ARK Space Exploration & Innovation ETF

10-Year Study

ARKX.US · · US · ETF

Executive Summary: ARK Space Exploration & Innovation ETF has compounded at 10.0% annually over the last 10 years, with a maximum drawdown of 41.2% and an annualized volatility of 27.7%.

1Y CAGR
+67.4%
3Y CAGR
+36.0%
5Y CAGR
+10.6%
10Y CAGR
+10.0%

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 →
41.2%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.35
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 →
27.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +48.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -34.3%
% 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.
202610.4-0.1-8.214.0————————15.5%
20256.9-8.1-7.44.612.415.88.10.39.09.8-12.96.148.5%
2024-7.41.43.2-1.83.6-1.82.20.55.7-0.124.5-3.226.7%
202313.0-0.80.8-4.11.611.52.5-6.3-5.6-6.510.97.824.4%
2022-13.05.73.4-14.6-2.7-9.811.2-5.0-12.98.8-1.1-6.8-34.3%
2021———0.1-1.03.0-3.23.4-7.02.8-4.6-1.8-8.4%

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 27.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 38.6% of variance. Idiosyncratic stock-specific factors contribute 17.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2021-03-0110000
2021-04-0110009.723120107146
2021-05-019912.49377353123
2021-06-0110213.904006118351
2021-07-019888.186900511135
2021-08-0110226.057442628398
2021-09-019513.855121615963
2021-10-019781.235361075846
2021-11-019333.98203587262
2021-12-019163.831142988653
2022-01-017972.775820048654
2022-02-018429.752265359026
2022-03-018716.577817785428
2022-04-017442.878292054117
2022-05-017238.697406042911
2022-06-016528.925865057261
2022-07-017260.573962660103
2022-08-016898.395620274978
2022-09-016008.7505299221
2022-10-016538.648521540522
2022-11-016465.72697523247
2022-12-016023.335210082819
2023-01-016806.02829737652
2023-02-016752.552527658874
2023-03-016806.02829737652
2023-04-016524.064305003689
2023-05-016626.154748009292
2023-06-017389.402058712588
2023-07-017574.137168133387
2023-08-017097.715409856495
2023-09-016699.076294317343
2023-10-016266.407649274836
2023-11-016947.010293562935
2023-12-017491.4925017181895
2024-01-016937.287637079674
2024-02-017034.516520031704
2024-03-017263.004279063004
2024-04-017131.7454029837345
2024-05-017389.402058712588
2024-06-017253.281622579745
2024-07-017413.709395356565
2024-08-017452.600948537378
2024-09-017880.408033526312
2024-10-017873.116157069839
2024-11-019805.54223409594
2024-12-019489.548248595867
2025-01-0110140.982459810299
2025-02-019314.53579565833
2025-03-018624.210031263085
2025-04-019022.848683178352
2025-05-0110145.844019863873
2025-06-0111745.260187578515
2025-07-0112693.243071326495
2025-08-0112732.134624507307
2025-09-0113879.435906965151
2025-10-0115245.50368284269
2025-11-0113281.47792909225
2025-12-0114088.47835302993
2026-01-0115551.774548235615
2026-02-0115537.190313153826
2026-03-0114268.352180571488
2026-04-0116271.269079513722
Annual Return Matrix
YearAnnual Return
2022-0.3427055653801153
20230.2437449088302004
20240.2667099708662086
20250.48463108927388054
20260.15493445578630216
Total Factor Risk
0.2768915329517432
VTI.US Exposure
0.38565346897553
VEA.US Exposure
0.027147755970861814
VWO.US Exposure
0.002558359811950611
QQQ.US Exposure
0.013098367140105231
VTV.US Exposure
-0.12876935961270458
IJR.US Exposure
0.19042122092108354
QUAL.US Exposure
-0.07904822944095484
SHV.US Exposure
0.27028159581354744
TLT.US Exposure
-0.028214251550130735
LQD.US Exposure
0.05125842523167543
HYG.US Exposure
0.03610301262541495
GLD.US Exposure
0.011629263159446875
USO.US Exposure
-0.000668906056737862
VNQ.US Exposure
0.059077744555616506
BTC-USD.CC Exposure
0.04095692593017172
CPER.US Exposure
0.009457830907226303
VIX.INDX Exposure
-0.02060679180112345
UUP.US Exposure
-0.005738908626208906
TIP.US Exposure
-0.006131476432456004
Idiosyncratic Exposure
0.17153395247768605
Value Score
38
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
27.7%

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 →30.0x
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$53.2B
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 →
+6.7%
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 →
+14.5%
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 →
4.8% 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 →
1.60
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ARK Space Exploration & Innovation ETF a high-risk investment?

ARK Space Exploration & Innovation ETF (ARKX.US) has an annualized volatility of 27.7% and experienced a maximum drawdown of 41.2% over the last 10 years. Its primary macro risk driver is VTI.US.

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

Over the past 10 years, ARKX.US has generated a Compound Annual Growth Rate (CAGR) of 10.0%. 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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