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

Correlation

The correlation between BITW and BLOK is 0.62, 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.


-0.50.00.51.00.6

Performance

BITW vs. BLOK - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%SeptemberOctoberNovemberDecember2025February
68.02%
30.08%
BITW
BLOK

Key characteristics

Sharpe Ratio

BITW:

2.24

BLOK:

1.31

Sortino Ratio

BITW:

2.82

BLOK:

1.90

Omega Ratio

BITW:

1.33

BLOK:

1.23

Calmar Ratio

BITW:

1.58

BLOK:

1.20

Martin Ratio

BITW:

10.05

BLOK:

6.32

Ulcer Index

BITW:

13.08%

BLOK:

8.33%

Daily Std Dev

BITW:

58.52%

BLOK:

40.24%

Max Drawdown

BITW:

-96.46%

BLOK:

-73.33%

Current Drawdown

BITW:

-58.28%

BLOK:

-11.43%

Returns By Period

In the year-to-date period, BITW achieves a -3.89% return, which is significantly lower than BLOK's 5.65% return.


BITW

YTD

-3.89%

1M

-12.60%

6M

68.02%

1Y

145.87%

5Y*

N/A

10Y*

N/A

BLOK

YTD

5.65%

1M

-6.86%

6M

30.08%

1Y

53.78%

5Y*

24.46%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

BITW vs. BLOK — Risk-Adjusted Performance Rank

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

BITW
The Risk-Adjusted Performance Rank of BITW is 9090
Overall Rank
The Sharpe Ratio Rank of BITW is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of BITW is 9090
Sortino Ratio Rank
The Omega Ratio Rank of BITW is 8686
Omega Ratio Rank
The Calmar Ratio Rank of BITW is 8787
Calmar Ratio Rank
The Martin Ratio Rank of BITW is 9292
Martin Ratio Rank

BLOK
The Risk-Adjusted Performance Rank of BLOK is 5454
Overall Rank
The Sharpe Ratio Rank of BLOK is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of BLOK is 5757
Sortino Ratio Rank
The Omega Ratio Rank of BLOK is 5353
Omega Ratio Rank
The Calmar Ratio Rank of BLOK is 4848
Calmar Ratio Rank
The Martin Ratio Rank of BLOK is 5959
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.

BITW vs. BLOK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bitwise 10 Crypto Index Fund (BITW) 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.


Sharpe ratio
The chart of Sharpe ratio for BITW, currently valued at 2.24, compared to the broader market-2.000.002.002.241.31
The chart of Sortino ratio for BITW, currently valued at 2.82, compared to the broader market-4.00-2.000.002.004.006.002.821.90
The chart of Omega ratio for BITW, currently valued at 1.33, compared to the broader market0.501.001.502.001.331.23
The chart of Calmar ratio for BITW, currently valued at 1.58, compared to the broader market0.002.004.006.001.581.20
The chart of Martin ratio for BITW, currently valued at 10.05, compared to the broader market-10.000.0010.0020.0030.0010.056.32
BITW
BLOK

The current BITW Sharpe Ratio is 2.24, which is higher than the BLOK Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of BITW 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 Ratio1.002.003.004.005.00SeptemberOctoberNovemberDecember2025February
2.24
1.31
BITW
BLOK

Dividends

BITW vs. BLOK - Dividend Comparison

BITW has not paid dividends to shareholders, while BLOK's dividend yield for the trailing twelve months is around 5.68%.


TTM2024202320222021202020192018
BITW
Bitwise 10 Crypto Index Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BLOK
Amplify Transformational Data Sharing ETF
5.68%6.00%1.15%0.00%14.31%1.88%2.05%1.30%

Drawdowns

BITW vs. BLOK - Drawdown Comparison

The maximum BITW drawdown since its inception was -96.46%, which is greater than BLOK's maximum drawdown of -73.33%. Use the drawdown chart below to compare losses from any high point for BITW and BLOK. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-58.28%
-11.43%
BITW
BLOK

Volatility

BITW vs. BLOK - Volatility Comparison

Bitwise 10 Crypto Index Fund (BITW) and Amplify Transformational Data Sharing ETF (BLOK) have volatilities of 12.39% and 12.67%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
12.39%
12.67%
BITW
BLOK
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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