BITW vs. BLOK

In the year-to-date period, BITW achieves a -0.58% return, which is significantly lower than BLOK's 7.55% return.

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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.

The current BITW Sharpe Ratio is 1.56, which is higher than the BLOK Sharpe Ratio of 1.09. 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.

BITW has not paid dividends to shareholders, while BLOK's dividend yield for the trailing twelve months is around 5.58%.

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.

Bitwise 10 Crypto Index Fund (BITW) has a higher volatility of 12.63% compared to Amplify Transformational Data Sharing ETF (BLOK) at 9.48%. 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.