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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%AugustSeptemberOctoberNovemberDecember2025
77.66%
29.36%
BITW
BLOK

Key characteristics

Sharpe Ratio

BITW:

5.37

BLOK:

2.25

Sortino Ratio

BITW:

4.68

BLOK:

2.92

Omega Ratio

BITW:

1.56

BLOK:

1.34

Calmar Ratio

BITW:

3.72

BLOK:

1.74

Martin Ratio

BITW:

26.07

BLOK:

11.00

Ulcer Index

BITW:

12.42%

BLOK:

8.21%

Daily Std Dev

BITW:

60.36%

BLOK:

40.16%

Max Drawdown

BITW:

-96.46%

BLOK:

-73.33%

Current Drawdown

BITW:

-51.55%

BLOK:

-6.65%

Returns By Period

The year-to-date returns for both stocks are quite close, with BITW having a 11.60% return and BLOK slightly lower at 11.35%.


BITW

YTD

11.60%

1M

11.60%

6M

77.66%

1Y

250.78%

5Y*

N/A

10Y*

N/A

BLOK

YTD

11.35%

1M

6.11%

6M

29.36%

1Y

91.32%

5Y*

25.17%

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 9898
Overall Rank
The Sharpe Ratio Rank of BITW is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of BITW is 9898
Sortino Ratio Rank
The Omega Ratio Rank of BITW is 9696
Omega Ratio Rank
The Calmar Ratio Rank of BITW is 9696
Calmar Ratio Rank
The Martin Ratio Rank of BITW is 9999
Martin Ratio Rank

BLOK
The Risk-Adjusted Performance Rank of BLOK is 7373
Overall Rank
The Sharpe Ratio Rank of BLOK is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of BLOK is 8080
Sortino Ratio Rank
The Omega Ratio Rank of BLOK is 7171
Omega Ratio Rank
The Calmar Ratio Rank of BLOK is 5757
Calmar Ratio Rank
The Martin Ratio Rank of BLOK is 7676
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 5.37, compared to the broader market-2.000.002.004.005.372.25
The chart of Sortino ratio for BITW, currently valued at 4.68, compared to the broader market-4.00-2.000.002.004.006.004.682.92
The chart of Omega ratio for BITW, currently valued at 1.56, compared to the broader market0.501.001.502.001.561.34
The chart of Calmar ratio for BITW, currently valued at 3.72, compared to the broader market0.002.004.006.003.721.74
The chart of Martin ratio for BITW, currently valued at 26.07, compared to the broader market-10.000.0010.0020.0030.0026.0711.00
BITW
BLOK

The current BITW Sharpe Ratio is 5.37, which is higher than the BLOK Sharpe Ratio of 2.25. 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 Ratio1.002.003.004.005.00AugustSeptemberOctoberNovemberDecember2025
5.37
2.25
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 5.39%.


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
5.39%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%AugustSeptemberOctoberNovemberDecember2025
-51.55%
-6.65%
BITW
BLOK

Volatility

BITW vs. BLOK - Volatility Comparison

Bitwise 10 Crypto Index Fund (BITW) has a higher volatility of 19.35% compared to Amplify Transformational Data Sharing ETF (BLOK) at 14.50%. This indicates that BITW'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%AugustSeptemberOctoberNovemberDecember2025
19.35%
14.50%
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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