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DOCS vs. BLOK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DOCS vs. BLOK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Doximity, Inc. (DOCS) and Amplify Blockchain Technology ETF (BLOK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DOCS achieves a -54.74% return, which is significantly lower than BLOK's 12.57% return.


DOCS

1D
0.10%
1M
-14.32%
YTD
-54.74%
6M
-54.30%
1Y
-64.81%
3Y*
-14.86%
5Y*
10Y*

BLOK

1D
1.33%
1M
-0.28%
YTD
12.57%
6M
5.60%
1Y
24.42%
3Y*
50.68%
5Y*
11.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DOCS vs. BLOK - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DOCS
Doximity, Inc.
-54.74%-17.06%90.41%-16.45%-33.05%21.76%
BLOK
Amplify Blockchain Technology ETF
12.57%32.64%53.12%99.62%-62.36%1.99%

Correlation

The correlation between DOCS and BLOK is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

Correlation (3Y)
Calculated over the trailing 3-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Jun 24, 2021

0.45

Over the past year, the correlation between DOCS and BLOK has dropped to 0.25 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.

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Return for Risk

DOCS vs. BLOK — Risk / Return Rank

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

DOCS
DOCS Risk / Return Rank: 55
Overall Rank
DOCS Sharpe Ratio Rank: 22
Sharpe Ratio Rank
DOCS Sortino Ratio Rank: 33
Sortino Ratio Rank
DOCS Omega Ratio Rank: 22
Omega Ratio Rank
DOCS Calmar Ratio Rank: 99
Calmar Ratio Rank
DOCS Martin Ratio Rank: 88
Martin Ratio Rank

BLOK
BLOK Risk / Return Rank: 2020
Overall Rank
BLOK Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
BLOK Sortino Ratio Rank: 2222
Sortino Ratio Rank
BLOK Omega Ratio Rank: 2222
Omega Ratio Rank
BLOK Calmar Ratio Rank: 1919
Calmar Ratio Rank
BLOK Martin Ratio Rank: 1717
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.

DOCS vs. BLOK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Doximity, Inc. (DOCS) and Amplify Blockchain Technology 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.

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.


DOCSBLOKDifference
Sharpe ratioReturn per unit of total volatility

-1.83

Sortino ratioReturn per unit of downside risk

-3.04

Omega ratioGain probability vs. loss probability

0.72

1.13

-0.41

Calmar ratioReturn relative to maximum drawdown

-0.85

0.69

-1.54

Martin ratioReturn relative to average drawdown

-1.43

1.49

-2.92

DOCS vs. BLOK - Sharpe Ratio Comparison

The current DOCS Sharpe Ratio is -1.20, which is lower than the BLOK Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of DOCS and BLOK, 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

DOCS vs. BLOK - Drawdown Comparison

The maximum DOCS drawdown since its inception was -82.35%, which is greater than BLOK's maximum drawdown of -73.33%. Use the drawdown chart below to compare losses from any high point for DOCS and BLOK.


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Drawdown Indicators


DOCSBLOKDifference

Max Drawdown

Largest peak-to-trough decline

-82.35%

-73.33%

-9.02%

Max Drawdown (1Y)

Largest decline over 1 year

-76.03%

-35.64%

-40.39%

Max Drawdown (3Y)

Largest decline over 3 years

-78.34%

-35.64%

-42.70%

Max Drawdown (5Y)

Largest decline over 5 years

-73.33%

Current Drawdown

Current decline from peak

-80.36%

-12.97%

-67.39%

Average Drawdown

Average peak-to-trough decline

-57.18%

-26.03%

-31.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

45.49%

16.41%

+29.08%

Volatility

DOCS vs. BLOK - Volatility Comparison

Doximity, Inc. (DOCS) has a higher volatility of 29.57% compared to Amplify Blockchain Technology ETF (BLOK) at 13.34%. This indicates that DOCS'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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Volatility by Period


DOCSBLOKDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.57%

13.34%

+16.23%

Volatility (6M)

Calculated over the trailing 6-month period

44.93%

30.02%

+14.91%

Volatility (1Y)

Calculated over the trailing 1-year period

54.14%

39.18%

+14.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

70.07%

42.53%

+27.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.07%

39.05%

+31.02%

Dividends

DOCS vs. BLOK - Dividend Comparison

DOCS has not paid dividends to shareholders, while BLOK's dividend yield for the trailing twelve months is around 0.64%.


PositionTTM20252024202320222021202020192018
BLOK
Amplify Blockchain Technology ETF
0.64%0.72%6.00%1.15%0.00%14.31%1.88%2.05%1.30%
DOCS
Doximity, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DOCS and BLOK have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DOCS has higher volatility (29.57%) compared to BLOK (13.34%). In terms of maximum drawdown, DOCS dropped -82.35% vs BLOK's -73.33%.

BLOK currently has the higher Sharpe Ratio (0.63 vs -1.20), 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

Find the right allocation for DOCS and BLOK

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