Heart of ARK-ness

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As of late, the investment waters have been a bit difficult to navigate. The tide certainly went out, and a few companies such as Carvana and FTX were found to be swimming naked, but whether the tide is now reversing, pausing or about to continue is the key question.

While the 2021 level of exuberance has yet to be reached, the sentiment in the first quarter of 2023 seems to rhyme and some familiar characters are reappearing giving a sense that the worst might be over.

 But at New West Capital, we’re not so sure and it seems an apt time to remember no amount of perceived certainty can replace due diligence.

“For a time I would feel I belonged still to a world of straightforward facts; but the feeling would not last long. Something would turn up to scare it away.”

- Joseph Conrad, Heart of Darkness

Why Cathie Wood’s ARK is Still Not Seaworthy

In Q1 of 2021, following the stellar run of the ARK Funds on the heels of COVID demand surges, I produced an analysis for some colleagues that were planning to jump on the bandwagon. As they put it, you could try and fight the progress of disruptive technology, but only for so long.

The “inevitability” of the companies in which the ARK Funds invested, something the CEO Cathie Wood would often opine on, was a tempting siren song for many. So much so, that when I suggested the boat might be closer to the Titanic than Noah’s Ark, the report was promptly ignored.

This is not unique to ARK. The word inevitability has been shorthand for “due diligence not required” probably for as long as humans have had to make decisions about forgoing current for future consumption.

As it pertains to the ARK Funds, here is a snippet of that report from 2021:

As of last Friday (2/19/2021), the breakdown of Ark's funds are as follows:

The true value of these metrics will be slightly different as many of the ADR positions had insufficient accounting, but these gaps represented less than 2% of the overall holdings so interpolating these gaps given their weight still gets us to a useable overview of their holdings.

The overall trend is one of paying VERY high prices for assumed growth in the future. The risk of which was touched on prior. But the ETFs are actively managed, so let's say even if they are only half correct in their selections the funds will be fine right? If that were the case, we would abandon this here. But when taking a deeper dive into the individual holdings a new structural risk emerges.

Above is a snapshot of an analysis of their holdings relative to the available float. As a note, this was based on their updated holdings on 2/19/2021, so this will fluctuate slightly day to day, and it has moved from low 30% to high 40% at times in the last three months. The float data was pulled from multiple sources and where there was a discrepancy the highest number of shares was used for conservatism.

So, about a third of the holdings are concentrated in companies where if you were to exit the position in a downturn you would exacerbate the problem. It would seem the asymmetry of outcomes favors the downside.

The takeaway here is that even if we wanted to ignore the sky-high prices being paid for the so-called inevitability, there was a structural flaw in the ETF itself. Something that should’ve disqualified it regardless of the investment thesis. But structural issues are of no concern once we have convinced ourselves that the destination is preordained.

Recently, the flagship ETF for the ARK Fund (Ticker symbol: ARKK), has surged roughly 35%-40% in a month. Alongside of it several “meme” stocks have also exploded. So, has anything changed over on the ARK?

Below is the same analysis as of their reported positions on 2/13/2023.

It would seem the systematic risk has not changed much from two years ago. This also contains roughly fifty fewer positions across all ETFs despite the addition of the Space Exploration ETF absent in the first analysis. So, while the percent of holdings above 8% of the float is roughly the same, it is done with even fewer positions potentially increasing the systematic risk.

For those wondering, at 5% and 10% of float the percent of holdings above these thresholds are 50% and 20% respectively.

Despite the recent +35% rise in a month, it’s worth noting that its currently in line with its COVID lows of 2020. Don’t miss the forest while focusing on the trees.

(Almost) Always Bet Against Inevitability, or At Least Don’t Go Along With It.

It’s easy to pick on ARK after the precipitous drop, which is why I’ve waited to rerun the exposure analysis until after a newsworthy run. But ARK is far from alone on this topic of inevitable outcomes failing to live up to expectations.

A contemporary example might also be Tesla (Ticker symbol: TSLA). Before eliciting any of the aggressive retorts from the Tesla Fanboys, I’ll begin with a few truths.

  • The electric induction motor is a superior technology to the internal combustion engine. Full stop. With a mechanical engineering degree, I can speak to this in depth and cannot refute it. I have also designed and implemented +700 induction motor pump systems into industrial applications in the past. They’re better.

  • Incumbent car manufactures are VERY slow to change providing several years of growth for an early entrant before being seriously challenged.

  • Beyond the technology, the social and political pressures around fossil fuels will drive us to electric vehicle adoption. (This says nothing about the electrical generation)

These facts, at the macro level, create a very bullish case for the inevitability of the electric vehicle. There are, however, some bearish truths that seem to have been considered only recently.

  • The car manufacturing business is extremely capital intensive and is a durable consumer good (i.e. bad during inflationary periods).

  • Healthy operating margins, once established / discovered, invites lots of competition.

So, while I’d take the bet that Tesla is going to continue being a company for a good amount of time, that doesn’t automatically mean an investment in the company is a good one.

Regardless of the merits of electric vehicle adoption, TSLA is operating in an industry where the property, plant and equipment to manufacture the product is wildly expensive, the median life of a car on the road (in the US) is 10 years and the internal combustion competitors have in-place networks, equipment and labor to leverage once someone else has taken the risk of proving out the business case.

This all adds up to make the probability that the company will be worth more than Saudi Aramco and Apple combined, as Elon Musk has hyped, effectively zero.

For some commonsense math against that claim, the combined market capitalization of Apple and Saudi Aramco at the time of writing is $9.73T. The total number of cars sold in 2022 were 66.1M worldwide.

So, Tesla could either account for every car sold in the world and the market would have to give it a value of 3.3x sales based on its lowest priced model during 2022.

Or, to be a bit less ridiculous, TSLA could grow its sales 15x from here and account for 28% of global car sales (still an outlandish assumption) and the market would have to price it at 11.7x sales using the same lowest priced model. As a comparison, Volkswagen and Toyota account for 13% and 12% of global sales and the market has priced them at roughly 0.30x and 0.75x sales respectively.

Obviously, Musk’s claim was a bit of sensationalism, but it’s easier to make a point with the absurd than the logical, and that point is that inevitability of the electric vehicle does not negate the competition and margin erosion for one manufacturer despite affecting every other manufacturer in the industry.  Of which there are almost thirty worldwide now offering electric vehicle models.

 Anyone wanting to point out the upside in AI, self-driving, robotaxis, whatever that robot they presented was, etc., you better hope all those maybes are large enough and executed perfectly enough to bridge the gap between its car manufacturing base and the market’s assumption of the company’s inevitable destination. 

Never Get Out of the Boat, It’s Easier to Identify What Won’t Change Than What Will

Both of these examples are nothing new. ARK Funds might be likened to Long-Term Capital Management that famously blew up in 1998 and Tesla might be considered the next example in a line of several industry shifts that were great for the general public but terrible for most investors that took part. While it may seem revolutionary in the moment, so did the Internet, telecom, aviation, automobiles (the first time), railroads, etc. All of these were inevitable, and all of these made terrible returns, if any, for most investors. 

When it comes to investing, great companies are easier to identify in the worst of times. Amazon might have looked comparable to several other competitors at the hight of the dot com bubble, but it was the downturn that had it stand out. The fiscally responsible oil producers were more recognizable following the shale boom collapse. When everything is going well, it is very hard to see the aggressively levered, the less than stellar business models and the outright fraudsters.

While the last year was rough and we are no longer in the best of times, we are a far cry from the worst of times. Inevitability is never a suitable replacement for proper due diligence in either.

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