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BLOX vs. MSTW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BLOX vs. MSTW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Nicholas Crypto Income ETF (BLOX) and Roundhill MSTR WeeklyPay™ ETF (MSTW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BLOX achieves a -1.70% return, which is significantly higher than MSTW's -48.21% return.


BLOX

1D
3.66%
1M
-0.32%
6M
-1.27%
YTD
-1.70%
1Y
-6.15%
3Y*
5Y*
10Y*
ALL TIME*
5.59%

MSTW

1D
1.76%
1M
-7.73%
6M
-42.22%
YTD
-48.21%
1Y
-82.82%
3Y*
5Y*
10Y*
ALL TIME*
-84.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$4.89M$4.95M$6.25M
$1.30M$1.35M$2.96M

BLOX vs. MSTW - Yearly Performance Comparison


2026 (YTD)2025
BLOX
Nicholas Crypto Income ETF
-1.70%-12.15%
MSTW
Roundhill MSTR WeeklyPay™ ETF
-48.21%-71.40%

Correlation

The correlation between BLOX and MSTW is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.70

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

0.70

The correlation between BLOX and MSTW has been stable across timeframes, ranging from 0.70 to 0.70 - a consistent structural relationship.

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Return for Risk

BLOX vs. MSTW — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BLOX
BLOX Risk / Return Rank: 1111
Overall Rank
BLOX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
BLOX Sortino Ratio Rank: 1313
Sortino Ratio Rank
BLOX Omega Ratio Rank: 1212
Omega Ratio Rank
BLOX Calmar Ratio Rank: 99
Calmar Ratio Rank
BLOX Martin Ratio Rank: 99
Martin Ratio Rank

MSTW
MSTW Risk / Return Rank: 11
Overall Rank
MSTW Sharpe Ratio Rank: 22
Sharpe Ratio Rank
MSTW Sortino Ratio Rank: 00
Sortino Ratio Rank
MSTW Omega Ratio Rank: 11
Omega Ratio Rank
MSTW Calmar Ratio Rank: 11
Calmar Ratio Rank
MSTW Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BLOX vs. MSTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Nicholas Crypto Income ETF (BLOX) and Roundhill MSTR WeeklyPay™ ETF (MSTW). 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.


BLOXMSTWDifference
Sharpe ratioReturn per unit of total volatility

+0.81

Sortino ratioReturn per unit of downside risk

+2.36

Omega ratioGain probability vs. loss probability

1.03

0.78

+0.24

Calmar ratioReturn relative to maximum drawdown

-0.13

-0.96

+0.83

Martin ratioReturn relative to average drawdown

-0.24

-1.31

+1.07

BLOX vs. MSTW - Sharpe Ratio Comparison

The current BLOX Sharpe Ratio is -0.11, which is higher than the MSTW Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of BLOX and MSTW, 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

BLOX vs. MSTW - Drawdown Comparison

The maximum BLOX drawdown since its inception was -47.09%, smaller than the maximum MSTW drawdown of -87.29%. Use the drawdown chart below to compare losses from any high point for BLOX and MSTW.


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Drawdown Indicators


BLOXMSTWDifference

Max Drawdown

Largest peak-to-trough decline

-47.09%

-87.29%

+40.20%

Max Drawdown (1Y)

Largest decline over 1 year

-47.09%

-86.75%

+39.66%

Current Drawdown

Current decline from peak

-32.04%

-85.20%

+53.16%

Average Drawdown

Average peak-to-trough decline

-19.87%

-58.88%

+39.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.62%

63.23%

-37.61%

Volatility

BLOX vs. MSTW - Volatility Comparison

Nicholas Crypto Income ETF (BLOX) and Roundhill MSTR WeeklyPay™ ETF (MSTW) have volatilities of 20.56% and 19.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BLOXMSTWDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.56%

19.65%

+0.91%

Volatility (6M)

Calculated over the trailing 6-month period

43.37%

73.26%

-29.89%

Volatility (1Y)

Calculated over the trailing 1-year period

56.97%

90.82%

-33.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.14%

90.22%

-35.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

55.14%

90.22%

-35.08%

BLOX vs. MSTW - Expense Ratio Comparison

BLOX has a 1.03% expense ratio, which is higher than MSTW's 0.99% expense ratio.


Dividends

BLOX vs. MSTW - Dividend Comparison

BLOX's dividend yield for the trailing twelve months is around 47.94%, less than MSTW's 422.61% yield.


PositionTTM2025
BLOX
Nicholas Crypto Income ETF
47.94%22.69%
MSTW
Roundhill MSTR WeeklyPay™ ETF
422.61%106.94%

Frequently Asked Questions


BLOX and MSTW have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BLOX has higher volatility (20.56%) compared to MSTW (19.65%). In terms of maximum drawdown, BLOX dropped -47.09% vs MSTW's -87.29%.

On 1-year performance, BLOX leads with -6.15% vs -82.82% for MSTW. On fees, MSTW is cheaper at 0.99% per year. On volatility, MSTW has been the lower-risk option at 19.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, BLOX has performed better with a -6.15% return vs -82.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

MSTW is cheaper with a 0.99% expense ratio, compared with 1.03% for BLOX.

MSTW has the higher dividend yield at 422.61%, compared with 47.94% for BLOX.

BLOX is categorized as Cryptocurrency, while MSTW is Derivative Income. They also come from different issuers: Nicholas and Roundhill. Their fees differ too: 1.03% for BLOX and 0.99% for MSTW.

BLOX currently has the higher Sharpe Ratio (-0.11 vs -0.92), 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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