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

Correlation

The correlation between BLOK and LEGR is 0.68, 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.


-0.50.00.51.00.7

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.

50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
178.41%
77.92%
BLOK
LEGR

Key characteristics

Sharpe Ratio

BLOK:

1.66

LEGR:

1.45

Sortino Ratio

BLOK:

2.33

LEGR:

2.05

Omega Ratio

BLOK:

1.27

LEGR:

1.25

Calmar Ratio

BLOK:

1.28

LEGR:

2.71

Martin Ratio

BLOK:

7.31

LEGR:

9.77

Ulcer Index

BLOK:

9.12%

LEGR:

2.01%

Daily Std Dev

BLOK:

40.13%

LEGR:

13.50%

Max Drawdown

BLOK:

-73.33%

LEGR:

-36.12%

Current Drawdown

BLOK:

-12.03%

LEGR:

-3.34%

Returns By Period

In the year-to-date period, BLOK achieves a 60.67% return, which is significantly higher than LEGR's 16.24% return.


BLOK

YTD

60.67%

1M

-2.32%

6M

35.67%

1Y

61.01%

5Y*

24.65%

10Y*

N/A

LEGR

YTD

16.24%

1M

-0.09%

6M

9.01%

1Y

17.51%

5Y*

10.14%

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. LEGR - Expense Ratio Comparison

BLOK has a 0.71% expense ratio, which is higher than LEGR's 0.65% 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 LEGR: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for BLOK, currently valued at 1.66, compared to the broader market0.002.004.001.661.45
The chart of Sortino ratio for BLOK, currently valued at 2.33, compared to the broader market-2.000.002.004.006.008.0010.002.332.05
The chart of Omega ratio for BLOK, currently valued at 1.27, compared to the broader market0.501.001.502.002.503.001.271.25
The chart of Calmar ratio for BLOK, currently valued at 1.28, compared to the broader market0.005.0010.0015.001.282.71
The chart of Martin ratio for BLOK, currently valued at 7.31, compared to the broader market0.0020.0040.0060.0080.00100.007.319.77
BLOK
LEGR

The current BLOK Sharpe Ratio is 1.66, which is comparable to the LEGR Sharpe Ratio of 1.45. 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.66
1.45
BLOK
LEGR

Dividends

BLOK vs. LEGR - Dividend Comparison

BLOK's dividend yield for the trailing twelve months is around 0.72%, less than LEGR's 2.28% yield.


TTM202320222021202020192018
BLOK
Amplify Transformational Data Sharing ETF
0.72%1.15%0.00%14.31%1.88%2.05%1.30%
LEGR
First Trust Indxx Innovative Transaction & Process ETF
1.91%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.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.03%
-3.34%
BLOK
LEGR

Volatility

BLOK vs. LEGR - Volatility Comparison

Amplify Transformational Data Sharing ETF (BLOK) has a higher volatility of 14.17% compared to First Trust Indxx Innovative Transaction & Process ETF (LEGR) at 2.96%. 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.


5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
14.17%
2.96%
BLOK
LEGR
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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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