Correlation Between ARK Fintech and Dimensional ETF

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Can any of the company-specific risk be diversified away by investing in both ARK Fintech and Dimensional ETF at the same time? Although using a correlation coefficient on its own may not help to predict future stock returns, this module helps to understand the diversifiable risk of combining ARK Fintech and Dimensional ETF into the same portfolio, which is an essential part of the fundamental portfolio management process.
By analyzing existing cross correlation between ARK Fintech Innovation and Dimensional ETF Trust, you can compare the effects of market volatilities on ARK Fintech and Dimensional ETF and check how they will diversify away market risk if combined in the same portfolio for a given time horizon. You can also utilize pair trading strategies of matching a long position in ARK Fintech with a short position of Dimensional ETF. Check out your portfolio center. Please also check ongoing floating volatility patterns of ARK Fintech and Dimensional ETF.

Diversification Opportunities for ARK Fintech and Dimensional ETF

0.34
  Correlation Coefficient

Weak diversification

The 3 months correlation between ARK and Dimensional is 0.34. Overlapping area represents the amount of risk that can be diversified away by holding ARK Fintech Innovation and Dimensional ETF Trust in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on Dimensional ETF Trust and ARK Fintech is a relative statistical measure of the degree to which these equity instruments tend to move together. The correlation coefficient measures the extent to which returns on ARK Fintech Innovation are associated (or correlated) with Dimensional ETF. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of Dimensional ETF Trust has no effect on the direction of ARK Fintech i.e., ARK Fintech and Dimensional ETF go up and down completely randomly.

Pair Corralation between ARK Fintech and Dimensional ETF

Given the investment horizon of 90 days ARK Fintech Innovation is expected to under-perform the Dimensional ETF. In addition to that, ARK Fintech is 2.9 times more volatile than Dimensional ETF Trust. It trades about -0.03 of its total potential returns per unit of risk. Dimensional ETF Trust is currently generating about -0.02 per unit of volatility. If you would invest  2,377  in Dimensional ETF Trust on September 5, 2025 and sell it today you would lose (27.00) from holding Dimensional ETF Trust or give up 1.14% of portfolio value over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthVery Weak
Accuracy98.44%
ValuesDaily Returns

ARK Fintech Innovation  vs.  Dimensional ETF Trust

 Performance 
       Timeline  
ARK Fintech Innovation 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days ARK Fintech Innovation has generated negative risk-adjusted returns adding no value to investors with long positions. Despite nearly stable forward-looking signals, ARK Fintech is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders.
Dimensional ETF Trust 

Risk-Adjusted Performance

Weakest

 
Weak
 
Strong
Over the last 90 days Dimensional ETF Trust has generated negative risk-adjusted returns adding no value to investors with long positions. Even with relatively invariable basic indicators, Dimensional ETF is not utilizing all of its potentials. The latest stock price agitation, may contribute to short-term losses for the retail investors.

ARK Fintech and Dimensional ETF Volatility Contrast

   Predicted Return Density   
       Returns  

Pair Trading with ARK Fintech and Dimensional ETF

The main advantage of trading using opposite ARK Fintech and Dimensional ETF positions is that it hedges away some unsystematic risk. Because of two separate transactions, even if ARK Fintech position performs unexpectedly, Dimensional ETF can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Dimensional ETF will offset losses from the drop in Dimensional ETF's long position.
The idea behind ARK Fintech Innovation and Dimensional ETF Trust pairs trading is to make the combined position market-neutral, meaning the overall market's direction will not affect its win or loss (or potential downside or upside). This can be achieved by designing a pairs trade with two highly correlated stocks or equities that operate in a similar space or sector, making it possible to obtain profits through simple and relatively low-risk investment.
Check out your portfolio center.
Note that this page's information should be used as a complementary analysis to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try the Portfolio Comparator module to compare the composition, asset allocations and performance of any two portfolios in your account.

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