ARKK vs VOO: returns, Sharpe ratio and drawdown

Over the past year, VOO returned +15.26% against -4.43% for ARKK. Over five years, VOO averaged +11.69% a year, compared with -5.44% for ARKK. VOO had the higher Sharpe ratio over the past year (0.82 vs -0.05), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.19% for VOO and -30.70% for ARKK.