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DGI9.L vs. BKCH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DGI9.L vs. BKCH - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Digital 9 Infrastructure plc (DGI9.L) and Global X Blockchain ETF (BKCH). The values are adjusted to include any dividend payments, if applicable.

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DGI9.L vs. BKCH - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DGI9.L
Digital 9 Infrastructure plc
-0.17%-68.78%-36.47%-64.06%-19.57%5.36%
BKCH
Global X Blockchain ETF
-9.64%18.08%20.88%248.71%-83.33%1.10%
Different Trading Currencies

DGI9.L is traded in GBp, while BKCH is traded in USD. To make them comparable, the BKCH values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, DGI9.L achieves a -0.17% return, which is significantly higher than BKCH's -9.64% return.


DGI9.L

1D
6.32%
1M
12.19%
YTD
-0.17%
6M
-31.51%
1Y
-34.30%
3Y*
-53.87%
5Y*
-41.86%
10Y*

BKCH

1D
1.62%
1M
-13.28%
YTD
-9.64%
6M
-37.81%
1Y
74.79%
3Y*
39.69%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DGI9.L vs. BKCH — Risk / Return Rank

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

DGI9.L
DGI9.L Risk / Return Rank: 1212
Overall Rank
DGI9.L Sharpe Ratio Rank: 88
Sharpe Ratio Rank
DGI9.L Sortino Ratio Rank: 1111
Sortino Ratio Rank
DGI9.L Omega Ratio Rank: 88
Omega Ratio Rank
DGI9.L Calmar Ratio Rank: 1616
Calmar Ratio Rank
DGI9.L Martin Ratio Rank: 1616
Martin Ratio Rank

BKCH
BKCH Risk / Return Rank: 3939
Overall Rank
BKCH Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
BKCH Sortino Ratio Rank: 5555
Sortino Ratio Rank
BKCH Omega Ratio Rank: 4141
Omega Ratio Rank
BKCH Calmar Ratio Rank: 3434
Calmar Ratio Rank
BKCH Martin Ratio Rank: 2424
Martin Ratio Rank
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.

DGI9.L vs. BKCH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Digital 9 Infrastructure plc (DGI9.L) and Global X Blockchain ETF (BKCH). 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.


DGI9.LBKCHDifference

Sharpe ratio

Return per unit of total volatility

-0.82

0.81

-1.62

Sortino ratio

Return per unit of downside risk

-0.93

1.49

-2.43

Omega ratio

Gain probability vs. loss probability

0.84

1.17

-0.33

Calmar ratio

Return relative to maximum drawdown

-0.68

1.12

-1.80

Martin ratio

Return relative to average drawdown

-1.20

2.30

-3.51

DGI9.L vs. BKCH - Sharpe Ratio Comparison

The current DGI9.L Sharpe Ratio is -0.82, which is lower than the BKCH Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of DGI9.L and BKCH, 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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Sharpe Ratios by Period


DGI9.LBKCHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.82

0.81

-1.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.89

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.89

-0.08

-0.81

Correlation

The correlation between DGI9.L and BKCH is 0.04, 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.


Dividends

DGI9.L vs. BKCH - Dividend Comparison

DGI9.L has not paid dividends to shareholders, while BKCH's dividend yield for the trailing twelve months is around 2.25%.


TTM20252024202320222021
DGI9.L
Digital 9 Infrastructure plc
0.00%0.00%0.00%10.08%6.94%2.64%
BKCH
Global X Blockchain ETF
2.25%2.00%7.61%2.33%1.29%4.28%

Drawdowns

DGI9.L vs. BKCH - Drawdown Comparison

The maximum DGI9.L drawdown since its inception was -95.35%, which is greater than BKCH's maximum drawdown of -90.75%. Use the drawdown chart below to compare losses from any high point for DGI9.L and BKCH.


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Drawdown Indicators


DGI9.LBKCHDifference

Max Drawdown

Largest peak-to-trough decline

-95.35%

-91.80%

-3.55%

Max Drawdown (1Y)

Largest decline over 1 year

-50.10%

-56.28%

+6.18%

Max Drawdown (5Y)

Largest decline over 5 years

-95.35%

Current Drawdown

Current decline from peak

-94.58%

-57.48%

-37.10%

Average Drawdown

Average peak-to-trough decline

-50.43%

-62.89%

+12.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.49%

26.98%

+1.51%

Volatility

DGI9.L vs. BKCH - Volatility Comparison

The current volatility for Digital 9 Infrastructure plc (DGI9.L) is 13.43%, while Global X Blockchain ETF (BKCH) has a volatility of 18.87%. This indicates that DGI9.L experiences smaller price fluctuations and is considered to be less risky than BKCH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DGI9.LBKCHDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.43%

18.87%

-5.44%

Volatility (6M)

Calculated over the trailing 6-month period

41.96%

55.21%

-13.25%

Volatility (1Y)

Calculated over the trailing 1-year period

43.88%

71.14%

-27.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.03%

73.98%

-26.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

47.01%

73.98%

-26.97%