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

Correlation

The correlation between BLOK and FIVG is 1.00, 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. FIVG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Transformational Data Sharing ETF (BLOK) and Defiance Next Gen Connectivity ETF (FIVG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

BLOK:

36.07%

FIVG:

10.97%

Max Drawdown

BLOK:

-0.17%

FIVG:

-0.37%

Current Drawdown

BLOK:

0.00%

FIVG:

-0.36%

Returns By Period


BLOK

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FIVG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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BLOK vs. FIVG - Expense Ratio Comparison

BLOK has a 0.71% expense ratio, which is higher than FIVG's 0.30% expense ratio.


Risk-Adjusted Performance

BLOK vs. FIVG — 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 8181
Overall Rank
The Sharpe Ratio Rank of BLOK is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of BLOK is 8383
Sortino Ratio Rank
The Omega Ratio Rank of BLOK is 7979
Omega Ratio Rank
The Calmar Ratio Rank of BLOK is 8383
Calmar Ratio Rank
The Martin Ratio Rank of BLOK is 7777
Martin Ratio Rank

FIVG
The Risk-Adjusted Performance Rank of FIVG is 6868
Overall Rank
The Sharpe Ratio Rank of FIVG is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of FIVG is 6868
Sortino Ratio Rank
The Omega Ratio Rank of FIVG is 6969
Omega Ratio Rank
The Calmar Ratio Rank of FIVG is 7272
Calmar Ratio Rank
The Martin Ratio Rank of FIVG is 6464
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. FIVG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Transformational Data Sharing ETF (BLOK) and Defiance Next Gen Connectivity ETF (FIVG). 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.



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Dividends

BLOK vs. FIVG - Dividend Comparison

BLOK's dividend yield for the trailing twelve months is around 5.97%, more than FIVG's 0.85% yield.


TTM2024202320222021202020192018
BLOK
Amplify Transformational Data Sharing ETF
5.97%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FIVG
Defiance Next Gen Connectivity ETF
0.85%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BLOK vs. FIVG - Drawdown Comparison

The maximum BLOK drawdown since its inception was -0.17%, smaller than the maximum FIVG drawdown of -0.37%. Use the drawdown chart below to compare losses from any high point for BLOK and FIVG. For additional features, visit the drawdowns tool.


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Volatility

BLOK vs. FIVG - Volatility Comparison


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