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

Correlation

The correlation between BLOK and BLCN is 0.80, 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.


-0.50.00.51.00.8

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.

0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
187.92%
16.65%
BLOK
BLCN

Key characteristics

Sharpe Ratio

BLOK:

1.66

BLCN:

0.36

Sortino Ratio

BLOK:

2.33

BLCN:

0.78

Omega Ratio

BLOK:

1.27

BLCN:

1.09

Calmar Ratio

BLOK:

1.28

BLCN:

0.24

Martin Ratio

BLOK:

7.31

BLCN:

1.63

Ulcer Index

BLOK:

9.12%

BLCN:

8.50%

Daily Std Dev

BLOK:

40.13%

BLCN:

38.95%

Max Drawdown

BLOK:

-73.33%

BLCN:

-64.38%

Current Drawdown

BLOK:

-12.03%

BLCN:

-47.76%

Returns By Period

In the year-to-date period, BLOK achieves a 60.67% return, which is significantly higher than BLCN's 9.49% return.


BLOK

YTD

60.67%

1M

-2.32%

6M

35.67%

1Y

61.01%

5Y*

24.65%

10Y*

N/A

BLCN

YTD

9.49%

1M

-6.74%

6M

2.23%

1Y

11.57%

5Y*

1.39%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BLOK vs. BLCN - Expense Ratio Comparison

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


BLOK
Amplify Transformational Data Sharing ETF
Expense ratio chart for BLOK: current value at 0.71% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.71%
Expense ratio chart for BLCN: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for BLOK, currently valued at 1.66, compared to the broader market0.002.004.001.660.36
The chart of Sortino ratio for BLOK, currently valued at 2.33, compared to the broader market-2.000.002.004.006.008.0010.002.330.78
The chart of Omega ratio for BLOK, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.09
The chart of Calmar ratio for BLOK, currently valued at 1.28, compared to the broader market0.005.0010.0015.001.280.24
The chart of Martin ratio for BLOK, currently valued at 7.31, compared to the broader market0.0020.0040.0060.0080.00100.007.311.63
BLOK
BLCN

The current BLOK Sharpe Ratio is 1.66, which is higher than the BLCN Sharpe Ratio of 0.36. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.66
0.36
BLOK
BLCN

Dividends

BLOK vs. BLCN - Dividend Comparison

BLOK's dividend yield for the trailing twelve months is around 0.72%, more than BLCN's 0.67% yield.


TTM202320222021202020192018
BLOK
Amplify Transformational Data Sharing ETF
0.72%1.15%0.00%14.31%1.88%2.05%1.30%
BLCN
Siren ETF Trust Siren Nasdaq NexGen Economy ETF
0.65%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 -64.38%. Use the drawdown chart below to compare losses from any high point for BLOK and BLCN. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.03%
-47.76%
BLOK
BLCN

Volatility

BLOK vs. BLCN - Volatility Comparison

Amplify Transformational Data Sharing ETF (BLOK) has a higher volatility of 14.17% compared to Siren ETF Trust Siren Nasdaq NexGen Economy ETF (BLCN) at 11.89%. 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.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JulyAugustSeptemberOctoberNovemberDecember
14.17%
11.89%
BLOK
BLCN
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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