Siren ETF Trust Siren Nasdaq NexGen Economy ETF (BLCN) Sharpe Ratio: 0.77

BLCN's Sharpe Ratio of 0.77 indicates that for each unit of volatility, it generates 0.77 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

BLCN Sharpe Ratio Rank

Below Average

BLCN ranks above 22.4% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

Strong returns with low total volatility → Higher rank
High volatility (both upside and downside) → Lower rank
Consistent returns → Higher rank than volatile returns of same magnitude
Sharp drawdowns increase volatility → Lower rank

What you can do with this information

Returns may not adequately compensate for volatility taken
Consider smaller allocation given below-average risk-adjusted profile
Explore higher-ranked investments with better consistency
Assess whether the volatility profile aligns with your portfolio goals

BLCN Sharpe Ratio Market Positioning

The chart shows BLCN's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

Red zone (bottom 25%): 0.91 or lower
Yellow zone (middle 50%): 0.91 to 2.51
Green zone (top 25%): 2.51 or higher
Top 1%: 7.84+
Median: 1.76 — half of all investments score higher

How it compares to other similar ETFs

The table compares Siren ETF Trust Siren Nasdaq NexGen Economy ETF's Sharpe Ratio with other ETFs in the Large Cap Blend Equities, Blockchain category across multiple time periods, showing how BLCN's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

Symbol	Name	1Y Sharpe Ratio
DECO	State Street Galaxy Digital Asset Ecosystem ETF	3.99
HECO	State Street Galaxy Hedged Digital Asset Ecosystem ETF	3.93
RSSY	Return Stacked US Stocks & Futures Yield ETF	3.77
IUS	Invesco RAFI Strategic US ETF	3.34
BLCR	Blackrock Large Cap Core ETF	3.14
UDIV	Franklin U.S. Core Dividend Tilt Index ETF	3.00
RAFE	PIMCO RAFI ESG U.S. ETF	2.93
PSCX	Pacer Swan SOS Conservative (December) ETF	2.92
FTCE	First Trust New Constructs Core Earnings Leaders ETF	2.91
CNAV	Mohr Company Nav ETF	2.90
BLCN	Siren ETF Trust Siren Nasdaq NexGen Economy ETF	0.77

Benchmark Against

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S&P 500 Index

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Historical Sharpe Ratio

The chart shows BLCN's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when BLCN consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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