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BLCN vs. BITW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BLCN vs. BITW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Siren ETF Trust Siren Nasdaq NexGen Economy ETF (BLCN) and Bitwise 10 Crypto Index ETF (BITW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BLCN achieves a 8.85% return, which is significantly higher than BITW's -32.35% return.


BLCN

1D
-3.41%
1M
6.21%
YTD
8.85%
6M
5.98%
1Y
25.25%
3Y*
8.68%
5Y*
-10.03%
10Y*

BITW

1D
-3.24%
1M
-17.92%
YTD
-32.35%
6M
-32.63%
1Y
-35.22%
3Y*
52.08%
5Y*
1.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BLCN vs. BITW - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BLCN
Siren ETF Trust Siren Nasdaq NexGen Economy ETF
8.85%-3.69%5.62%21.09%-51.76%4.86%14.96%
BITW
Bitwise 10 Crypto Index ETF
-32.35%-2.63%160.69%331.10%-85.92%-36.83%403.25%

Correlation

The correlation between BLCN and BITW is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.47

Correlation (5Y)
Calculated over the trailing 5-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Oct 15, 2020

0.47

The correlation between BLCN and BITW has been stable across timeframes, ranging from 0.47 to 0.50 - a consistent structural relationship.

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Return for Risk

BLCN vs. BITW — Risk / Return Rank

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

BLCN
BLCN Risk / Return Rank: 2020
Overall Rank
BLCN Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
BLCN Sortino Ratio Rank: 2222
Sortino Ratio Rank
BLCN Omega Ratio Rank: 2121
Omega Ratio Rank
BLCN Calmar Ratio Rank: 2020
Calmar Ratio Rank
BLCN Martin Ratio Rank: 1818
Martin Ratio Rank

BITW
BITW Risk / Return Rank: 44
Overall Rank
BITW Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BITW Sortino Ratio Rank: 44
Sortino Ratio Rank
BITW Omega Ratio Rank: 44
Omega Ratio Rank
BITW Calmar Ratio Rank: 44
Calmar Ratio Rank
BITW Martin Ratio Rank: 44
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.

BLCN vs. BITW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Siren ETF Trust Siren Nasdaq NexGen Economy ETF (BLCN) and Bitwise 10 Crypto Index ETF (BITW). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BLCNBITWDifference
Sharpe ratioReturn per unit of total volatility

+1.40

Sortino ratioReturn per unit of downside risk

+2.04

Omega ratioGain probability vs. loss probability

1.14

0.90

+0.24

Calmar ratioReturn relative to maximum drawdown

0.86

-0.64

+1.50

Martin ratioReturn relative to average drawdown

1.81

-1.08

+2.89

BLCN vs. BITW - Sharpe Ratio Comparison

The current BLCN Sharpe Ratio is 0.69, which is higher than the BITW Sharpe Ratio of -0.71. The chart below compares the historical Sharpe Ratios of BLCN and BITW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BLCN vs. BITW - Drawdown Comparison

The maximum BLCN drawdown since its inception was -67.51%, smaller than the maximum BITW drawdown of -96.46%. Use the drawdown chart below to compare losses from any high point for BLCN and BITW.


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Drawdown Indicators


BLCNBITWDifference

Max Drawdown

Largest peak-to-trough decline

-67.51%

-96.46%

+28.95%

Max Drawdown (1Y)

Largest decline over 1 year

-29.53%

-55.51%

+25.98%

Max Drawdown (3Y)

Largest decline over 3 years

-45.26%

-55.51%

+10.25%

Max Drawdown (5Y)

Largest decline over 5 years

-67.51%

-91.93%

+24.42%

Current Drawdown

Current decline from peak

-47.17%

-71.40%

+24.23%

Average Drawdown

Average peak-to-trough decline

-30.38%

-69.56%

+39.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.97%

32.56%

-18.59%

Volatility

BLCN vs. BITW - Volatility Comparison

Siren ETF Trust Siren Nasdaq NexGen Economy ETF (BLCN) and Bitwise 10 Crypto Index ETF (BITW) have volatilities of 14.35% and 14.10%, 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.


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Volatility by Period


BLCNBITWDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.35%

14.10%

+0.25%

Volatility (6M)

Calculated over the trailing 6-month period

27.56%

37.34%

-9.78%

Volatility (1Y)

Calculated over the trailing 1-year period

36.88%

49.87%

-12.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.21%

65.59%

-30.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.32%

108.35%

-77.03%

BLCN vs. BITW - Expense Ratio Comparison

BLCN has a 0.68% expense ratio, which is lower than BITW's 0.75% expense ratio.


Dividends

BLCN vs. BITW - Dividend Comparison

BLCN's dividend yield for the trailing twelve months is around 2.77%, while BITW has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
BITW
Bitwise 10 Crypto Index ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BLCN
Siren ETF Trust Siren Nasdaq NexGen Economy ETF
2.77%3.01%0.67%0.54%1.28%0.56%0.58%1.45%1.16%

Frequently Asked Questions


BLCN and BITW have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BLCN has higher volatility (14.35%) compared to BITW (14.10%). In terms of maximum drawdown, BLCN dropped -67.51% vs BITW's -96.46%.

On 5-year performance, BITW leads with 1.78% vs -10.03% for BLCN. On fees, BLCN is cheaper at 0.68% per year. On volatility, BITW has been the lower-risk option at 14.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, BITW has performed better with a 1.78% return vs -10.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BLCN is cheaper with a 0.68% expense ratio, compared with 0.75% for BITW.

BLCN has the higher dividend yield at 2.77%, compared with 0.00% for BITW.

BLCN is categorized as Large Cap Blend Equities, while BITW is Cryptocurrency. BLCN tracks Siren NASDAQ Blockchain Economy Index, while BITW tracks Bitwise 10 Large Cap Crypto Index. They also come from different issuers: SRN Advisors and Bitwise. Their fees differ too: 0.68% for BLCN and 0.75% for BITW.

BLCN currently has the higher Sharpe Ratio (0.69 vs -0.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BLCN and BITW

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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