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

Correlation

The correlation between BLOK and BITW is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

BLOK vs. BITW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Transformational Data Sharing ETF (BLOK) and Bitwise 10 Crypto Index Fund (BITW). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
94.65%
364.17%
BLOK
BITW

Key characteristics

Sharpe Ratio

BLOK:

0.65

BITW:

1.10

Sortino Ratio

BLOK:

1.18

BITW:

1.79

Omega Ratio

BLOK:

1.14

BITW:

1.21

Calmar Ratio

BLOK:

0.67

BITW:

0.78

Martin Ratio

BLOK:

2.40

BITW:

3.69

Ulcer Index

BLOK:

12.21%

BITW:

17.19%

Daily Std Dev

BLOK:

45.02%

BITW:

57.43%

Max Drawdown

BLOK:

-73.33%

BITW:

-96.46%

Current Drawdown

BLOK:

-21.91%

BITW:

-59.93%

Returns By Period

In the year-to-date period, BLOK achieves a -6.85% return, which is significantly higher than BITW's -7.71% return.


BLOK

YTD

-6.85%

1M

1.28%

6M

5.85%

1Y

31.76%

5Y*

23.51%

10Y*

N/A

BITW

YTD

-7.71%

1M

5.50%

6M

54.51%

1Y

65.82%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

BLOK vs. BITW — 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 6868
Overall Rank
The Sharpe Ratio Rank of BLOK is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of BLOK is 7373
Sortino Ratio Rank
The Omega Ratio Rank of BLOK is 6666
Omega Ratio Rank
The Calmar Ratio Rank of BLOK is 7171
Calmar Ratio Rank
The Martin Ratio Rank of BLOK is 6464
Martin Ratio Rank

BITW
The Risk-Adjusted Performance Rank of BITW is 8282
Overall Rank
The Sharpe Ratio Rank of BITW is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of BITW is 8383
Sortino Ratio Rank
The Omega Ratio Rank of BITW is 7878
Omega Ratio Rank
The Calmar Ratio Rank of BITW is 8080
Calmar Ratio Rank
The Martin Ratio Rank of BITW is 8282
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. BITW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Transformational Data Sharing ETF (BLOK) and Bitwise 10 Crypto Index Fund (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.


The chart of Sharpe ratio for BLOK, currently valued at 0.65, compared to the broader market-1.000.001.002.003.004.00
BLOK: 0.65
BITW: 1.10
The chart of Sortino ratio for BLOK, currently valued at 1.18, compared to the broader market-2.000.002.004.006.008.00
BLOK: 1.18
BITW: 1.79
The chart of Omega ratio for BLOK, currently valued at 1.14, compared to the broader market0.501.001.502.002.50
BLOK: 1.14
BITW: 1.21
The chart of Calmar ratio for BLOK, currently valued at 0.67, compared to the broader market0.002.004.006.008.0010.0012.00
BLOK: 0.67
BITW: 0.78
The chart of Martin ratio for BLOK, currently valued at 2.40, compared to the broader market0.0020.0040.0060.00
BLOK: 2.40
BITW: 3.69

The current BLOK Sharpe Ratio is 0.65, which is lower than the BITW Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of BLOK and BITW, 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 Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
0.65
1.10
BLOK
BITW

Dividends

BLOK vs. BITW - Dividend Comparison

BLOK's dividend yield for the trailing twelve months is around 6.44%, while BITW has not paid dividends to shareholders.


TTM2024202320222021202020192018
BLOK
Amplify Transformational Data Sharing ETF
6.44%6.00%1.15%0.00%14.31%1.88%2.05%1.30%
BITW
Bitwise 10 Crypto Index Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BLOK vs. BITW - Drawdown Comparison

The maximum BLOK drawdown since its inception was -73.33%, smaller than the maximum BITW drawdown of -96.46%. Use the drawdown chart below to compare losses from any high point for BLOK and BITW. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-21.91%
-59.93%
BLOK
BITW

Volatility

BLOK vs. BITW - Volatility Comparison

Amplify Transformational Data Sharing ETF (BLOK) has a higher volatility of 19.86% compared to Bitwise 10 Crypto Index Fund (BITW) at 18.83%. This indicates that BLOK's price experiences larger fluctuations and is considered to be riskier than BITW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%22.00%NovemberDecember2025FebruaryMarchApril
19.86%
18.83%
BLOK
BITW