ARK Autonomous Technology & Robotics ETF

10-Year Study

ARKQ.US · · US · ETF

Executive Summary: ARK Autonomous Technology & Robotics ETF has compounded at 21.8% annually over the last 10 years, with a maximum drawdown of 52.6% and an annualized volatility of 34.1%.

1Y CAGR
+68.8%
3Y CAGR
+38.7%
5Y CAGR
+9.9%
10Y CAGR
+21.8%

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 →
52.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.78
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.46
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +107.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -46.7%
% 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.
20268.1-1.2-8.214.1————————11.9%
20256.1-11.1-9.15.613.712.18.90.913.911.3-11.54.548.8%
2024-9.13.60.7-2.62.31.02.6-0.58.30.125.90.633.9%
202318.41.02.5-8.47.513.84.4-5.7-5.5-10.412.49.340.7%
2022-14.40.81.9-16.3-3.7-8.211.9-7.3-13.32.9-1.3-10.5-46.7%
202114.4-1.4-2.4-0.4-2.75.9-5.83.8-7.38.6-3.1-5.51.7%
20203.9-4.4-10.119.013.75.511.614.6-5.10.619.112.0107.2%
201912.86.1-3.51.7-15.215.1-2.1-5.41.35.34.36.725.9%
20189.6-4.2-4.9-0.84.32.01.06.1-3.0-9.92.6-8.8-7.9%
20176.41.93.67.48.3-2.05.42.54.85.21.7-1.852.3%
2016———-0.22.5-0.97.92.05.8-7.13.61.915.9%

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 34.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 37.3% of variance. Idiosyncratic stock-specific factors contribute 10.6%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019978.149872774966
2016-05-0110229.510590852156
2016-06-0110134.75181288652
2016-07-0110936.409951075935
2016-08-0111152.720593604483
2016-09-0111801.708691182996
2016-10-0110968.089827052592
2016-11-0111367.23379636131
2016-12-0111586.858468468974
2017-01-0112329.144924198594
2017-02-0112561.464014694067
2017-03-0113015.036707090338
2017-04-0113980.767394442542
2017-05-0115141.127107076858
2017-06-0114835.169155933516
2017-07-0115631.771994764957
2017-08-0116016.873465857068
2017-09-0116792.412557363605
2017-10-0117662.878936814373
2017-11-0117963.613078621136
2017-12-0117642.320719425268
2018-01-0119329.442625160784
2018-02-0118515.31474855503
2018-03-0117599.463014868194
2018-04-0117454.881453230053
2018-05-0118204.694688003772
2018-06-0118563.564772427275
2018-07-0118751.004038622486
2018-08-0119891.81659373929
2018-09-0119291.921069926022
2018-10-0117379.8945127534
2018-11-0117824.423836298174
2018-12-0116250.372126202741
2019-01-0118327.819312366944
2019-02-0119440.940061000612
2019-03-0118757.632097780723
2019-04-0119074.824047497346
2019-05-0116167.689896703383
2019-06-0118603.333127376693
2019-07-0118217.61378636305
2019-08-0117236.717200936913
2019-09-0117468.193741539395
2019-10-0118393.93139397071
2019-11-0119176.604074571285
2019-12-0120465.87392083401
2020-01-0121255.848700507213
2020-02-0120328.088928332705
2020-03-0118272.716549365
2020-04-0121738.798299172613
2020-05-0124719.90833057164
2020-06-0126070.010279108694
2020-07-0129084.204436306034
2020-08-0133332.790356735626
2020-09-0131624.548533682333
2020-10-0131817.43628918559
2020-11-0137878.908729378585
2020-12-0142405.87313445411
2021-01-0148498.01439075216
2021-02-0147814.313237582224
2021-03-0146658.166274412884
2021-04-0146485.83673629874
2021-05-0145246.277333722785
2021-06-0147919.91282417107
2021-07-0145123.9952592526
2021-08-0146819.31798394662
2021-09-0143384.185900208395
2021-10-0147136.17291370604
2021-11-0145668.73185007106
2021-12-0143145.74428049047
2022-01-0136926.82735029293
2022-02-0137212.564104004356
2022-03-0137907.27457577613
2022-04-0131727.620470592195
2022-05-0130551.027630019493
2022-06-0128057.866326650976
2022-07-0131408.23789115379
2022-08-0129111.166032881913
2022-09-0125250.995613123556
2022-10-0125990.529739202724
2022-11-0125665.586330470534
2022-12-0122976.33558200538
2023-01-0127211.89006408996
2023-02-0127486.44898922098
2023-03-0128175.54246170611
2023-04-0125805.618122686497
2023-05-0127749.717745785845
2023-06-0131576.354679802953
2023-07-0132977.00962191977
2023-08-0131111.32330886194
2023-09-0129391.285787306708
2023-10-0126332.267975801966
2023-11-0129587.375232403345
2023-12-0132327.06663446254
2024-01-0129385.724958012932
2024-02-0130450.202492824283
2024-03-0130651.908937207565
2024-04-0129867.551156821
2024-05-0130562.261628592772
2024-06-0130864.793210171265
2024-07-0131671.56281771152
2024-08-0131503.50219905522
2024-09-0134131.134465345924
2024-10-0134164.724121080035
2024-11-0143005.656318281646
2024-12-0143280.21524341266
2025-01-0145941.43716543748
2025-02-0140820.64359577826
2025-03-0137122.91679538957
2025-04-0139195.87038212446
2025-05-0144563.194050474354
2025-06-0149958.490375271715
2025-07-0154384.57347315916
2025-08-0154883.194499834295
2025-09-0162502.76637214867
2025-10-0169595.68839134758
2025-11-0161606.349455993615
2025-12-0164404.513820626744
2026-01-0169605.8551600564
2026-02-0168774.5392656335
2026-03-0163163.15697827906
2026-04-0172038.015851172
Annual Return Matrix
YearAnnual Return
20170.5226146731173831
2018-0.07889827054838128
20190.2594095545562327
20201.0720284556861968
20210.01744737441652222
2022-0.46747156723879346
20230.4069722527808335
20240.33882284256726947
20250.4880821053779125
20260.11852433281004715
Total Factor Risk
0.3410285965274626
VTI.US Exposure
0.28035576134504064
VEA.US Exposure
-0.017059365462981882
VWO.US Exposure
0.02709280594399984
QQQ.US Exposure
0.22553355725592414
VTV.US Exposure
-0.06292114308423492
IJR.US Exposure
0.18480505289818472
QUAL.US Exposure
-0.1759171132499449
SHV.US Exposure
0.3725360169047886
TLT.US Exposure
-0.015150307615726248
LQD.US Exposure
0.017745468099193067
HYG.US Exposure
0.004014817838165323
GLD.US Exposure
0.007010803623174097
USO.US Exposure
0.0002456141063307434
VNQ.US Exposure
0.038217172530620395
BTC-USD.CC Exposure
0.031154492097597804
CPER.US Exposure
-0.004592676261266431
VIX.INDX Exposure
-0.012833439533371405
UUP.US Exposure
-0.0033002218390211393
TIP.US Exposure
-0.002666410038443462
Idiosyncratic Exposure
0.10572911444197088
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
34.1%

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 →
+6.8%
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 →
+14.1%
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 →
4.3% 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 →
1.76
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ARK Autonomous Technology & Robotics ETF a high-risk investment?

ARK Autonomous Technology & Robotics ETF (ARKQ.US) has an annualized volatility of 34.1% and experienced a maximum drawdown of 52.6% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ARKQ.US has generated a Compound Annual Growth Rate (CAGR) of 21.8%. 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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