ARK Genomic Revolution ETF

10-Year Study

ARKG.US · · US · ETF

Executive Summary: ARK Genomic Revolution ETF has compounded at 6.1% annually over the last 10 years, with a maximum drawdown of 79.5% and an annualized volatility of 42.3%.

1Y CAGR
+47.3%
3Y CAGR
-2.0%
5Y CAGR
-18.4%
10Y CAGR
+6.1%

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 →
79.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.25
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.44
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
37.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +180.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -53.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
60%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.0-1.5-11.912.9————————3.0%
202514.0-8.3-15.75.9-4.916.4-2.23.812.312.10.2-7.123.0%
2024-13.310.8-8.7-19.05.2-4.214.8-2.1-3.0-9.612.3-9.4-28.2%
202319.4-9.9-0.9-3.79.27.811.5-15.1-13.6-17.420.518.316.2%
2022-18.8-2.7-5.1-26.0-5.1-2.416.3-3.1-7.42.7-3.7-13.1-53.9%
20219.3-8.3-5.10.2-8.013.1-8.81.6-12.80.5-15.6-2.8-33.9%
2020-2.45.1-9.030.113.912.63.015.32.93.224.315.0180.4%
201917.79.16.8-0.5-11.018.40.3-9.1-6.11.516.6-1.144.0%
201813.1-1.8-5.3-1.315.0-0.61.217.2-3.0-17.37.8-17.9-0.1%
20177.59.14.2-0.9-1.611.0-0.412.84.3-1.1-1.1-3.446.6%
2016———-0.52.7-6.011.2-3.910.6-16.16.8-5.2-3.5%

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 42.3%. The dominant macroeconomic risk driver is SHV.US, accounting for 18.3% of variance. Idiosyncratic stock-specific factors contribute 19.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019951.55849911365
2016-05-0110219.187019893636
2016-06-019603.850699231829
2016-07-0110675.226511719518
2016-08-0110262.15038408509
2016-09-0111350.760783927513
2016-10-019527.033681307857
2016-11-0110179.54746897774
2016-12-019647.675792791017
2017-01-0110367.589127437463
2017-02-0111308.228284419933
2017-03-0111786.734291904668
2017-04-0111678.525704155998
2017-05-0111490.42249359858
2017-06-0112757.287768367145
2017-07-0112704.476068544414
2017-08-0114334.56027181406
2017-09-0114955.805593854637
2017-10-0114796.201004530232
2017-11-0114638.319873941304
2017-12-0114144.487394130392
2018-01-0115992.650679535156
2018-02-0115698.000787866848
2018-03-0114872.156293086467
2018-04-0114675.805101437856
2018-05-0116882.07849123498
2018-06-0116783.902895410672
2018-07-0116980.254087059286
2018-08-0119896.96178845775
2018-09-0119307.84666141422
2018-10-0115963.782745715973
2018-11-0117205.534764624776
2018-12-0114127.929879850304
2019-01-0116625.960212724047
2019-02-0118134.171262556625
2019-03-0119371.429978333657
2019-04-0119271.223163285405
2019-05-0117156.169982272993
2019-06-0120308.12980106362
2019-07-0120372.94415993697
2019-08-0118517.14841441796
2019-09-0117391.852964349026
2019-10-0117651.04884774473
2019-11-0120573.29623793579
2019-12-0120343.58380933622
2020-01-0119851.967205042343
2020-02-0120871.57770336813
2020-03-0118984.082627535947
2020-04-0124695.132460114237
2020-05-0128124.138270632262
2020-06-0131656.36694898562
2020-07-0132590.97400039393
2020-08-0137576.75546582627
2020-09-0138666.16604293874
2020-10-0139898.19283041166
2020-11-0149584.46178845775
2020-12-0157043.77585188104
2021-01-0162346.91993303132
2021-02-0157196.67126255663
2021-03-0154272.94662202088
2021-04-0154358.565589915306
2021-05-0150003.50846956864
2021-06-0156578.934410084694
2021-07-0151593.830017727
2021-08-0152407.36409296829
2021-09-0145703.540476659444
2021-10-0145935.96119755762
2021-11-0138761.14092968288
2021-12-0137694.50462871775
2022-01-0130591.392554658265
2022-02-0129778.904865077802
2022-03-0128270.878471538308
2022-04-0120927.713216466418
2022-05-0119856.7067165649
2022-06-0119382.755564309628
2022-07-0122534.222966318688
2022-08-0121844.839472129213
2022-09-0120232.174512507383
2022-10-0120779.98818199724
2022-11-0120004.431751034077
2022-12-0117376.157179436672
2023-01-0120743.056923379947
2023-02-0118681.061650581054
2023-03-0118508.715777033678
2023-04-0117825.48749261375
2023-05-0119468.928501083315
2023-06-0120983.11010439236
2023-07-0123389.797124285993
2023-08-0119850.55150679535
2023-09-0117148.414417963362
2023-10-0114169.292889501672
2023-11-0117074.551900728773
2023-12-0120195.24325389009
2024-01-0117505.416584597202
2024-02-0119395.06598384873
2024-03-0117702.38329722277
2024-04-0114335.483553279493
2024-05-0115080.263935394918
2024-06-0114452.432538900926
2024-07-0116588.290328934407
2024-08-0116243.59858183967
2024-09-0115757.337010045303
2024-10-0114243.155406736261
2024-11-0115991.23498128816
2024-12-0114492.441402402994
2025-01-0116520.58302146937
2025-02-0115154.126452629505
2025-03-0112778.215481583613
2025-04-0113535.306283238131
2025-05-0112876.698837896396
2025-06-0114987.935788851682
2025-07-0114661.709671065588
2025-08-0115215.678550324994
2025-09-0117093.01753003742
2025-10-0119161.168012605867
2025-11-0119198.099271223164
2025-12-0117831.642702383295
2026-01-0118730.303328737442
2026-02-0118453.31888910774
2026-03-0116262.064211148316
2026-04-0118367.145952334053
Annual Return Matrix
YearAnnual Return
20170.46610310067627925
2018-0.0011705983977162715
20190.43995503816527837
20201.8040180327372846
2021-0.33920039363111754
2022-0.5390267798824298
20230.1622387530995395
2024-0.2823834196891192
20250.23040985347207465
20260.030031066620642033
Total Factor Risk
0.42303147473079195
VTI.US Exposure
-0.004523672923947098
VEA.US Exposure
-0.04329239929959639
VWO.US Exposure
-0.0008554758228349602
QQQ.US Exposure
0.1218775587526492
VTV.US Exposure
-0.08800117386150147
IJR.US Exposure
0.1790996465827537
QUAL.US Exposure
0.027442899871387656
SHV.US Exposure
0.18316465713818408
TLT.US Exposure
0.13842638020105852
LQD.US Exposure
-0.02672573800176375
HYG.US Exposure
0.05681021547369348
GLD.US Exposure
0.017498749027727287
USO.US Exposure
-0.006395342145564389
VNQ.US Exposure
0.10882878356789873
BTC-USD.CC Exposure
-0.0016170161046327673
CPER.US Exposure
0.0017254222379640327
VIX.INDX Exposure
0.04780129267633659
UUP.US Exposure
0.006126307633105962
TIP.US Exposure
0.08883931332989566
Idiosyncratic Exposure
0.19376959166718596
Value Score
32.4
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
42.3%

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 →43.9x
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$2.8B
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 →
+6.6%
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 →
+6.0%
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 →
12.9% 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 →
2.76
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ARK Genomic Revolution ETF a high-risk investment?

ARK Genomic Revolution ETF (ARKG.US) has an annualized volatility of 42.3% and experienced a maximum drawdown of 79.5% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ARKG.US has generated a Compound Annual Growth Rate (CAGR) of 6.1%. It has had a positive return in 60% 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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