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BNXG.DE vs. BLOK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BNXG.DE and BLOK is 0.44, 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.


Performance

BNXG.DE vs. BLOK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco CoinShares Global Blockchain UCITS ETF Acc (BNXG.DE) and Amplify Transformational Data Sharing ETF (BLOK). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BNXG.DE:

0.45

BLOK:

1.17

Sortino Ratio

BNXG.DE:

0.93

BLOK:

1.71

Omega Ratio

BNXG.DE:

1.12

BLOK:

1.21

Calmar Ratio

BNXG.DE:

0.54

BLOK:

1.21

Martin Ratio

BNXG.DE:

1.32

BLOK:

4.00

Ulcer Index

BNXG.DE:

15.77%

BLOK:

12.77%

Daily Std Dev

BNXG.DE:

42.31%

BLOK:

45.81%

Max Drawdown

BNXG.DE:

-57.23%

BLOK:

-73.33%

Current Drawdown

BNXG.DE:

-15.71%

BLOK:

-8.92%

Returns By Period

In the year-to-date period, BNXG.DE achieves a -1.65% return, which is significantly lower than BLOK's 12.02% return.


BNXG.DE

YTD

-1.65%

1M

12.04%

6M

-12.09%

1Y

20.80%

3Y*

11.23%

5Y*

18.31%

10Y*

N/A

BLOK

YTD

12.02%

1M

15.30%

6M

1.88%

1Y

54.67%

3Y*

30.94%

5Y*

25.61%

10Y*

N/A

*Annualized

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BNXG.DE vs. BLOK - Expense Ratio Comparison

BNXG.DE has a 0.65% expense ratio, which is lower than BLOK's 0.71% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BNXG.DE vs. BLOK — Risk-Adjusted Performance Rank

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

BNXG.DE
The Risk-Adjusted Performance Rank of BNXG.DE is 4747
Overall Rank
The Sharpe Ratio Rank of BNXG.DE is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of BNXG.DE is 5353
Sortino Ratio Rank
The Omega Ratio Rank of BNXG.DE is 4747
Omega Ratio Rank
The Calmar Ratio Rank of BNXG.DE is 5555
Calmar Ratio Rank
The Martin Ratio Rank of BNXG.DE is 3939
Martin Ratio Rank

BLOK
The Risk-Adjusted Performance Rank of BLOK is 8181
Overall Rank
The Sharpe Ratio Rank of BLOK is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of BLOK is 8383
Sortino Ratio Rank
The Omega Ratio Rank of BLOK is 7979
Omega Ratio Rank
The Calmar Ratio Rank of BLOK is 8484
Calmar Ratio Rank
The Martin Ratio Rank of BLOK is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BNXG.DE vs. BLOK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco CoinShares Global Blockchain UCITS ETF Acc (BNXG.DE) and Amplify Transformational Data Sharing ETF (BLOK). 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.


The current BNXG.DE Sharpe Ratio is 0.45, which is lower than the BLOK Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of BNXG.DE and BLOK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

BNXG.DE vs. BLOK - Dividend Comparison

BNXG.DE has not paid dividends to shareholders, while BLOK's dividend yield for the trailing twelve months is around 5.35%.


TTM2024202320222021202020192018
BNXG.DE
Invesco CoinShares Global Blockchain UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BLOK
Amplify Transformational Data Sharing ETF
5.35%6.00%1.15%0.00%14.31%1.88%2.05%1.30%

Drawdowns

BNXG.DE vs. BLOK - Drawdown Comparison

The maximum BNXG.DE drawdown since its inception was -57.23%, smaller than the maximum BLOK drawdown of -73.33%. Use the drawdown chart below to compare losses from any high point for BNXG.DE and BLOK.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BNXG.DE vs. BLOK - Volatility Comparison

Invesco CoinShares Global Blockchain UCITS ETF Acc (BNXG.DE) has a higher volatility of 14.83% compared to Amplify Transformational Data Sharing ETF (BLOK) at 13.15%. This indicates that BNXG.DE's price experiences larger fluctuations and is considered to be riskier than BLOK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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