BLOK vs. ARKW

In the year-to-date period, BLOK achieves a -8.20% return, which is significantly lower than ARKW's -6.98% return.

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BLOK has a 0.71% expense ratio, which is lower than ARKW's 0.76% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Amplify Transformational Data Sharing ETF (BLOK) and ARK Next Generation Internet ETF (ARKW). 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 0.68, which is comparable to the ARKW Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of BLOK and ARKW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BLOK's dividend yield for the trailing twelve months is around 6.53%, while ARKW has not paid dividends to shareholders.

The maximum BLOK drawdown since its inception was -73.33%, smaller than the maximum ARKW drawdown of -80.01%. Use the drawdown chart below to compare losses from any high point for BLOK and ARKW. For additional features, visit the drawdowns tool.

Amplify Transformational Data Sharing ETF (BLOK) and ARK Next Generation Internet ETF (ARKW) have volatilities of 20.18% and 20.72%, 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.