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CAN vs. BLOK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CAN and BLOK is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

CAN vs. BLOK - Performance Comparison

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

-100.00%-50.00%0.00%50.00%100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
-90.73%
173.89%
CAN
BLOK

Key characteristics

Sharpe Ratio

CAN:

-0.11

BLOK:

0.65

Sortino Ratio

CAN:

0.71

BLOK:

1.18

Omega Ratio

CAN:

1.08

BLOK:

1.14

Calmar Ratio

CAN:

-0.13

BLOK:

0.67

Martin Ratio

CAN:

-0.36

BLOK:

2.40

Ulcer Index

CAN:

34.82%

BLOK:

12.21%

Daily Std Dev

CAN:

115.29%

BLOK:

45.02%

Max Drawdown

CAN:

-98.21%

BLOK:

-73.33%

Current Drawdown

CAN:

-97.71%

BLOK:

-21.91%

Returns By Period

In the year-to-date period, CAN achieves a -59.37% return, which is significantly lower than BLOK's -6.85% return.


CAN

YTD

-59.37%

1M

-11.38%

6M

-14.21%

1Y

-10.43%

5Y*

-27.80%

10Y*

N/A

BLOK

YTD

-6.85%

1M

1.28%

6M

5.85%

1Y

31.76%

5Y*

23.51%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

CAN vs. BLOK — Risk-Adjusted Performance Rank

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

CAN
The Risk-Adjusted Performance Rank of CAN is 4949
Overall Rank
The Sharpe Ratio Rank of CAN is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of CAN is 5959
Sortino Ratio Rank
The Omega Ratio Rank of CAN is 5454
Omega Ratio Rank
The Calmar Ratio Rank of CAN is 4444
Calmar Ratio Rank
The Martin Ratio Rank of CAN is 4444
Martin Ratio Rank

BLOK
The Risk-Adjusted Performance Rank of BLOK is 6868
Overall Rank
The Sharpe Ratio Rank of BLOK is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of BLOK is 7373
Sortino Ratio Rank
The Omega Ratio Rank of BLOK is 6666
Omega Ratio Rank
The Calmar Ratio Rank of BLOK is 7171
Calmar Ratio Rank
The Martin Ratio Rank of BLOK is 6464
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.

CAN vs. BLOK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Canaan Inc. (CAN) 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 chart of Sharpe ratio for CAN, currently valued at -0.11, compared to the broader market-2.00-1.000.001.002.003.00
CAN: -0.11
BLOK: 0.65
The chart of Sortino ratio for CAN, currently valued at 0.71, compared to the broader market-6.00-4.00-2.000.002.004.00
CAN: 0.71
BLOK: 1.18
The chart of Omega ratio for CAN, currently valued at 1.08, compared to the broader market0.501.001.502.00
CAN: 1.08
BLOK: 1.14
The chart of Calmar ratio for CAN, currently valued at -0.13, compared to the broader market0.001.002.003.004.005.00
CAN: -0.13
BLOK: 0.67
The chart of Martin ratio for CAN, currently valued at -0.36, compared to the broader market-5.000.005.0010.0015.0020.00
CAN: -0.36
BLOK: 2.40

The current CAN Sharpe Ratio is -0.11, which is lower than the BLOK Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of CAN 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.11
0.65
CAN
BLOK

Dividends

CAN vs. BLOK - Dividend Comparison

CAN has not paid dividends to shareholders, while BLOK's dividend yield for the trailing twelve months is around 6.44%.


TTM2024202320222021202020192018
CAN
Canaan Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BLOK
Amplify Transformational Data Sharing ETF
6.44%6.00%1.15%0.00%14.31%1.88%2.05%1.30%

Drawdowns

CAN vs. BLOK - Drawdown Comparison

The maximum CAN drawdown since its inception was -98.21%, which is greater than BLOK's maximum drawdown of -73.33%. Use the drawdown chart below to compare losses from any high point for CAN and BLOK. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-97.71%
-21.91%
CAN
BLOK

Volatility

CAN vs. BLOK - Volatility Comparison

Canaan Inc. (CAN) has a higher volatility of 27.60% compared to Amplify Transformational Data Sharing ETF (BLOK) at 19.86%. This indicates that CAN'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.


10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2025FebruaryMarchApril
27.60%
19.86%
CAN
BLOK