ARK Next Generation Internet ETF

10-Year Study

ARKW.US · · US · ETF

Executive Summary: ARK Next Generation Internet ETF has compounded at 22.8% annually over the last 10 years, with a maximum drawdown of 75.4% and an annualized volatility of 65.1%.

1Y CAGR
+17.2%
3Y CAGR
+39.3%
5Y CAGR
+0.9%
10Y CAGR
+22.8%

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 →
75.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.74
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.30
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
35.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +157.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -67.5%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-7.3-8.7-3.514.0————————-6.9%
202511.5-11.1-11.68.717.322.37.0-0.811.51.3-13.8-1.638.9%
2024-8.315.04.1-11.00.64.6-0.31.87.52.124.5-0.342.3%
202329.21.56.0-11.111.210.614.8-13.3-7.2-4.428.713.996.9%
2022-20.0-6.1-2.0-26.5-10.4-14.711.2-5.5-11.35.7-6.3-14.8-67.5%
20218.51.3-8.40.8-7.412.0-4.22.4-8.113.0-11.2-12.5-16.7%
20209.7-0.1-16.524.614.313.017.313.0-3.42.022.88.9157.4%
201916.74.9-0.33.0-10.89.30.9-5.0-2.45.89.22.535.8%
201810.02.0-3.5-0.37.63.7-0.77.9-3.1-7.21.0-11.04.2%
20179.92.42.34.816.2-0.45.011.8-1.36.24.93.887.3%
2016———0.25.81.87.81.25.2-3.62.4-0.921.3%

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 65.1%. The dominant macroeconomic risk driver is SHV.US, accounting for 59.3% of variance. Idiosyncratic stock-specific factors contribute 4.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110024.254942460904
2016-05-0110608.0849808203
2016-06-0110797.580407199765
2016-07-0111639.067571555031
2016-08-0111783.534966066685
2016-09-0112393.036293892004
2016-10-0111947.89023310711
2016-11-0112237.887282384185
2016-12-0112129.064620832103
2017-01-0113335.02508114488
2017-02-0113654.057244024787
2017-03-0113972.971377987606
2017-04-0114644.85098849218
2017-05-0117022.838595455883
2017-06-0116960.342283859547
2017-07-0117810.681616996164
2017-08-0119913.130717025673
2017-09-0119652.168781351433
2017-10-0120877.36795514901
2017-11-0121889.93803481853
2017-12-0122716.317497786957
2018-01-0124989.43641192092
2018-02-0125492.41664207731
2018-03-0124594.9837710239
2018-04-0124516.081439952784
2018-05-0126384.892298613162
2018-06-0127356.270286220122
2018-07-0127159.043965771616
2018-08-0129313.779876069635
2018-09-0128396.636175863085
2018-10-0126340.51342578932
2018-11-0126616.642077308938
2018-12-0123679.728533490706
2019-01-0127643.08055473591
2019-02-0128993.98052522868
2019-03-0128921.3927412216
2019-04-0129792.21009147241
2019-05-0126565.712599586896
2019-06-0129033.048096783714
2019-07-0129295.426379462966
2019-08-0127832.871053408082
2019-09-0127168.604308055474
2019-10-0128731.60224254942
2019-11-0131369.78459722632
2019-12-0132147.94924756565
2020-01-0135262.79138388905
2020-02-0135240.48391856005
2020-03-0129434.99557391561
2020-04-0136669.519032162876
2020-05-0141916.7896134553
2020-06-0147365.00442608439
2020-07-0155537.38565948657
2020-08-0162783.06285039835
2020-09-0160622.77958099735
2020-10-0161856.417822366486
2020-11-0175979.40395396871
2020-12-0182761.69961640601
2021-01-0189801.77043375626
2021-02-0190977.92859250517
2021-03-0183372.44024786072
2021-04-0184011.38979049868
2021-05-0177813.86839775745
2021-06-0187121.45175568013
2021-07-0183434.64148716435
2021-08-0185425.08114488049
2021-09-0178526.34995573916
2021-10-0188761.34552965476
2021-11-0178786.48568899381
2021-12-0168913.89790498672
2022-01-0155122.98613160224
2022-02-0151740.6314547064
2022-03-0150688.75774564768
2022-04-0137234.877544998526
2022-05-0133358.571850103275
2022-06-0128470.994393626443
2022-07-0131661.552080259666
2022-08-0129906.462083210386
2022-09-0126524.107406314546
2022-10-0128046.739451165533
2022-11-0126285.866037179112
2022-12-0122403.717910888165
2023-01-0128935.910298023013
2023-02-0129383.4169371496
2023-03-0131155.975213927413
2023-04-0127703.865447034525
2023-05-0130807.258778400705
2023-06-0134061.72912363529
2023-07-0139117.851873709056
2023-08-0133933.90380643257
2023-09-0131475.59752139274
2023-10-0130092.416642077307
2023-11-0138722.63204485099
2023-12-0144110.00295072293
2024-01-0140431.27766302744
2024-02-0146486.92829743287
2024-03-0148410.56358807908
2024-04-0143092.94777220419
2024-05-0143348.657421068165
2024-06-0145347.89023310711
2024-07-0145208.38005311301
2024-08-0146022.0123930363
2024-09-0149474.12215992919
2024-10-0150537.62171732074
2024-11-0162922.15992918265
2024-12-0162753.61463558571
2025-01-0169994.86574210682
2025-02-0162218.94364119209
2025-03-0155018.353496606665
2025-04-0159807.140749483624
2025-05-0170151.78518737092
2025-06-0185790.73473000886
2025-07-0191805.78341693713
2025-08-0191044.43788728239
2025-09-01101476.2466804367
2025-10-01102807.08173502509
2025-11-0188568.72233697257
2025-12-0187182.05960460311
2026-01-0180796.69519032162
2026-02-0173738.56594865743
2026-03-0171177.33844791974
2026-04-0181133.07760401299
Annual Return Matrix
YearAnnual Return
20170.8728828815678717
20180.04241052872225448
20190.3576147717275633
20201.5744005933029461
2021-0.16732137903888833
2022-0.6749027613881786
20230.9688697709091199
20240.42266176462718286
20250.3892755040625939
2026-0.06938333446151768
Total Factor Risk
0.6514350190935925
VTI.US Exposure
0.38377562044775576
VEA.US Exposure
-0.00670121810786077
VWO.US Exposure
-0.011258763660838878
QQQ.US Exposure
0.04815704166606579
VTV.US Exposure
-0.0398490657255965
IJR.US Exposure
0.006473276284689498
QUAL.US Exposure
-0.09350512288007952
SHV.US Exposure
0.5931050060854942
TLT.US Exposure
0.01305233597329286
LQD.US Exposure
0.005202400436730798
HYG.US Exposure
-0.006412767566855266
GLD.US Exposure
0.0005780571824427742
USO.US Exposure
-0.0015759214377941801
VNQ.US Exposure
0.0184048069354861
BTC-USD.CC Exposure
0.0371704560969038
CPER.US Exposure
-0.0003254954024184242
VIX.INDX Exposure
0.0038615847230655384
UUP.US Exposure
0.0033382714706603326
TIP.US Exposure
0.004569704201704127
Idiosyncratic Exposure
0.04193979327715188
Value Score
34.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
22.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
65.1%

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 →38.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.88%
Market Cap$122.6B
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 →
+9.6%
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 →
-7.5%
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 →
23.4% 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 →
2.61
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ARK Next Generation Internet ETF a high-risk investment?

ARK Next Generation Internet ETF (ARKW.US) has an annualized volatility of 65.1% and experienced a maximum drawdown of 75.4% over the last 10 years. Its primary macro risk driver is SHV.US.

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

Over the past 10 years, ARKW.US has generated a Compound Annual Growth Rate (CAGR) of 22.8%. It has had a positive return in 70% 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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