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BLCN vs. BLOK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BLCN vs. BLOK - 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 Amplify Transformational Data Sharing ETF (BLOK). The values are adjusted to include any dividend payments, if applicable.

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BLCN vs. BLOK - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BLCN
Siren ETF Trust Siren Nasdaq NexGen Economy ETF
-12.36%-3.69%5.62%21.09%-51.76%4.86%60.60%33.94%-19.15%
BLOK
Amplify Transformational Data Sharing ETF
-12.45%32.64%53.12%99.62%-62.36%30.76%90.17%29.54%-25.97%

Returns By Period

The year-to-date returns for both stocks are quite close, with BLCN having a -12.36% return and BLOK slightly lower at -12.45%.


BLCN

1D
3.14%
1M
-9.02%
YTD
-12.36%
6M
-21.90%
1Y
13.13%
3Y*
0.69%
5Y*
-14.50%
10Y*

BLOK

1D
5.17%
1M
-6.86%
YTD
-12.45%
6M
-25.18%
1Y
36.00%
3Y*
40.50%
5Y*
1.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BLCN vs. BLOK - Expense Ratio Comparison

BLCN has a 0.68% expense ratio, which is lower than BLOK's 0.71% expense ratio.


Return for Risk

BLCN vs. BLOK — Risk / Return Rank

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

BLCN
BLCN Risk / Return Rank: 2323
Overall Rank
BLCN Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
BLCN Sortino Ratio Rank: 2727
Sortino Ratio Rank
BLCN Omega Ratio Rank: 2525
Omega Ratio Rank
BLCN Calmar Ratio Rank: 2222
Calmar Ratio Rank
BLCN Martin Ratio Rank: 1919
Martin Ratio Rank

BLOK
BLOK Risk / Return Rank: 4545
Overall Rank
BLOK Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
BLOK Sortino Ratio Rank: 5858
Sortino Ratio Rank
BLOK Omega Ratio Rank: 4747
Omega Ratio Rank
BLOK Calmar Ratio Rank: 4141
Calmar Ratio Rank
BLOK Martin Ratio Rank: 3030
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. BLOK - 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 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.


BLCNBLOKDifference

Sharpe ratio

Return per unit of total volatility

0.33

0.85

-0.52

Sortino ratio

Return per unit of downside risk

0.77

1.41

-0.64

Omega ratio

Gain probability vs. loss probability

1.09

1.17

-0.08

Calmar ratio

Return relative to maximum drawdown

0.40

0.95

-0.55

Martin ratio

Return relative to average drawdown

0.98

2.35

-1.37

BLCN vs. BLOK - Sharpe Ratio Comparison

The current BLCN Sharpe Ratio is 0.33, which is lower than the BLOK Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of BLCN 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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Sharpe Ratios by Period


BLCNBLOKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

0.85

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.43

0.04

-0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

0.39

-0.41

Correlation

The correlation between BLCN and BLOK is 0.78, 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

BLCN vs. BLOK - Dividend Comparison

BLCN's dividend yield for the trailing twelve months is around 3.44%, more than BLOK's 0.82% yield.


TTM20252024202320222021202020192018
BLCN
Siren ETF Trust Siren Nasdaq NexGen Economy ETF
3.44%3.01%0.67%0.54%1.28%0.56%0.58%1.45%1.16%
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

BLCN vs. BLOK - Drawdown Comparison

The maximum BLCN drawdown since its inception was -67.51%, smaller than the maximum BLOK drawdown of -73.33%. Use the drawdown chart below to compare losses from any high point for BLCN and BLOK.


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Drawdown Indicators


BLCNBLOKDifference

Max Drawdown

Largest peak-to-trough decline

-67.51%

-73.33%

+5.82%

Max Drawdown (1Y)

Largest decline over 1 year

-29.53%

-35.64%

+6.11%

Max Drawdown (5Y)

Largest decline over 5 years

-67.51%

-73.33%

+5.82%

Current Drawdown

Current decline from peak

-57.46%

-32.31%

-25.15%

Average Drawdown

Average peak-to-trough decline

-29.86%

-26.27%

-3.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.13%

14.44%

-2.31%

Volatility

BLCN vs. BLOK - Volatility Comparison

The current volatility for Siren ETF Trust Siren Nasdaq NexGen Economy ETF (BLCN) is 12.46%, while Amplify Transformational Data Sharing ETF (BLOK) has a volatility of 13.57%. This indicates that BLCN experiences smaller price fluctuations and is considered to be less risky than BLOK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BLCNBLOKDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.46%

13.57%

-1.11%

Volatility (6M)

Calculated over the trailing 6-month period

26.28%

31.07%

-4.79%

Volatility (1Y)

Calculated over the trailing 1-year period

39.97%

42.50%

-2.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.09%

42.93%

-8.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.89%

39.06%

-8.17%