ARKK vs SPY: returns, Sharpe ratio and drawdown

Over the past year, SPY returned +19.23% against +3.58% for ARKK. Over five years, SPY averaged +11.83% a year, compared with -5.01% for ARKK. SPY had the higher Sharpe ratio over the past year (1.11 vs 0.16), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.13% for SPY and -29.62% for ARKK.