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BLOK vs. BLCN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BLOK vs. BLCN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Transformational Data Sharing ETF (BLOK) and Siren ETF Trust Siren Nasdaq NexGen Economy ETF (BLCN). The values are adjusted to include any dividend payments, if applicable.

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BLOK vs. BLCN - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BLOK
Amplify Transformational Data Sharing ETF
-12.20%32.64%53.12%99.62%-62.36%30.76%90.17%29.54%-25.97%
BLCN
Siren ETF Trust Siren Nasdaq NexGen Economy ETF
-11.69%-3.69%5.62%21.09%-51.76%4.86%60.60%33.94%-19.15%

Returns By Period

The year-to-date returns for both investments are quite close, with BLOK having a -12.20% return and BLCN slightly higher at -11.69%.


BLOK

1D
0.28%
1M
-8.06%
YTD
-12.20%
6M
-25.52%
1Y
32.40%
3Y*
40.64%
5Y*
1.56%
10Y*

BLCN

1D
0.76%
1M
-6.50%
YTD
-11.69%
6M
-22.06%
1Y
13.51%
3Y*
0.94%
5Y*
-14.37%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BLOK vs. BLCN - Expense Ratio Comparison

BLOK has a 0.71% expense ratio, which is higher than BLCN's 0.68% expense ratio.


Return for Risk

BLOK vs. BLCN — Risk / Return Rank

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

BLOK
BLOK Risk / Return Rank: 3838
Overall Rank
BLOK Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
BLOK Sortino Ratio Rank: 4545
Sortino Ratio Rank
BLOK Omega Ratio Rank: 3838
Omega Ratio Rank
BLOK Calmar Ratio Rank: 3838
Calmar Ratio Rank
BLOK Martin Ratio Rank: 2929
Martin Ratio Rank

BLCN
BLCN Risk / Return Rank: 2222
Overall Rank
BLCN Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
BLCN Sortino Ratio Rank: 2525
Sortino Ratio Rank
BLCN Omega Ratio Rank: 2323
Omega Ratio Rank
BLCN Calmar Ratio Rank: 2222
Calmar Ratio Rank
BLCN Martin Ratio Rank: 2020
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BLOK vs. BLCN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Transformational Data Sharing ETF (BLOK) and Siren ETF Trust Siren Nasdaq NexGen Economy ETF (BLCN). 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.


BLOKBLCNDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.34

+0.43

Sortino ratio

Return per unit of downside risk

1.31

0.78

+0.53

Omega ratio

Gain probability vs. loss probability

1.16

1.09

+0.06

Calmar ratio

Return relative to maximum drawdown

1.02

0.47

+0.55

Martin ratio

Return relative to average drawdown

2.49

1.14

+1.35

BLOK vs. BLCN - Sharpe Ratio Comparison

The current BLOK Sharpe Ratio is 0.77, which is higher than the BLCN Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of BLOK and BLCN, 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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Sharpe Ratios by Period


BLOKBLCNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.34

+0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

-0.42

+0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

-0.02

+0.41

Correlation

The correlation between BLOK and BLCN is 0.78, 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.


Dividends

BLOK vs. BLCN - Dividend Comparison

BLOK's dividend yield for the trailing twelve months is around 0.82%, less than BLCN's 3.41% yield.


TTM20252024202320222021202020192018
BLOK
Amplify Transformational Data Sharing ETF
0.82%0.72%6.00%1.15%0.00%14.31%1.88%2.05%1.30%
BLCN
Siren ETF Trust Siren Nasdaq NexGen Economy ETF
3.41%3.01%0.67%0.54%1.28%0.56%0.58%1.45%1.16%

Drawdowns

BLOK vs. BLCN - Drawdown Comparison

The maximum BLOK drawdown since its inception was -73.33%, which is greater than BLCN's maximum drawdown of -67.51%. Use the drawdown chart below to compare losses from any high point for BLOK and BLCN.


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Drawdown Indicators


BLOKBLCNDifference

Max Drawdown

Largest peak-to-trough decline

-73.33%

-67.51%

-5.82%

Max Drawdown (1Y)

Largest decline over 1 year

-35.64%

-29.53%

-6.11%

Max Drawdown (5Y)

Largest decline over 5 years

-73.33%

-67.51%

-5.82%

Current Drawdown

Current decline from peak

-32.12%

-57.14%

+25.02%

Average Drawdown

Average peak-to-trough decline

-26.27%

-29.87%

+3.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.58%

12.25%

+2.33%

Volatility

BLOK vs. BLCN - Volatility Comparison

Amplify Transformational Data Sharing ETF (BLOK) has a higher volatility of 13.29% compared to Siren ETF Trust Siren Nasdaq NexGen Economy ETF (BLCN) at 12.51%. This indicates that BLOK's price experiences larger fluctuations and is considered to be riskier than BLCN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BLOKBLCNDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.29%

12.51%

+0.78%

Volatility (6M)

Calculated over the trailing 6-month period

31.07%

26.28%

+4.79%

Volatility (1Y)

Calculated over the trailing 1-year period

42.46%

39.96%

+2.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.92%

34.08%

+8.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.05%

30.88%

+8.17%