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

Correlation

The correlation between BLOK and LEGR 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. LEGR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Transformational Data Sharing ETF (BLOK) and First Trust Indxx Innovative Transaction & Process ETF (LEGR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BLOK:

0.96

LEGR:

1.06

Sortino Ratio

BLOK:

1.50

LEGR:

1.55

Omega Ratio

BLOK:

1.18

LEGR:

1.22

Calmar Ratio

BLOK:

0.98

LEGR:

1.28

Martin Ratio

BLOK:

3.29

LEGR:

6.30

Ulcer Index

BLOK:

12.69%

LEGR:

2.91%

Daily Std Dev

BLOK:

44.82%

LEGR:

16.91%

Max Drawdown

BLOK:

-73.33%

LEGR:

-36.12%

Current Drawdown

BLOK:

-15.83%

LEGR:

-0.18%

Returns By Period

In the year-to-date period, BLOK achieves a 0.39% return, which is significantly lower than LEGR's 8.04% return.


BLOK

YTD

0.39%

1M

24.85%

6M

0.76%

1Y

46.60%

5Y*

23.91%

10Y*

N/A

LEGR

YTD

8.04%

1M

10.50%

6M

6.20%

1Y

17.40%

5Y*

15.59%

10Y*

N/A

*Annualized

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BLOK vs. LEGR - Expense Ratio Comparison

BLOK has a 0.71% expense ratio, which is higher than LEGR's 0.65% expense ratio.


Risk-Adjusted Performance

BLOK vs. LEGR — 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

LEGR
The Risk-Adjusted Performance Rank of LEGR is 8686
Overall Rank
The Sharpe Ratio Rank of LEGR is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of LEGR is 8484
Sortino Ratio Rank
The Omega Ratio Rank of LEGR is 8484
Omega Ratio Rank
The Calmar Ratio Rank of LEGR is 8787
Calmar Ratio Rank
The Martin Ratio Rank of LEGR is 8989
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. LEGR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Transformational Data Sharing ETF (BLOK) and First Trust Indxx Innovative Transaction & Process ETF (LEGR). 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 0.96, which is comparable to the LEGR Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of BLOK and LEGR, 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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Dividends

BLOK vs. LEGR - Dividend Comparison

BLOK's dividend yield for the trailing twelve months is around 5.97%, more than LEGR's 2.29% yield.


TTM2024202320222021202020192018
BLOK
Amplify Transformational Data Sharing ETF
5.97%6.00%1.15%0.00%14.31%1.88%2.05%1.30%
LEGR
First Trust Indxx Innovative Transaction & Process ETF
2.29%2.40%2.56%2.64%1.80%0.95%2.04%1.30%

Drawdowns

BLOK vs. LEGR - Drawdown Comparison

The maximum BLOK drawdown since its inception was -73.33%, which is greater than LEGR's maximum drawdown of -36.12%. Use the drawdown chart below to compare losses from any high point for BLOK and LEGR. For additional features, visit the drawdowns tool.


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Volatility

BLOK vs. LEGR - Volatility Comparison

Amplify Transformational Data Sharing ETF (BLOK) has a higher volatility of 11.19% compared to First Trust Indxx Innovative Transaction & Process ETF (LEGR) at 4.05%. This indicates that BLOK's price experiences larger fluctuations and is considered to be riskier than LEGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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