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

Correlation

The correlation between LEGR and BLOK is 0.69, 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

LEGR vs. BLOK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Indxx Innovative Transaction & Process ETF (LEGR) and Amplify Transformational Data Sharing ETF (BLOK). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

LEGR:

1.06

BLOK:

0.96

Sortino Ratio

LEGR:

1.55

BLOK:

1.50

Omega Ratio

LEGR:

1.22

BLOK:

1.18

Calmar Ratio

LEGR:

1.28

BLOK:

0.98

Martin Ratio

LEGR:

6.30

BLOK:

3.29

Ulcer Index

LEGR:

2.91%

BLOK:

12.69%

Daily Std Dev

LEGR:

16.91%

BLOK:

44.82%

Max Drawdown

LEGR:

-36.12%

BLOK:

-73.33%

Current Drawdown

LEGR:

-0.18%

BLOK:

-15.83%

Returns By Period

In the year-to-date period, LEGR achieves a 8.04% return, which is significantly higher than BLOK's 0.39% return.


LEGR

YTD

8.04%

1M

10.50%

6M

6.20%

1Y

17.40%

5Y*

15.59%

10Y*

N/A

BLOK

YTD

0.39%

1M

24.85%

6M

0.76%

1Y

46.60%

5Y*

23.91%

10Y*

N/A

*Annualized

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LEGR vs. BLOK - Expense Ratio Comparison

LEGR has a 0.65% expense ratio, which is lower than BLOK's 0.71% expense ratio.


Risk-Adjusted Performance

LEGR vs. BLOK — Risk-Adjusted Performance Rank

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

LEGR
The Risk-Adjusted Performance Rank of LEGR is 8686
Overall Rank
The Sharpe Ratio Rank of LEGR is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of LEGR is 8484
Sortino Ratio Rank
The Omega Ratio Rank of LEGR is 8484
Omega Ratio Rank
The Calmar Ratio Rank of LEGR is 8787
Calmar Ratio Rank
The Martin Ratio Rank of LEGR is 8989
Martin Ratio Rank

BLOK
The Risk-Adjusted Performance Rank of BLOK is 8181
Overall Rank
The Sharpe Ratio Rank of BLOK is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of BLOK is 8383
Sortino Ratio Rank
The Omega Ratio Rank of BLOK is 7979
Omega Ratio Rank
The Calmar Ratio Rank of BLOK is 8383
Calmar Ratio Rank
The Martin Ratio Rank of BLOK is 7777
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.

LEGR vs. BLOK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Indxx Innovative Transaction & Process ETF (LEGR) 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 current LEGR Sharpe Ratio is 1.06, which is comparable to the BLOK Sharpe Ratio of 0.96. The chart below compares the historical Sharpe Ratios of LEGR 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.


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Dividends

LEGR vs. BLOK - Dividend Comparison

LEGR's dividend yield for the trailing twelve months is around 2.29%, less than BLOK's 5.97% yield.


TTM2024202320222021202020192018
LEGR
First Trust Indxx Innovative Transaction & Process ETF
2.29%2.40%2.56%2.64%1.80%0.95%2.04%1.30%
BLOK
Amplify Transformational Data Sharing ETF
5.97%6.00%1.15%0.00%14.31%1.88%2.05%1.30%

Drawdowns

LEGR vs. BLOK - Drawdown Comparison

The maximum LEGR drawdown since its inception was -36.12%, smaller than the maximum BLOK drawdown of -73.33%. Use the drawdown chart below to compare losses from any high point for LEGR and BLOK. For additional features, visit the drawdowns tool.


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Volatility

LEGR vs. BLOK - Volatility Comparison

The current volatility for First Trust Indxx Innovative Transaction & Process ETF (LEGR) is 4.05%, while Amplify Transformational Data Sharing ETF (BLOK) has a volatility of 11.19%. This indicates that LEGR experiences smaller price fluctuations and is considered to be less risky than BLOK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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