKG vs IYH: returns, Sharpe ratio and drawdown
Performance
ARKG+38.99%IYH+21.58%
Summary
ARKG vs IYH
Over the past year, ARKG returned +38.99% against +21.58% for IYH. Over five years, IYH averaged +5.15% a year, compared with -9.12% for ARKG. IYH had the higher Sharpe ratio over the past year (1.03 vs 0.86), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -10.92% for IYH and -27.51% for ARKG.
Current Drawdown
ARKG-17.74%IYH-0.38%
Rolling Volatility
ARKG+3.30%IYH+1.02%
METRICS
Correlation Matrix
Metrics
Risk Indicators
ARKGIYH
Alpha
ARKG
21.36%
IYH
13.84%
Beta
ARKG
1.89x
IYH
0.29x
Sharpe
ARKG
0.86
IYH
1.03
Sortino
ARKG
1.34
IYH
1.67
Omega
ARKG
1.15
IYH
1.18
Calmar
ARKG
1.42
IYH
1.98
Martin
ARKG
3.28
IYH
3.43
Comparisons