ARKW vs ARKK: returns, Sharpe ratio and drawdown
Performance
ARKW-10.36%ARKK-2.19%
Summary
ARKW vs ARKK
Over the past year, ARKK returned -2.19% against -10.36% for ARKW. Over five years, ARKW averaged -1.04% a year, compared with -8.20% for ARKK. ARKK had the higher Sharpe ratio over the past year (0.04 vs -0.26), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -23.66% for ARKK and -30.45% for ARKW. Dividends over the past year came to 1.64% of ARKW's price, while ARKK paid none. Their daily returns had a correlation of 0.93 over the past year, which is very high.
Ranking
How ARKW and ARKK rank
ARKWARKK
Current Drawdown
ARKW-14.28%ARKK-14.87%
Rolling Volatility
ARKW43.65%ARKK52.53%
METRICS
Correlation Matrix
Fees and dividends
What ARKW and ARKK cost and pay
ARKWARKKExpense ratio0.76%0.75%Yield1.64%0.00%Paid, past year$2.35NonePaysYearly—Growth a year——Return with dividends-1.04%—Return, price only-1.88%—
ARKW charges 0.76% a year and ARKK 0.75%.
Metrics
Risk Indicators
ARKWARKK
Alpha
ARKW
-28.62%
ARKK
-20.26%
Beta
ARKW
2.01x
ARKK
2.20x
Sharpe
ARKW
-0.26
ARKK
0.04
Sortino
ARKW
-0.35
ARKK
0.05
Omega
ARKW
0.96
ARKK
1.01
Calmar
ARKW
-0.34
ARKK
-0.09
Martin
ARKW
-0.61
ARKK
0.15
Comparisons