ARK Innovation ETF

10-Year Study

ARKK.US · · US · ETF

Executive Summary: ARK Innovation ETF has compounded at 15.7% annually over the last 10 years, with a maximum drawdown of 77.1% and an annualized volatility of 59.7%.

1Y CAGR
+41.2%
3Y CAGR
+24.8%
5Y CAGR
-7.1%
10Y CAGR
+15.7%

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 →
77.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.51
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.95
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
37.6%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +151.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -67.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-2.7-2.6-7.314.4————————0.5%
202510.7-11.5-14.56.910.924.77.2-0.515.13.1-10.5-3.535.5%
2024-13.312.9-2.3-13.2-2.33.53.6-1.66.0-3.526.3-2.18.4%
202327.8-0.81.8-11.012.79.014.3-13.3-9.3-11.631.413.667.6%
2022-20.3-6.6-5.9-28.9-6.5-9.513.2-7.2-9.91.5-2.1-16.6-67.0%
202110.4-5.2-8.00.7-7.216.7-8.21.7-9.49.7-12.9-9.8-23.4%
20203.52.0-16.725.713.513.512.718.6-3.5-1.323.812.2151.9%
201915.88.20.41.0-13.717.81.0-8.5-3.23.114.0-0.435.1%
201811.2-0.8-4.50.111.23.4-1.011.6-4.7-10.14.4-13.63.5%
201710.24.73.65.112.62.12.315.30.43.64.81.087.3%
2016———-1.33.2-1.06.70.17.6-10.21.0-0.34.8%

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 59.7%. The dominant macroeconomic risk driver is SHV.US, accounting for 53.9% of variance. Idiosyncratic stock-specific factors contribute 6.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019869.334124908288
2016-05-0110188.185743809752
2016-06-0110083.675446801122
2016-07-0110763.216408004615
2016-08-0110775.538093611205
2016-09-0111594.370109831025
2016-10-0110411.320268612744
2016-11-0110512.302082924945
2016-12-0110480.937792289984
2017-01-0111547.939758158916
2017-02-0112088.357687331627
2017-03-0112524.825396114187
2017-04-0113157.37592902709
2017-05-0114819.68333267991
2017-06-0115133.326239029499
2017-07-0115484.718309464733
2017-08-0117847.121486219316
2017-09-0117923.627952303872
2017-10-0118562.507351005617
2017-11-0119445.916201336342
2017-12-0119633.429853203917
2018-01-0121836.099178367596
2018-02-0121661.3552734014
2018-03-0120687.101995552992
2018-04-0120697.68744364229
2018-05-0123022.17343332568
2018-06-0123816.362078332313
2018-07-0123588.69093291962
2018-08-0126315.591972981903
2018-09-0125065.949021826185
2018-10-0122545.604238659846
2018-11-0123535.763692473127
2018-12-0120324.620408071823
2019-01-0123527.138512548514
2019-02-0125445.400930847343
2019-03-0125538.317641853406
2019-04-0125806.090273149366
2019-05-0122259.237063630306
2019-06-0126221.44309341518
2019-07-0126483.726973850018
2019-08-0124221.18545817068
2019-09-0123439.71055240357
2019-10-0124172.01073106801
2019-11-0127560.36225755683
2019-12-0127453.779677059818
2020-01-0128413.694993475106
2020-02-0128984.189037060267
2020-03-0124135.21369723378
2020-04-0130349.99187888903
2020-05-0134458.48992142125
2020-06-0139115.47099643231
2020-07-0144085.14284754154
2020-08-0152291.105423221896
2020-09-0150464.527547368474
2020-10-0149800.78074680616
2020-11-0161638.000078410725
2020-12-0169153.3881835035
2021-01-0176347.01227127871
2021-02-0172414.09824864042
2021-03-0166631.41917814357
2021-04-0167086.92949195449
2021-05-0162270.830649632866
2021-06-0172647.42616789977
2021-07-0166659.19897842025
2021-08-0167786.85724207072
2021-09-0161398.67933933361
2021-10-0167370.21624558239
2021-11-0158710.087539975466
2021-12-0152977.6473421564
2022-01-0142246.57933205263
2022-02-0139468.599304384836
2022-03-0137127.47903913256
2022-04-0126396.41102902877
2022-05-0124693.77810884529
2022-06-0122335.855545038565
2022-07-0125276.257792065953
2022-08-0123456.008782001376
2022-09-0121131.690815303533
2022-10-0121439.73295546831
2022-11-0120991.671660683176
2022-12-0117496.79356135919
2023-01-0122363.85937596263
2023-02-0122190.235624233395
2023-03-0122593.49078954001
2023-04-0120117.952135852185
2023-05-0122677.50228231222
2023-06-0124721.781939769357
2023-07-0128255.865402387048
2023-08-0124503.35205856161
2023-09-0122218.239455157465
2023-10-0119647.4877763278
2023-11-0125825.132878177734
2023-12-0129331.212509871344
2024-01-0125433.079245240748
2024-02-0128703.92669717217
2024-03-0128048.637053548922
2024-04-0124340.929839202003
2024-05-0123775.25245453578
2024-06-0124615.36738225789
2024-07-0125500.288439458516
2024-08-0125102.634040336714
2024-09-0126620.441676421335
2024-10-0125701.91602211182
2024-11-0132473.24233955205
2024-12-0131795.549631189548
2025-01-0135212.017003926136
2025-02-0131162.663052305554
2025-03-0126648.4455073454
2025-04-0128474.295283594798
2025-05-0131571.51898379698
2025-06-0139367.78551305819
2025-07-0142190.57167020448
2025-08-0141983.34332136635
2025-09-0148334.61217494553
2025-10-0149835.61751247571
2025-11-0144626.90496059861
2025-12-0143081.09349358992
2026-01-0141932.93642570303
2026-02-0140835.18625347947
2026-03-0137855.578643158384
2026-04-0143316.32567335212
Annual Return Matrix
YearAnnual Return
20170.873251253112743
20180.035204778789841074
20190.35076469453553405
20201.5189022785553852
2021-0.23391103843565264
2022-0.6697325298657364
20230.6763764404609476
20240.08401756730952847
20250.35494098995948553
20260.00546021840873645
Total Factor Risk
0.5974959949908349
VTI.US Exposure
0.3062050894133805
VEA.US Exposure
-0.010025975670696699
VWO.US Exposure
-0.006180818944672728
QQQ.US Exposure
0.08148014072902043
VTV.US Exposure
-0.04928894445666156
IJR.US Exposure
0.044790836556599385
QUAL.US Exposure
-0.10110483498430187
SHV.US Exposure
0.539181640369256
TLT.US Exposure
0.03396629247026476
LQD.US Exposure
0.012337100095761324
HYG.US Exposure
-0.006453926775321428
GLD.US Exposure
0.0013479757803118969
USO.US Exposure
-0.002517665573665289
VNQ.US Exposure
0.03661358857951446
BTC-USD.CC Exposure
0.018985340244156115
CPER.US Exposure
-0.0012236124724612045
VIX.INDX Exposure
0.01743610092065218
UUP.US Exposure
-0.00003732593909560364
TIP.US Exposure
0.02107438307743121
Idiosyncratic Exposure
0.06341461658052815
Value Score
32.3
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
59.7%

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 →44.4x
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$42.3B
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 →
+8.8%
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 →
-0.2%
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 →
16.4% 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 →
2.74
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ARK Innovation ETF a high-risk investment?

ARK Innovation ETF (ARKK.US) has an annualized volatility of 59.7% and experienced a maximum drawdown of 77.1% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ARKK.US has generated a Compound Annual Growth Rate (CAGR) of 15.7%. It has had a positive return in 80% 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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