PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Amplify Transformational Data Sharing ETF (BLOK)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS0321086078
CUSIP032108607
IssuerAmplify Investments
Inception DateJan 16, 2018
RegionDeveloped Markets (Broad)
CategoryTechnology Equities, Actively Managed, Blockchain
Index TrackedNo Index (Active)
Asset ClassEquity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

BLOK has a high expense ratio of 0.71%, indicating higher-than-average management fees.


Expense ratio chart for BLOK: current value at 0.71% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.71%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Amplify Transformational Data Sharing ETF

Popular comparisons: BLOK vs. BLCN, BLOK vs. BKCH, BLOK vs. BITQ, BLOK vs. KOIN, BLOK vs. ARKF, BLOK vs. FIVG, BLOK vs. LEGR, BLOK vs. VXUS, BLOK vs. DAPP, BLOK vs. TQQQ

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Amplify Transformational Data Sharing ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


40.00%60.00%80.00%100.00%120.00%December2024FebruaryMarchAprilMay
100.39%
87.93%
BLOK (Amplify Transformational Data Sharing ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

Amplify Transformational Data Sharing ETF had a return of 11.83% year-to-date (YTD) and 67.01% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date11.83%10.42%
1 month3.63%2.95%
6 months38.73%15.74%
1 year67.01%25.24%
5 years (annualized)18.19%13.90%
10 years (annualized)N/A10.62%

Monthly Returns

The table below presents the monthly returns of BLOK, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-9.88%24.72%8.61%-15.29%11.83%
202324.93%-3.49%6.14%2.79%1.31%12.90%14.59%-15.69%-9.33%3.41%16.74%25.45%99.62%
2022-18.05%1.58%2.24%-21.76%-13.79%-21.38%21.29%-5.28%-11.19%2.76%-10.99%-10.64%-62.36%
20219.81%31.81%10.29%-5.25%-13.40%4.04%-6.13%10.61%-9.82%24.26%-0.36%-17.24%30.76%
20200.75%-5.35%-14.04%17.05%6.84%5.00%14.08%10.46%-3.62%1.51%21.72%17.74%90.17%
201912.12%6.19%0.03%1.82%-3.02%5.35%2.70%-4.17%-0.39%0.95%3.79%1.80%29.55%
20183.36%-4.93%-3.68%0.05%5.22%-3.77%3.25%1.90%-0.64%-13.87%-3.67%-11.00%-25.97%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BLOK is 66, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of BLOK is 6666
BLOK (Amplify Transformational Data Sharing ETF)
The Sharpe Ratio Rank of BLOK is 7676Sharpe Ratio Rank
The Sortino Ratio Rank of BLOK is 7474Sortino Ratio Rank
The Omega Ratio Rank of BLOK is 6767Omega Ratio Rank
The Calmar Ratio Rank of BLOK is 5656Calmar Ratio Rank
The Martin Ratio Rank of BLOK is 5555Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Amplify Transformational Data Sharing ETF (BLOK) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BLOK
Sharpe ratio
The chart of Sharpe ratio for BLOK, currently valued at 1.97, compared to the broader market0.002.004.006.001.97
Sortino ratio
The chart of Sortino ratio for BLOK, currently valued at 2.79, compared to the broader market0.005.0010.002.79
Omega ratio
The chart of Omega ratio for BLOK, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.001.31
Calmar ratio
The chart of Calmar ratio for BLOK, currently valued at 1.09, compared to the broader market0.005.0010.0015.001.09
Martin ratio
The chart of Martin ratio for BLOK, currently valued at 4.95, compared to the broader market0.0020.0040.0060.0080.00100.004.95
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.21, compared to the broader market0.002.004.006.002.21
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.15, compared to the broader market0.005.0010.003.15
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.78, compared to the broader market0.005.0010.0015.001.78
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.37, compared to the broader market0.0020.0040.0060.0080.00100.008.37

Sharpe Ratio

The current Amplify Transformational Data Sharing ETF Sharpe ratio is 1.97. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Amplify Transformational Data Sharing ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
1.97
2.21
BLOK (Amplify Transformational Data Sharing ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Amplify Transformational Data Sharing ETF granted a 1.03% dividend yield in the last twelve months. The annual payout for that period amounted to $0.34 per share.


PeriodTTM202320222021202020192018
Dividend$0.34$0.34$0.00$5.75$0.66$0.39$0.19

Dividend yield

1.03%1.15%0.00%14.31%1.88%2.06%1.30%

Monthly Dividends

The table displays the monthly dividend distributions for Amplify Transformational Data Sharing ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.34$0.34
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$5.75$5.75
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.66$0.66
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.39$0.39
2018$0.19$0.19

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2024FebruaryMarchAprilMay
-38.77%
-1.02%
BLOK (Amplify Transformational Data Sharing ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Amplify Transformational Data Sharing ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Amplify Transformational Data Sharing ETF was 73.33%, occurring on Dec 28, 2022. The portfolio has not yet recovered.

The current Amplify Transformational Data Sharing ETF drawdown is 38.77%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-73.33%Nov 9, 2021286Dec 28, 2022
-34.76%Jan 30, 2018537Mar 18, 202074Jul 2, 2020611
-34.38%Feb 22, 2021103Jul 19, 202179Nov 8, 2021182
-11.23%Jan 11, 202112Jan 27, 20215Feb 3, 202117
-8.07%Sep 2, 20204Sep 8, 202024Oct 12, 202028

Volatility

Volatility Chart

The current Amplify Transformational Data Sharing ETF volatility is 10.39%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2024FebruaryMarchAprilMay
10.39%
3.13%
BLOK (Amplify Transformational Data Sharing ETF)
Benchmark (^GSPC)