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

Correlation

The correlation between BKCH and CRPT is 0.61, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

BKCH vs. CRPT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Blockchain ETF (BKCH) and First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT). The values are adjusted to include any dividend payments, if applicable.

-60.00%-40.00%-20.00%0.00%20.00%NovemberDecember2025FebruaryMarchApril
-56.36%
-20.13%
BKCH
CRPT

Key characteristics

Sharpe Ratio

BKCH:

-0.12

CRPT:

0.31

Sortino Ratio

BKCH:

0.38

CRPT:

1.04

Omega Ratio

BKCH:

1.04

CRPT:

1.12

Calmar Ratio

BKCH:

-0.11

CRPT:

0.38

Martin Ratio

BKCH:

-0.33

CRPT:

1.04

Ulcer Index

BKCH:

26.78%

CRPT:

23.01%

Daily Std Dev

BKCH:

76.65%

CRPT:

76.77%

Max Drawdown

BKCH:

-91.80%

CRPT:

-88.34%

Current Drawdown

BKCH:

-72.36%

CRPT:

-43.53%

Returns By Period

In the year-to-date period, BKCH achieves a -26.70% return, which is significantly lower than CRPT's -11.98% return.


BKCH

YTD

-26.70%

1M

-5.91%

6M

-25.36%

1Y

-10.78%

5Y*

N/A

10Y*

N/A

CRPT

YTD

-11.98%

1M

1.94%

6M

0.21%

1Y

23.21%

5Y*

N/A

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.


BKCH vs. CRPT - Expense Ratio Comparison

BKCH has a 0.50% expense ratio, which is lower than CRPT's 0.85% expense ratio.


Expense ratio chart for CRPT: current value is 0.85%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CRPT: 0.85%
Expense ratio chart for BKCH: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BKCH: 0.50%

Risk-Adjusted Performance

BKCH vs. CRPT — 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 2323
Overall Rank
The Sharpe Ratio Rank of BKCH is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of BKCH is 3636
Sortino Ratio Rank
The Omega Ratio Rank of BKCH is 3333
Omega Ratio Rank
The Calmar Ratio Rank of BKCH is 1414
Calmar Ratio Rank
The Martin Ratio Rank of BKCH is 1616
Martin Ratio Rank

CRPT
The Risk-Adjusted Performance Rank of CRPT is 5555
Overall Rank
The Sharpe Ratio Rank of CRPT is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of CRPT is 6969
Sortino Ratio Rank
The Omega Ratio Rank of CRPT is 5959
Omega Ratio Rank
The Calmar Ratio Rank of CRPT is 5454
Calmar Ratio Rank
The Martin Ratio Rank of CRPT is 4545
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. CRPT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Blockchain ETF (BKCH) and First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT). 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 chart of Sharpe ratio for BKCH, currently valued at -0.12, compared to the broader market-1.000.001.002.003.004.00
BKCH: -0.12
CRPT: 0.31
The chart of Sortino ratio for BKCH, currently valued at 0.38, compared to the broader market-2.000.002.004.006.008.00
BKCH: 0.38
CRPT: 1.04
The chart of Omega ratio for BKCH, currently valued at 1.04, compared to the broader market0.501.001.502.002.50
BKCH: 1.04
CRPT: 1.12
The chart of Calmar ratio for BKCH, currently valued at -0.11, compared to the broader market0.002.004.006.008.0010.0012.00
BKCH: -0.11
CRPT: 0.38
The chart of Martin ratio for BKCH, currently valued at -0.33, compared to the broader market0.0020.0040.0060.00
BKCH: -0.33
CRPT: 1.04

The current BKCH Sharpe Ratio is -0.12, which is lower than the CRPT Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of BKCH and CRPT, 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
-0.12
0.31
BKCH
CRPT

Dividends

BKCH vs. CRPT - Dividend Comparison

BKCH's dividend yield for the trailing twelve months is around 10.39%, more than CRPT's 2.10% yield.


TTM2024202320222021
BKCH
Global X Blockchain ETF
10.39%7.61%2.33%1.30%4.28%
CRPT
First Trust SkyBridge Crypto Industry & Digital Economy ETF
2.10%1.84%0.00%0.03%1.16%

Drawdowns

BKCH vs. CRPT - Drawdown Comparison

The maximum BKCH drawdown since its inception was -91.80%, roughly equal to the maximum CRPT drawdown of -88.34%. Use the drawdown chart below to compare losses from any high point for BKCH and CRPT. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-72.36%
-43.53%
BKCH
CRPT

Volatility

BKCH vs. CRPT - Volatility Comparison

Global X Blockchain ETF (BKCH) and First Trust SkyBridge Crypto Industry & Digital Economy ETF (CRPT) have volatilities of 27.33% and 27.06%, 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.


15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
27.33%
27.06%
BKCH
CRPT