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

Correlation

The correlation between BLOK and BLCN is 0.69, 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. 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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Key characteristics

Sharpe Ratio

BLOK:

1.27

BLCN:

-0.37

Sortino Ratio

BLOK:

1.73

BLCN:

-0.36

Omega Ratio

BLOK:

1.21

BLCN:

0.96

Calmar Ratio

BLOK:

1.24

BLCN:

-0.28

Martin Ratio

BLOK:

4.12

BLCN:

-1.01

Ulcer Index

BLOK:

12.74%

BLCN:

18.95%

Daily Std Dev

BLOK:

45.82%

BLCN:

45.04%

Max Drawdown

BLOK:

-73.33%

BLCN:

-67.51%

Current Drawdown

BLOK:

-8.25%

BLCN:

-57.39%

Returns By Period

In the year-to-date period, BLOK achieves a 12.85% return, which is significantly higher than BLCN's -15.44% return.


BLOK

YTD

12.85%

1M

22.93%

6M

2.36%

1Y

52.91%

3Y*

35.06%

5Y*

26.23%

10Y*

N/A

BLCN

YTD

-15.44%

1M

10.61%

6M

-25.50%

1Y

-19.83%

3Y*

-7.95%

5Y*

-2.51%

10Y*

N/A

*Annualized

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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.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BLOK vs. BLCN — 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 8585
Overall Rank
The Sharpe Ratio Rank of BLOK is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BLOK is 8787
Sortino Ratio Rank
The Omega Ratio Rank of BLOK is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BLOK is 8686
Calmar Ratio Rank
The Martin Ratio Rank of BLOK is 8282
Martin Ratio Rank

BLCN
The Risk-Adjusted Performance Rank of BLCN is 77
Overall Rank
The Sharpe Ratio Rank of BLCN is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of BLCN is 77
Sortino Ratio Rank
The Omega Ratio Rank of BLCN is 88
Omega Ratio Rank
The Calmar Ratio Rank of BLCN is 66
Calmar Ratio Rank
The Martin Ratio Rank of BLCN is 55
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. BLCN - Risk-Adjusted Performance 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.


The current BLOK Sharpe Ratio is 1.27, which is higher than the BLCN Sharpe Ratio of -0.37. 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

BLOK vs. BLCN - Dividend Comparison

BLOK's dividend yield for the trailing twelve months is around 5.31%, more than BLCN's 0.58% yield.


TTM2024202320222021202020192018
BLOK
Amplify Transformational Data Sharing ETF
5.31%6.00%1.15%0.00%14.31%1.88%2.05%1.30%
BLCN
Siren ETF Trust Siren Nasdaq NexGen Economy ETF
0.58%0.67%0.54%1.28%0.56%0.58%1.45%1.15%

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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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BLOK vs. BLCN - Volatility Comparison

The current volatility for Amplify Transformational Data Sharing ETF (BLOK) is 12.36%, while Siren ETF Trust Siren Nasdaq NexGen Economy ETF (BLCN) has a volatility of 15.07%. This indicates that BLOK experiences smaller price fluctuations and is considered to be less risky than BLCN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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