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BITY vs. BLOK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BITY vs. BLOK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Bitcoin 2% Monthly Option Income ETF (BITY) and Amplify Transformational Data Sharing ETF (BLOK). The values are adjusted to include any dividend payments, if applicable.

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BITY vs. BLOK - Yearly Performance Comparison


Returns By Period

In the year-to-date period, BITY achieves a -18.03% return, which is significantly lower than BLOK's -12.20% return.


BITY

1D
0.63%
1M
0.55%
YTD
-18.03%
6M
-39.60%
1Y
3Y*
5Y*
10Y*

BLOK

1D
0.28%
1M
-8.06%
YTD
-12.20%
6M
-25.52%
1Y
32.40%
3Y*
40.64%
5Y*
1.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BITY vs. BLOK - Expense Ratio Comparison

BITY has a 0.65% expense ratio, which is lower than BLOK's 0.71% expense ratio.


Return for Risk

BITY vs. BLOK — Risk / Return Rank

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

BITY

BLOK
BLOK Risk / Return Rank: 3838
Overall Rank
BLOK Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
BLOK Sortino Ratio Rank: 4545
Sortino Ratio Rank
BLOK Omega Ratio Rank: 3838
Omega Ratio Rank
BLOK Calmar Ratio Rank: 3838
Calmar Ratio Rank
BLOK Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BITY vs. BLOK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Bitcoin 2% Monthly Option Income ETF (BITY) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BITY vs. BLOK - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BITYBLOKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.67

0.39

-1.06

Correlation

The correlation between BITY and BLOK is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BITY vs. BLOK - Dividend Comparison

BITY's dividend yield for the trailing twelve months is around 35.19%, more than BLOK's 0.82% yield.


TTM20252024202320222021202020192018
BITY
Amplify Bitcoin 2% Monthly Option Income ETF
35.19%21.53%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BLOK
Amplify Transformational Data Sharing ETF
0.82%0.72%6.00%1.15%0.00%14.31%1.88%2.05%1.30%

Drawdowns

BITY vs. BLOK - Drawdown Comparison

The maximum BITY drawdown since its inception was -46.36%, smaller than the maximum BLOK drawdown of -73.33%. Use the drawdown chart below to compare losses from any high point for BITY and BLOK.


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Drawdown Indicators


BITYBLOKDifference

Max Drawdown

Largest peak-to-trough decline

-46.36%

-73.33%

+26.97%

Max Drawdown (1Y)

Largest decline over 1 year

-35.64%

Max Drawdown (5Y)

Largest decline over 5 years

-73.33%

Current Drawdown

Current decline from peak

-41.90%

-32.12%

-9.78%

Average Drawdown

Average peak-to-trough decline

-16.65%

-26.27%

+9.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.58%

Volatility

BITY vs. BLOK - Volatility Comparison


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Volatility by Period


BITYBLOKDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.29%

Volatility (6M)

Calculated over the trailing 6-month period

31.07%

Volatility (1Y)

Calculated over the trailing 1-year period

39.94%

42.46%

-2.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.94%

42.92%

-2.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.94%

39.05%

+0.89%