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

Correlation

The correlation between BKCH and BLOK is 0.60, 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.


Performance

BKCH vs. BLOK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Blockchain ETF (BKCH) and Amplify Transformational Data Sharing ETF (BLOK). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BKCH:

0.07

BLOK:

1.09

Sortino Ratio

BKCH:

0.85

BLOK:

1.83

Omega Ratio

BKCH:

1.10

BLOK:

1.23

Calmar Ratio

BKCH:

0.20

BLOK:

1.32

Martin Ratio

BKCH:

0.53

BLOK:

4.40

Ulcer Index

BKCH:

28.69%

BLOK:

12.72%

Daily Std Dev

BKCH:

76.33%

BLOK:

45.06%

Max Drawdown

BKCH:

-91.80%

BLOK:

-73.33%

Current Drawdown

BKCH:

-68.59%

BLOK:

-9.83%

Returns By Period

In the year-to-date period, BKCH achieves a -16.71% return, which is significantly lower than BLOK's 7.55% return.


BKCH

YTD

-16.71%

1M

32.06%

6M

-26.59%

1Y

5.58%

5Y*

N/A

10Y*

N/A

BLOK

YTD

7.55%

1M

28.17%

6M

5.80%

1Y

48.59%

5Y*

25.66%

10Y*

N/A

*Annualized

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BKCH vs. BLOK - Expense Ratio Comparison

BKCH has a 0.50% expense ratio, which is lower than BLOK's 0.71% expense ratio.


Risk-Adjusted Performance

BKCH vs. BLOK — Risk-Adjusted Performance Rank

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

BKCH
The Risk-Adjusted Performance Rank of BKCH is 3434
Overall Rank
The Sharpe Ratio Rank of BKCH is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of BKCH is 5353
Sortino Ratio Rank
The Omega Ratio Rank of BKCH is 4444
Omega Ratio Rank
The Calmar Ratio Rank of BKCH is 3030
Calmar Ratio Rank
The Martin Ratio Rank of BKCH is 2525
Martin Ratio Rank

BLOK
The Risk-Adjusted Performance Rank of BLOK is 8585
Overall Rank
The Sharpe Ratio Rank of BLOK is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of BLOK is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BLOK is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BLOK is 8787
Calmar Ratio Rank
The Martin Ratio Rank of BLOK is 8383
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.

BKCH vs. BLOK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Blockchain ETF (BKCH) 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 BKCH Sharpe Ratio is 0.07, which is lower than the BLOK Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of BKCH 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.


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Dividends

BKCH vs. BLOK - Dividend Comparison

BKCH's dividend yield for the trailing twelve months is around 9.14%, more than BLOK's 5.58% yield.


TTM2024202320222021202020192018
BKCH
Global X Blockchain ETF
9.14%7.61%2.33%1.30%4.28%0.00%0.00%0.00%
BLOK
Amplify Transformational Data Sharing ETF
5.58%6.00%1.15%0.00%14.31%1.88%2.06%1.30%

Drawdowns

BKCH vs. BLOK - Drawdown Comparison

The maximum BKCH drawdown since its inception was -91.80%, which is greater than BLOK's maximum drawdown of -73.33%. Use the drawdown chart below to compare losses from any high point for BKCH and BLOK. For additional features, visit the drawdowns tool.


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Volatility

BKCH vs. BLOK - Volatility Comparison

Global X Blockchain ETF (BKCH) has a higher volatility of 16.30% compared to Amplify Transformational Data Sharing ETF (BLOK) at 9.48%. This indicates that BKCH'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.


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