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BLOK vs. SILJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BLOK vs. SILJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Transformational Data Sharing ETF (BLOK) and Amplify Junior Silver Miners ETF (SILJ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BLOK achieves a 16.21% return, which is significantly higher than SILJ's 6.61% return.


BLOK

1D
-2.62%
1M
7.72%
YTD
16.21%
6M
7.24%
1Y
30.79%
3Y*
51.34%
5Y*
11.96%
10Y*

SILJ

1D
-5.24%
1M
2.57%
YTD
6.61%
6M
16.40%
1Y
111.95%
3Y*
47.77%
5Y*
13.13%
10Y*
10.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BLOK vs. SILJ - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BLOK
Amplify Transformational Data Sharing ETF
16.21%32.64%53.12%99.62%-62.36%30.76%90.17%29.54%-25.97%
SILJ
Amplify Junior Silver Miners ETF
6.61%183.89%6.39%-5.21%-15.42%-23.21%33.00%57.06%-32.64%

Correlation

The correlation between BLOK and SILJ is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.34

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Jan 18, 2018

0.31

BLOK vs. SILJ - Sectors Allocation Comparison


Sectors
BLOK
SILJ

Financial Services

55.3%
0.3%

Technology

31.8%

-

Consumer Cyclical

6.7%

-

Communication Services

5.2%
0.0%

Industrials

1.0%

-

Real Estate

0.0%

-

Basic Materials

-

99.8%

Consumer Defensive

-

0.2%

Energy

-

-

Healthcare

-

-

Utilities

-

-

Financial Services

BLOK
55.3%
SILJ
0.3%

Technology

BLOK
31.8%
SILJ

-

Consumer Cyclical

BLOK
6.7%
SILJ

-

Communication Services

BLOK
5.2%
SILJ
0.0%

Industrials

BLOK
1.0%
SILJ

-

Real Estate

BLOK
0.0%
SILJ

-

Basic Materials

BLOK

-

SILJ
99.8%

Consumer Defensive

BLOK

-

SILJ
0.2%

Energy

BLOK

-

SILJ

-

Healthcare

BLOK

-

SILJ

-

Utilities

BLOK

-

SILJ

-

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Return for Risk

BLOK vs. SILJ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BLOK
BLOK Risk / Return Rank: 2121
Overall Rank
BLOK Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
BLOK Sortino Ratio Rank: 2323
Sortino Ratio Rank
BLOK Omega Ratio Rank: 2323
Omega Ratio Rank
BLOK Calmar Ratio Rank: 2020
Calmar Ratio Rank
BLOK Martin Ratio Rank: 1818
Martin Ratio Rank

SILJ
SILJ Risk / Return Rank: 5454
Overall Rank
SILJ Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SILJ Sortino Ratio Rank: 4646
Sortino Ratio Rank
SILJ Omega Ratio Rank: 5151
Omega Ratio Rank
SILJ Calmar Ratio Rank: 6464
Calmar Ratio Rank
SILJ Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BLOK vs. SILJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Transformational Data Sharing ETF (BLOK) and Amplify Junior Silver Miners ETF (SILJ). 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.


BLOKSILJDifference

Sharpe ratio

Return per unit of total volatility

0.81

2.05

-1.24

Sortino ratio

Return per unit of downside risk

1.30

2.35

-1.06

Omega ratio

Gain probability vs. loss probability

1.16

1.32

-0.16

Calmar ratio

Return relative to maximum drawdown

0.87

3.24

-2.38

Martin ratio

Return relative to average drawdown

1.90

7.99

-6.09

BLOK vs. SILJ - Sharpe Ratio Comparison

The current BLOK Sharpe Ratio is 0.81, which is lower than the SILJ Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of BLOK and SILJ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BLOKSILJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

2.05

-1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.30

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.09

+0.40

Drawdowns

BLOK vs. SILJ - Drawdown Comparison

The maximum BLOK drawdown since its inception was -73.33%, smaller than the maximum SILJ drawdown of -79.04%. Use the drawdown chart below to compare losses from any high point for BLOK and SILJ.


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Drawdown Indicators


BLOKSILJDifference

Max Drawdown

Largest peak-to-trough decline

-73.33%

-79.04%

+5.71%

Max Drawdown (1Y)

Largest decline over 1 year

-35.64%

-34.71%

-0.93%

Max Drawdown (3Y)

Largest decline over 3 years

-35.64%

-34.71%

-0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-73.33%

-55.47%

-17.86%

Max Drawdown (10Y)

Largest decline over 10 years

-70.06%

Current Drawdown

Current decline from peak

-10.16%

-26.80%

+16.64%

Average Drawdown

Average peak-to-trough decline

-26.08%

-41.43%

+15.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.23%

14.06%

+2.17%

Volatility

BLOK vs. SILJ - Volatility Comparison

The current volatility for Amplify Transformational Data Sharing ETF (BLOK) is 10.59%, while Amplify Junior Silver Miners ETF (SILJ) has a volatility of 18.69%. This indicates that BLOK experiences smaller price fluctuations and is considered to be less risky than SILJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BLOKSILJDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.59%

18.69%

-8.10%

Volatility (6M)

Calculated over the trailing 6-month period

28.55%

45.24%

-16.69%

Volatility (1Y)

Calculated over the trailing 1-year period

38.29%

54.90%

-16.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.36%

44.35%

-1.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.97%

46.24%

-7.27%

BLOK vs. SILJ - Expense Ratio Comparison

BLOK has a 0.71% expense ratio, which is higher than SILJ's 0.69% expense ratio.


Dividends

BLOK vs. SILJ - Dividend Comparison

BLOK's dividend yield for the trailing twelve months is around 0.62%, less than SILJ's 1.88% yield.


PositionTTM20252024202320222021202020192018201720162015
BLOK
Amplify Transformational Data Sharing ETF
0.62%0.72%6.00%1.15%0.00%14.31%1.88%2.05%1.30%0.00%0.00%0.00%
SILJ
Amplify Junior Silver Miners ETF
1.88%2.00%7.26%0.01%0.05%0.36%1.23%1.45%1.66%0.00%0.52%2.46%

Frequently Asked Questions


BLOK and SILJ have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SILJ has higher volatility (18.69%) compared to BLOK (10.59%). In terms of maximum drawdown, BLOK dropped -73.33% vs SILJ's -79.04%.

On 5-year performance, SILJ leads with 13.13% vs 11.96% for BLOK. On fees, SILJ is cheaper at 0.69% per year. On volatility, BLOK has been the lower-risk option at 10.59%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SILJ has performed better with a 13.13% return vs 11.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SILJ is cheaper with a 0.69% expense ratio, compared with 0.71% for BLOK.

SILJ has the higher dividend yield at 1.88%, compared with 0.62% for BLOK.

BLOK is categorized as Technology Equities, while SILJ is Silver. Their fees differ too: 0.71% for BLOK and 0.69% for SILJ.

SILJ currently has the higher Sharpe Ratio (2.05 vs 0.81), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BLOK and SILJ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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