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FIGR vs. BLOK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FIGR vs. BLOK - Performance Comparison

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

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FIGR vs. BLOK - Yearly Performance Comparison


Returns By Period

In the year-to-date period, FIGR achieves a -16.87% return, which is significantly lower than BLOK's -12.45% return.


FIGR

1D
10.55%
1M
34.30%
YTD
-16.87%
6M
-6.65%
1Y
3Y*
5Y*
10Y*

BLOK

1D
5.17%
1M
-6.86%
YTD
-12.45%
6M
-25.18%
1Y
36.00%
3Y*
40.50%
5Y*
1.50%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

FIGR vs. BLOK — Risk / Return Rank

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

FIGR

BLOK
BLOK Risk / Return Rank: 4545
Overall Rank
BLOK Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
BLOK Sortino Ratio Rank: 5858
Sortino Ratio Rank
BLOK Omega Ratio Rank: 4747
Omega Ratio Rank
BLOK Calmar Ratio Rank: 4141
Calmar Ratio Rank
BLOK Martin Ratio Rank: 3030
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.

FIGR vs. BLOK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Figure Technology Solutions, Inc (FIGR) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

FIGR vs. BLOK - Sharpe Ratio Comparison


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Sharpe Ratios by Period


FIGRBLOKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.39

-0.24

Correlation

The correlation between FIGR and BLOK is 0.56, 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.


Dividends

FIGR vs. BLOK - Dividend Comparison

FIGR has not paid dividends to shareholders, while BLOK's dividend yield for the trailing twelve months is around 0.82%.


TTM20252024202320222021202020192018
FIGR
Figure Technology Solutions, Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BLOK
Amplify Transformational Data Sharing ETF
0.82%0.72%6.00%1.15%0.00%14.31%1.88%2.05%1.30%

Drawdowns

FIGR vs. BLOK - Drawdown Comparison

The maximum FIGR drawdown since its inception was -65.80%, smaller than the maximum BLOK drawdown of -73.33%. Use the drawdown chart below to compare losses from any high point for FIGR and BLOK.


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Drawdown Indicators


FIGRBLOKDifference

Max Drawdown

Largest peak-to-trough decline

-65.80%

-73.33%

+7.53%

Max Drawdown (1Y)

Largest decline over 1 year

-35.64%

Max Drawdown (5Y)

Largest decline over 5 years

-73.33%

Current Drawdown

Current decline from peak

-54.07%

-32.31%

-21.76%

Average Drawdown

Average peak-to-trough decline

-25.87%

-26.27%

+0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.44%

Volatility

FIGR vs. BLOK - Volatility Comparison


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Volatility by Period


FIGRBLOKDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.57%

Volatility (6M)

Calculated over the trailing 6-month period

31.07%

Volatility (1Y)

Calculated over the trailing 1-year period

113.11%

42.50%

+70.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

113.11%

42.93%

+70.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

113.11%

39.06%

+74.05%