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BITQ vs. BLOK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BITQ and BLOK is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

BITQ vs. BLOK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bitwise Crypto Industry Innovators ETF (BITQ) and Amplify Transformational Data Sharing ETF (BLOK). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%NovemberDecember2025FebruaryMarchApril
-26.01%
2.16%
BITQ
BLOK

Key characteristics

Sharpe Ratio

BITQ:

0.31

BLOK:

0.65

Sortino Ratio

BITQ:

0.95

BLOK:

1.18

Omega Ratio

BITQ:

1.11

BLOK:

1.14

Calmar Ratio

BITQ:

0.31

BLOK:

0.67

Martin Ratio

BITQ:

0.97

BLOK:

2.40

Ulcer Index

BITQ:

21.66%

BLOK:

12.21%

Daily Std Dev

BITQ:

67.63%

BLOK:

45.02%

Max Drawdown

BITQ:

-90.32%

BLOK:

-73.33%

Current Drawdown

BITQ:

-56.60%

BLOK:

-21.91%

Returns By Period

In the year-to-date period, BITQ achieves a -16.70% return, which is significantly lower than BLOK's -6.85% return.


BITQ

YTD

-16.70%

1M

3.15%

6M

-6.89%

1Y

24.58%

5Y*

N/A

10Y*

N/A

BLOK

YTD

-6.85%

1M

1.28%

6M

5.85%

1Y

31.76%

5Y*

23.51%

10Y*

N/A

*Annualized

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BITQ vs. BLOK - Expense Ratio Comparison

BITQ has a 0.85% expense ratio, which is higher than BLOK's 0.71% expense ratio.


Expense ratio chart for BITQ: current value is 0.85%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BITQ: 0.85%
Expense ratio chart for BLOK: current value is 0.71%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BLOK: 0.71%

Risk-Adjusted Performance

BITQ vs. BLOK — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BITQ
The Risk-Adjusted Performance Rank of BITQ is 4949
Overall Rank
The Sharpe Ratio Rank of BITQ is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of BITQ is 6363
Sortino Ratio Rank
The Omega Ratio Rank of BITQ is 5454
Omega Ratio Rank
The Calmar Ratio Rank of BITQ is 4646
Calmar Ratio Rank
The Martin Ratio Rank of BITQ is 4040
Martin Ratio Rank

BLOK
The Risk-Adjusted Performance Rank of BLOK is 6868
Overall Rank
The Sharpe Ratio Rank of BLOK is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of BLOK is 7373
Sortino Ratio Rank
The Omega Ratio Rank of BLOK is 6666
Omega Ratio Rank
The Calmar Ratio Rank of BLOK is 7171
Calmar Ratio Rank
The Martin Ratio Rank of BLOK is 6464
Martin 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.

BITQ vs. BLOK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitwise Crypto Industry Innovators ETF (BITQ) and Amplify Transformational Data Sharing ETF (BLOK). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for BITQ, currently valued at 0.31, compared to the broader market-1.000.001.002.003.004.00
BITQ: 0.31
BLOK: 0.65
The chart of Sortino ratio for BITQ, currently valued at 0.95, compared to the broader market-2.000.002.004.006.008.00
BITQ: 0.95
BLOK: 1.18
The chart of Omega ratio for BITQ, currently valued at 1.11, compared to the broader market0.501.001.502.002.50
BITQ: 1.11
BLOK: 1.14
The chart of Calmar ratio for BITQ, currently valued at 0.31, compared to the broader market0.002.004.006.008.0010.0012.00
BITQ: 0.31
BLOK: 0.67
The chart of Martin ratio for BITQ, currently valued at 0.97, compared to the broader market0.0020.0040.0060.00
BITQ: 0.97
BLOK: 2.40

The current BITQ Sharpe Ratio is 0.31, which is lower than the BLOK Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of BITQ and BLOK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.31
0.65
BITQ
BLOK

Dividends

BITQ vs. BLOK - Dividend Comparison

BITQ's dividend yield for the trailing twelve months is around 1.08%, less than BLOK's 6.44% yield.


TTM2024202320222021202020192018
BITQ
Bitwise Crypto Industry Innovators ETF
1.08%0.90%1.51%0.00%3.12%0.00%0.00%0.00%
BLOK
Amplify Transformational Data Sharing ETF
6.44%6.00%1.15%0.00%14.31%1.88%2.05%1.30%

Drawdowns

BITQ vs. BLOK - Drawdown Comparison

The maximum BITQ drawdown since its inception was -90.32%, which is greater than BLOK's maximum drawdown of -73.33%. Use the drawdown chart below to compare losses from any high point for BITQ and BLOK. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-56.60%
-21.91%
BITQ
BLOK

Volatility

BITQ vs. BLOK - Volatility Comparison

Bitwise Crypto Industry Innovators ETF (BITQ) has a higher volatility of 24.01% compared to Amplify Transformational Data Sharing ETF (BLOK) at 19.86%. This indicates that BITQ's price experiences larger fluctuations and is considered to be riskier than BLOK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
24.01%
19.86%
BITQ
BLOK