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BLOK vs. SSRM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BLOK vs. SSRM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Blockchain Technology ETF (BLOK) and SSR Mining Inc. (SSRM). 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 12.57% return, which is significantly lower than SSRM's 24.22% return.


BLOK

1D
1.33%
1M
-0.28%
YTD
12.57%
6M
5.60%
1Y
24.42%
3Y*
50.68%
5Y*
11.50%
10Y*

SSRM

1D
3.46%
1M
-21.64%
YTD
24.22%
6M
22.60%
1Y
119.07%
3Y*
25.15%
5Y*
9.84%
10Y*
9.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BLOK vs. SSRM - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BLOK
Amplify Blockchain Technology ETF
12.57%32.64%53.12%99.62%-62.36%30.76%90.17%29.54%-25.38%
SSRM
SSR Mining Inc.
24.22%214.94%-35.32%-29.94%-10.02%-10.90%4.41%59.31%30.70%

Correlation

The correlation between BLOK and SSRM is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.25

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

0.25

Correlation (All Time)
Calculated using the full available price history since Jan 17, 2018

0.19

The correlation between BLOK and SSRM shifts across timeframes, from 0.19 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

BLOK vs. SSRM — Risk / Return Rank

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

BLOK
BLOK Risk / Return Rank: 2020
Overall Rank
BLOK Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
BLOK Sortino Ratio Rank: 2222
Sortino Ratio Rank
BLOK Omega Ratio Rank: 2222
Omega Ratio Rank
BLOK Calmar Ratio Rank: 1919
Calmar Ratio Rank
BLOK Martin Ratio Rank: 1717
Martin Ratio Rank

SSRM
SSRM Risk / Return Rank: 8686
Overall Rank
SSRM Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SSRM Sortino Ratio Rank: 8282
Sortino Ratio Rank
SSRM Omega Ratio Rank: 8282
Omega Ratio Rank
SSRM Calmar Ratio Rank: 8888
Calmar Ratio Rank
SSRM Martin Ratio Rank: 8888
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. SSRM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Blockchain Technology ETF (BLOK) and SSR Mining Inc. (SSRM). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BLOKSSRMDifference
Sharpe ratioReturn per unit of total volatility

-1.17

Sortino ratioReturn per unit of downside risk

-1.28

Omega ratioGain probability vs. loss probability

1.13

1.30

-0.17

Calmar ratioReturn relative to maximum drawdown

0.69

3.83

-3.14

Martin ratioReturn relative to average drawdown

1.49

9.89

-8.40

BLOK vs. SSRM - Sharpe Ratio Comparison

The current BLOK Sharpe Ratio is 0.63, which is lower than the SSRM Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of BLOK and SSRM, 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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Drawdowns

BLOK vs. SSRM - Drawdown Comparison

The maximum BLOK drawdown since its inception was -73.33%, smaller than the maximum SSRM drawdown of -91.68%. Use the drawdown chart below to compare losses from any high point for BLOK and SSRM.


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Drawdown Indicators


BLOKSSRMDifference

Max Drawdown

Largest peak-to-trough decline

-73.33%

-91.68%

+18.35%

Max Drawdown (1Y)

Largest decline over 1 year

-35.64%

-31.28%

-4.36%

Max Drawdown (3Y)

Largest decline over 3 years

-35.64%

-73.41%

+37.77%

Max Drawdown (5Y)

Largest decline over 5 years

-73.33%

-83.16%

+9.83%

Max Drawdown (10Y)

Largest decline over 10 years

-83.16%

Current Drawdown

Current decline from peak

-12.97%

-37.45%

+24.48%

Average Drawdown

Average peak-to-trough decline

-26.03%

-57.15%

+31.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.41%

12.09%

+4.32%

Volatility

BLOK vs. SSRM - Volatility Comparison

The current volatility for Amplify Blockchain Technology ETF (BLOK) is 13.34%, while SSR Mining Inc. (SSRM) has a volatility of 19.31%. This indicates that BLOK experiences smaller price fluctuations and is considered to be less risky than SSRM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BLOKSSRMDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.34%

19.31%

-5.97%

Volatility (6M)

Calculated over the trailing 6-month period

30.02%

54.27%

-24.25%

Volatility (1Y)

Calculated over the trailing 1-year period

39.18%

66.63%

-27.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.53%

55.93%

-13.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.05%

52.96%

-13.91%

Dividends

BLOK vs. SSRM - Dividend Comparison

BLOK's dividend yield for the trailing twelve months is around 0.64%, while SSRM has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
BLOK
Amplify Blockchain Technology ETF
0.64%0.72%6.00%1.15%0.00%14.31%1.88%2.05%1.30%
SSRM
SSR Mining Inc.
0.00%0.00%0.00%2.60%1.79%1.13%0.00%0.00%0.00%

Frequently Asked Questions


BLOK and SSRM have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SSRM has higher volatility (19.31%) compared to BLOK (13.34%). In terms of maximum drawdown, BLOK dropped -73.33% vs SSRM's -91.68%.

SSRM currently has the higher Sharpe Ratio (1.80 vs 0.63), 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

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