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

Correlation

The correlation between BLOK and ARKF is 0.67, 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

BLOK vs. ARKF - Performance Comparison

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

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Key characteristics

Sharpe Ratio

BLOK:

0.96

ARKF:

0.98

Sortino Ratio

BLOK:

1.50

ARKF:

1.40

Omega Ratio

BLOK:

1.18

ARKF:

1.18

Calmar Ratio

BLOK:

0.98

ARKF:

0.53

Martin Ratio

BLOK:

3.29

ARKF:

2.92

Ulcer Index

BLOK:

12.69%

ARKF:

11.23%

Daily Std Dev

BLOK:

44.82%

ARKF:

36.89%

Max Drawdown

BLOK:

-73.33%

ARKF:

-78.63%

Current Drawdown

BLOK:

-15.83%

ARKF:

-41.15%

Returns By Period

In the year-to-date period, BLOK achieves a 0.39% return, which is significantly lower than ARKF's 1.03% return.


BLOK

YTD

0.39%

1M

18.34%

6M

0.76%

1Y

42.90%

5Y*

23.88%

10Y*

N/A

ARKF

YTD

1.03%

1M

12.30%

6M

7.22%

1Y

35.91%

5Y*

7.38%

10Y*

N/A

*Annualized

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BLOK vs. ARKF - Expense Ratio Comparison

BLOK has a 0.71% expense ratio, which is lower than ARKF's 0.75% expense ratio.


Risk-Adjusted Performance

BLOK vs. ARKF — Risk-Adjusted Performance Rank

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

BLOK
The Risk-Adjusted Performance Rank of BLOK is 8080
Overall Rank
The Sharpe Ratio Rank of BLOK is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of BLOK is 8383
Sortino Ratio Rank
The Omega Ratio Rank of BLOK is 7979
Omega Ratio Rank
The Calmar Ratio Rank of BLOK is 8383
Calmar Ratio Rank
The Martin Ratio Rank of BLOK is 7777
Martin Ratio Rank

ARKF
The Risk-Adjusted Performance Rank of ARKF is 7676
Overall Rank
The Sharpe Ratio Rank of ARKF is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of ARKF is 8181
Sortino Ratio Rank
The Omega Ratio Rank of ARKF is 7979
Omega Ratio Rank
The Calmar Ratio Rank of ARKF is 6464
Calmar Ratio Rank
The Martin Ratio Rank of ARKF is 7474
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.

BLOK vs. ARKF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Transformational Data Sharing ETF (BLOK) and ARK Fintech Innovation ETF (ARKF). 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 BLOK Sharpe Ratio is 0.96, which is comparable to the ARKF Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of BLOK and ARKF, 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

BLOK vs. ARKF - Dividend Comparison

BLOK's dividend yield for the trailing twelve months is around 5.97%, while ARKF has not paid dividends to shareholders.


TTM2024202320222021202020192018
BLOK
Amplify Transformational Data Sharing ETF
5.97%6.00%1.15%0.00%14.31%1.88%2.05%1.30%
ARKF
ARK Fintech Innovation ETF
0.00%0.00%0.00%0.00%0.00%0.37%1.25%0.00%

Drawdowns

BLOK vs. ARKF - Drawdown Comparison

The maximum BLOK drawdown since its inception was -73.33%, smaller than the maximum ARKF drawdown of -78.63%. Use the drawdown chart below to compare losses from any high point for BLOK and ARKF. For additional features, visit the drawdowns tool.


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Volatility

BLOK vs. ARKF - Volatility Comparison


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