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BLCN vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BLCN and VOO is 0.69, 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.


-0.50.00.51.00.7

Performance

BLCN vs. VOO - 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 Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%50.00%100.00%150.00%JulyAugustSeptemberOctoberNovemberDecember
16.87%
135.17%
BLCN
VOO

Key characteristics

Sharpe Ratio

BLCN:

0.42

VOO:

2.04

Sortino Ratio

BLCN:

0.86

VOO:

2.72

Omega Ratio

BLCN:

1.10

VOO:

1.38

Calmar Ratio

BLCN:

0.29

VOO:

3.02

Martin Ratio

BLCN:

1.93

VOO:

13.60

Ulcer Index

BLCN:

8.43%

VOO:

1.88%

Daily Std Dev

BLCN:

39.05%

VOO:

12.52%

Max Drawdown

BLCN:

-64.38%

VOO:

-33.99%

Current Drawdown

BLCN:

-47.66%

VOO:

-3.52%

Returns By Period

In the year-to-date period, BLCN achieves a 9.69% return, which is significantly lower than VOO's 24.65% return.


BLCN

YTD

9.69%

1M

-4.72%

6M

0.13%

1Y

13.05%

5Y*

1.43%

10Y*

N/A

VOO

YTD

24.65%

1M

-0.29%

6M

7.63%

1Y

24.77%

5Y*

14.57%

10Y*

13.02%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BLCN vs. VOO - Expense Ratio Comparison

BLCN has a 0.68% expense ratio, which is higher than VOO's 0.03% expense ratio.


BLCN
Siren ETF Trust Siren Nasdaq NexGen Economy ETF
Expense ratio chart for BLCN: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

BLCN vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Siren ETF Trust Siren Nasdaq NexGen Economy ETF (BLCN) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for BLCN, currently valued at 0.42, compared to the broader market0.002.004.000.422.04
The chart of Sortino ratio for BLCN, currently valued at 0.86, compared to the broader market-2.000.002.004.006.008.0010.000.862.72
The chart of Omega ratio for BLCN, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.001.101.38
The chart of Calmar ratio for BLCN, currently valued at 0.29, compared to the broader market0.005.0010.0015.000.293.02
The chart of Martin ratio for BLCN, currently valued at 1.93, compared to the broader market0.0020.0040.0060.0080.00100.001.9313.60
BLCN
VOO

The current BLCN Sharpe Ratio is 0.42, which is lower than the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of BLCN and VOO, 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.42
2.04
BLCN
VOO

Dividends

BLCN vs. VOO - Dividend Comparison

BLCN's dividend yield for the trailing twelve months is around 0.66%, less than VOO's 1.26% yield.


TTM20232022202120202019201820172016201520142013
BLCN
Siren ETF Trust Siren Nasdaq NexGen Economy ETF
0.66%0.54%1.28%0.56%0.58%1.45%1.15%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.26%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

BLCN vs. VOO - Drawdown Comparison

The maximum BLCN drawdown since its inception was -64.38%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BLCN and VOO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-47.66%
-3.52%
BLCN
VOO

Volatility

BLCN vs. VOO - Volatility Comparison

Siren ETF Trust Siren Nasdaq NexGen Economy ETF (BLCN) has a higher volatility of 12.52% compared to Vanguard S&P 500 ETF (VOO) at 3.58%. This indicates that BLCN's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
12.52%
3.58%
BLCN
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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