BLOK vs. WULF

Last updated Apr 2, 2026

Compare and contrast key facts about Amplify Transformational Data Sharing ETF (BLOK) and TeraWulf Inc. (WULF).

BLOK is an actively managed fund by Amplify. It was launched on Jan 16, 2018.

Performance

BLOK vs. WULF - Performance Comparison

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

BLOK vs. WULF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
BLOK Amplify Transformational Data Sharing ETF	-12.20%	32.64%	53.12%	99.62%	-62.36%	30.76%	90.17%	29.54%	-25.97%
WULF TeraWulf Inc.	26.02%	103.00%	135.83%	260.58%	-95.58%	77.08%	86.34%	-36.55%	9.51%

Returns By Period

In the year-to-date period, BLOK achieves a -12.20% return, which is significantly lower than WULF's 26.02% return.

BLOK

• 1D: 0.28%
• 1M: -8.06%
• YTD: -12.20%
• 6M: -25.52%
• 1Y: 32.40%
• 3Y*: 40.64%
• 5Y*: 1.56%
• 10Y*: —

WULF

• 1D: 0.35%
• 1M: -9.61%
• YTD: 26.02%
• 6M: 26.24%
• 1Y: 402.78%
• 3Y*: 149.01%
• 5Y*: 10.10%
• 10Y*: 3.71%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BLOK vs. WULF — Risk / Return Rank

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

BLOK

BLOK Risk / Return Rank: 38
BLOK Sharpe Ratio Rank: 39
BLOK Sortino Ratio Rank: 45
BLOK Omega Ratio Rank: 38
BLOK Calmar Ratio Rank: 38
BLOK Martin Ratio Rank: 29

WULF

WULF Risk / Return Rank: 97
WULF Sharpe Ratio Rank: 98
WULF Sortino Ratio Rank: 96
WULF Omega Ratio Rank: 92
WULF Calmar Ratio Rank: 99
WULF Martin Ratio Rank: 99

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. WULF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Transformational Data Sharing ETF (BLOK) and TeraWulf Inc. (WULF). 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.

	BLOK	WULF	Difference
Sharpe ratio Return per unit of total volatility	0.77	3.58	-2.81
Sortino ratio Return per unit of downside risk	1.31	3.72	-2.41
Omega ratio Gain probability vs. loss probability	1.16	1.44	-0.28
Calmar ratio Return relative to maximum drawdown	1.02	13.56	-12.54
Martin ratio Return relative to average drawdown	2.49	34.43	-31.93
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BLOK vs. WULF - Sharpe Ratio Comparison

The current BLOK Sharpe Ratio is 0.77, which is lower than the WULF Sharpe Ratio of 3.58. The chart below compares the historical Sharpe Ratios of BLOK and WULF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BLOK	WULF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.77	3.58	-2.81
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.04	0.08	-0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.04	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.09	+0.30

Correlation

The correlation between BLOK and WULF is 0.45, 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.

Dividends

BLOK vs. WULF - Dividend Comparison

BLOK's dividend yield for the trailing twelve months is around 0.82%, while WULF has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
BLOK Amplify Transformational Data Sharing ETF	0.82%	0.72%	6.00%	1.15%	0.00%	14.31%	1.88%	2.05%	1.30%
WULF TeraWulf Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	33.22%	0.00%	0.00%	0.00%

Drawdowns

BLOK vs. WULF - Drawdown Comparison

The maximum BLOK drawdown since its inception was -73.33%, smaller than the maximum WULF drawdown of -98.50%. Use the drawdown chart below to compare losses from any high point for BLOK and WULF.

Drawdown Indicators

	BLOK	WULF	Difference
Max Drawdown Largest peak-to-trough decline	-73.33%	-98.50%	+25.17%
Max Drawdown (1Y) Largest decline over 1 year	-35.64%	-31.74%	-3.90%
Max Drawdown (5Y) Largest decline over 5 years	-73.33%	-98.50%	+25.17%
Max Drawdown (10Y) Largest decline over 10 years	—	-98.50%	—
Current Drawdown Current decline from peak	-32.12%	-59.86%	+27.74%
Average Drawdown Average peak-to-trough decline	-26.27%	-46.72%	+20.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.58%	12.50%	+2.08%

Volatility

BLOK vs. WULF - Volatility Comparison

The current volatility for Amplify Transformational Data Sharing ETF (BLOK) is 13.29%, while TeraWulf Inc. (WULF) has a volatility of 25.51%. This indicates that BLOK experiences smaller price fluctuations and is considered to be less risky than WULF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BLOK	WULF	Difference
Volatility (1M) Calculated over the trailing 1-month period	13.29%	25.51%	-12.22%
Volatility (6M) Calculated over the trailing 6-month period	31.07%	69.13%	-38.06%
Volatility (1Y) Calculated over the trailing 1-year period	42.46%	113.57%	-71.11%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.92%	127.24%	-84.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.05%	100.85%	-61.80%