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

Key characteristics


BLOKBKCH
YTD Return22.08%10.25%
1Y Return95.16%146.68%
Sharpe Ratio2.872.15
Daily Std Dev36.40%76.84%
Max Drawdown-73.33%-91.80%
Current Drawdown-33.16%-65.01%

Correlation

0.95
-1.001.00

The correlation between BLOK and BKCH is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

BLOK vs. BKCH - Performance Comparison

In the year-to-date period, BLOK achieves a 22.08% return, which is significantly higher than BKCH's 10.25% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-80.00%-60.00%-40.00%-20.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-3.12%
-40.47%
BLOK
BKCH

Compare stocks, funds, or ETFs


Amplify Transformational Data Sharing ETF

Global X Blockchain ETF

BLOK vs. BKCH - Expense Ratio Comparison

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

BLOK
Amplify Transformational Data Sharing ETF
0.50%1.00%1.50%2.00%0.71%
0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BLOK
Amplify Transformational Data Sharing ETF
2.87
BKCH
Global X Blockchain ETF
2.15

BLOK vs. BKCH - Sharpe Ratio Comparison

The current BLOK Sharpe Ratio is 2.87, which is higher than the BKCH Sharpe Ratio of 2.15. The chart below compares the 12-month rolling Sharpe Ratio of BLOK and BKCH.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00OctoberNovemberDecember2024FebruaryMarch
2.87
2.15
BLOK
BKCH

Dividends

BLOK vs. BKCH - Dividend Comparison

BLOK's dividend yield for the trailing twelve months is around 0.94%, less than BKCH's 2.12% yield.


TTM202320222021202020192018
BLOK
Amplify Transformational Data Sharing ETF
0.94%1.15%0.00%14.31%1.88%2.06%1.30%
BKCH
Global X Blockchain ETF
2.12%2.33%1.29%4.28%0.00%0.00%0.00%

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%. The drawdown chart below compares losses from any high point along the way for BLOK and BKCH


-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%OctoberNovemberDecember2024FebruaryMarch
-33.16%
-65.01%
BLOK
BKCH

Volatility

BLOK vs. BKCH - Volatility Comparison

The current volatility for Amplify Transformational Data Sharing ETF (BLOK) is 11.38%, while Global X Blockchain ETF (BKCH) has a volatility of 25.54%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%OctoberNovemberDecember2024FebruaryMarch
11.38%
25.54%
BLOK
BKCH