PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CORZZ vs. BLOK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


CORZZBLOK
Daily Std Dev132.39%37.57%
Max Drawdown-59.61%-73.33%
Current Drawdown-4.29%-35.08%

Correlation

-0.50.00.51.00.6

The correlation between CORZZ and BLOK is 0.61, 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

CORZZ vs. BLOK - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%500.00%AprilMayJuneJulyAugustSeptember
430.93%
3.48%
CORZZ
BLOK

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CORZZ vs. BLOK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Core Scientific Inc. Tranche 2 Warrants (CORZZ) 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.


CORZZ
Sharpe ratio
No data
BLOK
Sharpe ratio
The chart of Sharpe ratio for BLOK, currently valued at 1.81, compared to the broader market-4.00-2.000.002.001.81
Sortino ratio
The chart of Sortino ratio for BLOK, currently valued at 2.48, compared to the broader market-6.00-4.00-2.000.002.004.002.48
Omega ratio
The chart of Omega ratio for BLOK, currently valued at 1.28, compared to the broader market0.501.001.502.001.28
Calmar ratio
The chart of Calmar ratio for BLOK, currently valued at 1.04, compared to the broader market0.001.002.003.004.005.001.04
Martin ratio
The chart of Martin ratio for BLOK, currently valued at 7.60, compared to the broader market-5.000.005.0010.0015.0020.007.60

CORZZ vs. BLOK - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

CORZZ vs. BLOK - Dividend Comparison

CORZZ has not paid dividends to shareholders, while BLOK's dividend yield for the trailing twelve months is around 0.97%.


TTM202320222021202020192018
CORZZ
Core Scientific Inc. Tranche 2 Warrants
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BLOK
Amplify Transformational Data Sharing ETF
0.97%1.15%0.00%14.31%1.88%2.06%1.30%

Drawdowns

CORZZ vs. BLOK - Drawdown Comparison

The maximum CORZZ drawdown since its inception was -59.61%, smaller than the maximum BLOK drawdown of -73.33%. Use the drawdown chart below to compare losses from any high point for CORZZ and BLOK. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AprilMayJuneJulyAugustSeptember
-4.29%
-12.29%
CORZZ
BLOK

Volatility

CORZZ vs. BLOK - Volatility Comparison

Core Scientific Inc. Tranche 2 Warrants (CORZZ) has a higher volatility of 24.78% compared to Amplify Transformational Data Sharing ETF (BLOK) at 10.62%. This indicates that CORZZ'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%AprilMayJuneJulyAugustSeptember
24.78%
10.62%
CORZZ
BLOK