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BLOK vs. STHH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BLOK vs. STHH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Transformational Data Sharing ETF (BLOK) and STMicroelectronics NV ADRhedged (STHH). 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 lower than STHH's 209.56% return.


BLOK

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

STHH

1D
0.46%
1M
45.30%
YTD
209.56%
6M
210.55%
1Y
209.77%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BLOK vs. STHH - Yearly Performance Comparison


Correlation

The correlation between BLOK and STHH is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.43

Correlation (All Time)
Calculated using the full available price history since Apr 24, 2025

0.44

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Return for Risk

BLOK vs. STHH — 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

STHH
STHH Risk / Return Rank: 8989
Overall Rank
STHH Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
STHH Sortino Ratio Rank: 9090
Sortino Ratio Rank
STHH Omega Ratio Rank: 9191
Omega Ratio Rank
STHH Calmar Ratio Rank: 9292
Calmar Ratio Rank
STHH Martin Ratio Rank: 7575
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. STHH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Transformational Data Sharing ETF (BLOK) and STMicroelectronics NV ADRhedged (STHH). 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.


BLOKSTHHDifference
Sharpe ratioReturn per unit of total volatility

-3.38

Sortino ratioReturn per unit of downside risk

-2.91

Omega ratioGain probability vs. loss probability

1.16

1.60

-0.44

Calmar ratioReturn relative to maximum drawdown

0.87

6.23

-5.36

Martin ratioReturn relative to average drawdown

1.90

14.15

-12.25

BLOK vs. STHH - Sharpe Ratio Comparison

The current BLOK Sharpe Ratio is 0.81, which is lower than the STHH Sharpe Ratio of 4.20. The chart below compares the historical Sharpe Ratios of BLOK and STHH, 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


BLOKSTHHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

4.20

-3.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

4.44

-3.96

Drawdowns

BLOK vs. STHH - Drawdown Comparison

The maximum BLOK drawdown since its inception was -73.33%, which is greater than STHH's maximum drawdown of -33.89%. Use the drawdown chart below to compare losses from any high point for BLOK and STHH.


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Drawdown Indicators


BLOKSTHHDifference

Max Drawdown

Largest peak-to-trough decline

-73.33%

-33.89%

-39.44%

Max Drawdown (1Y)

Largest decline over 1 year

-35.64%

-33.89%

-1.75%

Max Drawdown (3Y)

Largest decline over 3 years

-35.64%

Max Drawdown (5Y)

Largest decline over 5 years

-73.33%

Current Drawdown

Current decline from peak

-10.16%

0.00%

-10.16%

Average Drawdown

Average peak-to-trough decline

-26.08%

-10.46%

-15.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.23%

14.90%

+1.33%

Volatility

BLOK vs. STHH - Volatility Comparison

The current volatility for Amplify Transformational Data Sharing ETF (BLOK) is 10.59%, while STMicroelectronics NV ADRhedged (STHH) has a volatility of 20.33%. This indicates that BLOK experiences smaller price fluctuations and is considered to be less risky than STHH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BLOKSTHHDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.59%

20.33%

-9.74%

Volatility (6M)

Calculated over the trailing 6-month period

28.55%

36.77%

-8.22%

Volatility (1Y)

Calculated over the trailing 1-year period

38.29%

50.39%

-12.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.36%

49.44%

-7.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.97%

49.44%

-10.47%

BLOK vs. STHH - Expense Ratio Comparison

BLOK has a 0.71% expense ratio, which is higher than STHH's 0.19% expense ratio.


Dividends

BLOK vs. STHH - Dividend Comparison

BLOK's dividend yield for the trailing twelve months is around 0.62%, more than STHH's 0.55% yield.


PositionTTM20252024202320222021202020192018
BLOK
Amplify Transformational Data Sharing ETF
0.62%0.72%6.00%1.15%0.00%14.31%1.88%2.05%1.30%
STHH
STMicroelectronics NV ADRhedged
0.55%0.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


BLOK and STHH have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

STHH has higher volatility (20.33%) compared to BLOK (10.59%). In terms of maximum drawdown, BLOK dropped -73.33% vs STHH's -33.89%.

On 1-year performance, STHH leads with 209.77% vs 30.79% for BLOK. On fees, STHH is cheaper at 0.19% 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 1-year period, STHH has performed better with a 209.77% return vs 30.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

STHH is cheaper with a 0.19% expense ratio, compared with 0.71% for BLOK.

BLOK has the higher dividend yield at 0.62%, compared with 0.55% for STHH.

They also come from different issuers: Amplify and ADRhedged. Their fees differ too: 0.71% for BLOK and 0.19% for STHH.

STHH currently has the higher Sharpe Ratio (4.20 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 STHH

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