ARK 21Shares Bitcoin ETF

10-Year Study

ARKB.US · · US · ETF

Executive Summary: ARK 21Shares Bitcoin ETF has compounded at 0.9% annually over the last 10 years, with a maximum drawdown of 66.5% and an annualized volatility of 106.0%.

1Y CAGR
+155.3%
3Y CAGR
+27.7%
5Y CAGR
+0.9%
10Y CAGR
+0.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
66.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.21
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.66
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
66.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +121.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -40.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-8.0109.43.311.2————————121.4%
20252.20.0-6.9-1.910.14.911.7-11.12.6-6.7-3.110.49.6%
202423.8-10.1-12.4-10.76.8-8.610.80.0-4.5-11.91.17.0-14.3%
20232.1-0.1-19.4-8.3-3.93.09.7-16.0-10.8-8.19.515.3-28.8%
2022-21.9-13.324.1-14.622.3-25.330.5-8.8-20.23.01.8-8.9-40.6%
2021—————————13.10.54.318.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 106.0%. The dominant macroeconomic risk driver is VTI.US, accounting for 30.8% of variance. Idiosyncratic stock-specific factors contribute 34.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-09-0110000
2021-10-0111305.843380519607
2021-11-0111367.699391568098
2021-12-0111855.669201554467
2022-01-019257.731842382485
2022-02-018027.491489799962
2022-03-019965.635637750047
2022-04-018508.592561299318
2022-05-0110402.682973772628
2022-06-017767.519277981107
2022-07-0110133.647048123861
2022-08-019236.865664249544
2022-09-017374.315799314859
2022-10-017595.063062412744
2022-11-017731.968786353534
2022-12-017044.836564966143
2023-01-017190.592149652004
2023-02-017183.651066812871
2023-03-015792.036699415338
2023-04-015309.655689378474
2023-05-015104.904080531507
2023-06-015256.8840619747825
2023-07-015769.146469408794
2023-08-014843.539836178998
2023-09-014320.677391173624
2023-10-013970.9254408772144
2023-11-014347.311640150607
2023-12-015013.051398118205
2024-01-016206.288012087707
2024-02-015580.566605735763
2024-03-014889.361635821871
2024-04-014365.501474751543
2024-05-014663.81102574036
2024-06-014260.542539711286
2024-07-014720.530587788321
2024-08-014720.530587788321
2024-09-014509.3880311754865
2024-10-013973.9925234099564
2024-11-014017.763638917732
2024-12-014298.072961107597
2025-01-014391.509269338739
2025-02-014391.509269338739
2025-03-014087.841466335748
2025-04-014009.9778761431303
2025-05-014414.868545144744
2025-06-014629.456998397851
2025-07-015169.829161594943
2025-08-014597.196187309544
2025-09-014718.175023883574
2025-10-014403.630128290386
2025-11-014268.085432160912
2025-12-014709.89914799818
2026-01-014334.774204929608
2026-02-019078.01785061114
2026-03-019373.949561994697
2026-04-0110428.466787065689
Annual Return Matrix
YearAnnual Return
2022-0.40578330542130403
2023-0.288407707987432
2024-0.14262340044608268
20250.09581647185078435
20261.2141592546621802
Total Factor Risk
1.0597929535225805
VTI.US Exposure
0.307923805981092
VEA.US Exposure
-0.013999758911571975
VWO.US Exposure
-0.008203772737361397
QQQ.US Exposure
-0.02360059335015075
VTV.US Exposure
-0.016633221484123047
IJR.US Exposure
0.0031807968208841858
QUAL.US Exposure
-0.008144906178420529
SHV.US Exposure
0.27090091810993405
TLT.US Exposure
0.021904528007703036
LQD.US Exposure
-0.006453352072263735
HYG.US Exposure
0.02518081717816176
GLD.US Exposure
0.004630452097657539
USO.US Exposure
-0.000039394683921445846
VNQ.US Exposure
-0.01444056322135326
BTC-USD.CC Exposure
0.027875240733627443
CPER.US Exposure
0.014453696343048564
VIX.INDX Exposure
-0.000985941006004559
UUP.US Exposure
0.07420122267473284
TIP.US Exposure
-0.000460578387990812
Idiosyncratic Exposure
0.3427106040863202
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
106.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+9.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+78.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
22.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ARK 21Shares Bitcoin ETF a high-risk investment?

ARK 21Shares Bitcoin ETF (ARKB.US) has an annualized volatility of 106.0% and experienced a maximum drawdown of 66.5% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of ARKB.US?

Over the past 10 years, ARKB.US has generated a Compound Annual Growth Rate (CAGR) of 0.9%. It has had a positive return in 40% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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