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

Correlation

The correlation between BLOK and BLCN is 0.70, 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.


-0.50.00.51.0
Correlation: 0.7

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%NovemberDecember2025FebruaryMarchApril
155.25%
-13.28%
BLOK
BLCN

Key characteristics

Sharpe Ratio

BLOK:

0.66

BLCN:

-0.50

Sortino Ratio

BLOK:

1.19

BLCN:

-0.49

Omega Ratio

BLOK:

1.14

BLCN:

0.94

Calmar Ratio

BLOK:

0.67

BLCN:

-0.32

Martin Ratio

BLOK:

2.39

BLCN:

-1.26

Ulcer Index

BLOK:

12.39%

BLCN:

17.20%

Daily Std Dev

BLOK:

44.97%

BLCN:

43.57%

Max Drawdown

BLOK:

-73.33%

BLCN:

-67.51%

Current Drawdown

BLOK:

-22.01%

BLCN:

-61.16%

Returns By Period

In the year-to-date period, BLOK achieves a -6.97% return, which is significantly higher than BLCN's -22.93% return.


BLOK

YTD

-6.97%

1M

8.95%

6M

1.79%

1Y

37.74%

5Y*

23.36%

10Y*

N/A

BLCN

YTD

-22.93%

1M

3.29%

6M

-23.53%

1Y

-19.40%

5Y*

-2.76%

10Y*

N/A

*Annualized

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.


Expense ratio chart for BLOK: current value is 0.71%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BLOK: 0.71%
Expense ratio chart for BLCN: current value is 0.68%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BLCN: 0.68%

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 6767
Overall Rank
The Sharpe Ratio Rank of BLOK is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of BLOK is 7272
Sortino Ratio Rank
The Omega Ratio Rank of BLOK is 6565
Omega Ratio Rank
The Calmar Ratio Rank of BLOK is 7070
Calmar Ratio Rank
The Martin Ratio Rank of BLOK is 6464
Martin Ratio Rank

BLCN
The Risk-Adjusted Performance Rank of BLCN is 55
Overall Rank
The Sharpe Ratio Rank of BLCN is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of BLCN is 55
Sortino Ratio Rank
The Omega Ratio Rank of BLCN is 66
Omega Ratio Rank
The Calmar Ratio Rank of BLCN is 55
Calmar Ratio Rank
The Martin Ratio Rank of BLCN is 33
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 chart of Sharpe ratio for BLOK, currently valued at 0.66, compared to the broader market-1.000.001.002.003.004.00
BLOK: 0.66
BLCN: -0.50
The chart of Sortino ratio for BLOK, currently valued at 1.19, compared to the broader market-2.000.002.004.006.008.00
BLOK: 1.19
BLCN: -0.49
The chart of Omega ratio for BLOK, currently valued at 1.14, compared to the broader market0.501.001.502.002.50
BLOK: 1.14
BLCN: 0.94
The chart of Calmar ratio for BLOK, currently valued at 0.67, compared to the broader market0.002.004.006.008.0010.0012.00
BLOK: 0.67
BLCN: -0.32
The chart of Martin ratio for BLOK, currently valued at 2.39, compared to the broader market0.0020.0040.0060.00
BLOK: 2.39
BLCN: -1.26

The current BLOK Sharpe Ratio is 0.66, which is higher than the BLCN Sharpe Ratio of -0.50. 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 Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.66
-0.50
BLOK
BLCN

Dividends

BLOK vs. BLCN - Dividend Comparison

BLOK's dividend yield for the trailing twelve months is around 6.45%, more than BLCN's 0.64% yield.


TTM2024202320222021202020192018
BLOK
Amplify Transformational Data Sharing ETF
6.45%6.00%1.15%0.00%14.31%1.88%2.06%1.30%
BLCN
Siren ETF Trust Siren Nasdaq NexGen Economy ETF
0.64%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. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-22.01%
-61.16%
BLOK
BLCN

Volatility

BLOK vs. BLCN - Volatility Comparison

Amplify Transformational Data Sharing ETF (BLOK) and Siren ETF Trust Siren Nasdaq NexGen Economy ETF (BLCN) have volatilities of 19.01% and 19.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%NovemberDecember2025FebruaryMarchApril
19.01%
19.61%
BLOK
BLCN