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

Correlation

The correlation between BLOK and BKCH is 0.60, 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. BKCH - Performance Comparison

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

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Key characteristics

Sharpe Ratio

BLOK:

1.16

BKCH:

0.18

Sortino Ratio

BLOK:

1.63

BKCH:

0.71

Omega Ratio

BLOK:

1.20

BKCH:

1.08

Calmar Ratio

BLOK:

1.11

BKCH:

0.10

Martin Ratio

BLOK:

3.74

BKCH:

0.27

Ulcer Index

BLOK:

12.70%

BKCH:

28.40%

Daily Std Dev

BLOK:

44.94%

BKCH:

76.15%

Max Drawdown

BLOK:

-73.33%

BKCH:

-91.80%

Current Drawdown

BLOK:

-12.98%

BKCH:

-69.16%

Returns By Period

In the year-to-date period, BLOK achieves a 3.80% return, which is significantly higher than BKCH's -18.21% return.


BLOK

YTD

3.80%

1M

23.67%

6M

-4.28%

1Y

51.57%

5Y*

24.82%

10Y*

N/A

BKCH

YTD

-18.21%

1M

26.20%

6M

-38.61%

1Y

13.49%

5Y*

N/A

10Y*

N/A

*Annualized

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BLOK vs. BKCH - Expense Ratio Comparison

BLOK has a 0.71% expense ratio, which is higher than BKCH's 0.50% expense ratio.


Risk-Adjusted Performance

BLOK vs. BKCH — 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 8484
Overall Rank
The Sharpe Ratio Rank of BLOK is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of BLOK is 8585
Sortino Ratio Rank
The Omega Ratio Rank of BLOK is 8282
Omega Ratio Rank
The Calmar Ratio Rank of BLOK is 8585
Calmar Ratio Rank
The Martin Ratio Rank of BLOK is 8080
Martin Ratio Rank

BKCH
The Risk-Adjusted Performance Rank of BKCH is 3636
Overall Rank
The Sharpe Ratio Rank of BKCH is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of BKCH is 5252
Sortino Ratio Rank
The Omega Ratio Rank of BKCH is 4545
Omega Ratio Rank
The Calmar Ratio Rank of BKCH is 2727
Calmar Ratio Rank
The Martin Ratio Rank of BKCH is 2424
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. BKCH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Transformational Data Sharing ETF (BLOK) and Global X Blockchain ETF (BKCH). 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 1.16, which is higher than the BKCH Sharpe Ratio of 0.18. The chart below compares the historical Sharpe Ratios of BLOK and BKCH, 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. BKCH - Dividend Comparison

Neither BLOK nor BKCH has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BLOK vs. BKCH - Drawdown Comparison

The maximum BLOK drawdown since its inception was -73.33%, smaller than the maximum BKCH drawdown of -91.80%. Use the drawdown chart below to compare losses from any high point for BLOK and BKCH. For additional features, visit the drawdowns tool.


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Volatility

BLOK vs. BKCH - Volatility Comparison

The current volatility for Amplify Transformational Data Sharing ETF (BLOK) is 9.40%, while Global X Blockchain ETF (BKCH) has a volatility of 16.07%. This indicates that BLOK experiences smaller price fluctuations and is considered to be less risky than BKCH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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