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SILJ vs. BLOK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SILJ vs. BLOK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Junior Silver Miners ETF (SILJ) and Amplify Transformational Data Sharing 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, SILJ achieves a 6.61% return, which is significantly lower than BLOK's 16.21% return.


SILJ

1D
-5.24%
1M
2.57%
YTD
6.61%
6M
16.40%
1Y
111.95%
3Y*
47.77%
5Y*
13.13%
10Y*
10.08%

BLOK

1D
-2.62%
1M
7.72%
YTD
16.21%
6M
7.24%
1Y
30.79%
3Y*
51.34%
5Y*
11.96%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SILJ vs. BLOK - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
SILJ
Amplify Junior Silver Miners ETF
6.61%183.89%6.39%-5.21%-15.42%-23.21%33.00%57.06%-32.64%
BLOK
Amplify Transformational Data Sharing ETF
16.21%32.64%53.12%99.62%-62.36%30.76%90.17%29.54%-25.97%

Correlation

The correlation between SILJ and BLOK is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.34

Correlation (5Y)
Calculated over the trailing 5-year period

0.36

Correlation (All Time)
Calculated using the full available price history since Jan 18, 2018

0.31

SILJ vs. BLOK - Sectors Allocation Comparison


Sectors
SILJ
BLOK

Basic Materials

99.8%

-

Financial Services

0.3%
55.3%

Consumer Defensive

0.2%

-

Communication Services

0.0%
5.2%

Consumer Cyclical

-

6.7%

Energy

-

-

Healthcare

-

-

Industrials

-

1.0%

Real Estate

-

0.0%

Technology

-

31.8%

Utilities

-

-

Basic Materials

SILJ
99.8%
BLOK

-

Financial Services

SILJ
0.3%
BLOK
55.3%

Consumer Defensive

SILJ
0.2%
BLOK

-

Communication Services

SILJ
0.0%
BLOK
5.2%

Consumer Cyclical

SILJ

-

BLOK
6.7%

Energy

SILJ

-

BLOK

-

Healthcare

SILJ

-

BLOK

-

Industrials

SILJ

-

BLOK
1.0%

Real Estate

SILJ

-

BLOK
0.0%

Technology

SILJ

-

BLOK
31.8%

Utilities

SILJ

-

BLOK

-

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Return for Risk

SILJ vs. BLOK — Risk / Return Rank

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

SILJ
SILJ Risk / Return Rank: 5454
Overall Rank
SILJ Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
SILJ Sortino Ratio Rank: 4646
Sortino Ratio Rank
SILJ Omega Ratio Rank: 5151
Omega Ratio Rank
SILJ Calmar Ratio Rank: 6464
Calmar Ratio Rank
SILJ Martin Ratio Rank: 4747
Martin Ratio Rank

BLOK
BLOK Risk / Return Rank: 2121
Overall Rank
BLOK Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
BLOK Sortino Ratio Rank: 2323
Sortino Ratio Rank
BLOK Omega Ratio Rank: 2323
Omega Ratio Rank
BLOK Calmar Ratio Rank: 2020
Calmar Ratio Rank
BLOK Martin Ratio Rank: 1818
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.

SILJ vs. BLOK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Junior Silver Miners ETF (SILJ) 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.


SILJBLOKDifference

Sharpe ratio

Return per unit of total volatility

2.05

0.81

+1.24

Sortino ratio

Return per unit of downside risk

2.35

1.30

+1.06

Omega ratio

Gain probability vs. loss probability

1.32

1.16

+0.16

Calmar ratio

Return relative to maximum drawdown

3.24

0.87

+2.38

Martin ratio

Return relative to average drawdown

7.99

1.90

+6.09

SILJ vs. BLOK - Sharpe Ratio Comparison

The current SILJ Sharpe Ratio is 2.05, which is higher than the BLOK Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of SILJ 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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Sharpe Ratios by Period


SILJBLOKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.05

0.81

+1.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.28

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.48

-0.40

Drawdowns

SILJ vs. BLOK - Drawdown Comparison

The maximum SILJ drawdown since its inception was -79.04%, which is greater than BLOK's maximum drawdown of -73.33%. Use the drawdown chart below to compare losses from any high point for SILJ and BLOK.


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Drawdown Indicators


SILJBLOKDifference

Max Drawdown

Largest peak-to-trough decline

-79.04%

-73.33%

-5.71%

Max Drawdown (1Y)

Largest decline over 1 year

-34.71%

-35.64%

+0.93%

Max Drawdown (3Y)

Largest decline over 3 years

-34.71%

-35.64%

+0.93%

Max Drawdown (5Y)

Largest decline over 5 years

-55.47%

-73.33%

+17.86%

Max Drawdown (10Y)

Largest decline over 10 years

-70.06%

Current Drawdown

Current decline from peak

-26.80%

-10.16%

-16.64%

Average Drawdown

Average peak-to-trough decline

-41.43%

-26.08%

-15.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.06%

16.23%

-2.17%

Volatility

SILJ vs. BLOK - Volatility Comparison

Amplify Junior Silver Miners ETF (SILJ) has a higher volatility of 18.69% compared to Amplify Transformational Data Sharing ETF (BLOK) at 10.59%. This indicates that SILJ'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


SILJBLOKDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.69%

10.59%

+8.10%

Volatility (6M)

Calculated over the trailing 6-month period

45.24%

28.55%

+16.69%

Volatility (1Y)

Calculated over the trailing 1-year period

54.90%

38.29%

+16.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.35%

42.36%

+1.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

46.24%

38.97%

+7.27%

SILJ vs. BLOK - Expense Ratio Comparison

SILJ has a 0.69% expense ratio, which is lower than BLOK's 0.71% expense ratio.


Dividends

SILJ vs. BLOK - Dividend Comparison

SILJ's dividend yield for the trailing twelve months is around 1.88%, more than BLOK's 0.62% yield.


PositionTTM20252024202320222021202020192018201720162015
BLOK
Amplify Transformational Data Sharing ETF
0.62%0.72%6.00%1.15%0.00%14.31%1.88%2.05%1.30%0.00%0.00%0.00%
SILJ
Amplify Junior Silver Miners ETF
1.88%2.00%7.26%0.01%0.05%0.36%1.23%1.45%1.66%0.00%0.52%2.46%

Frequently Asked Questions


SILJ and BLOK have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SILJ has higher volatility (18.69%) compared to BLOK (10.59%). In terms of maximum drawdown, SILJ dropped -79.04% vs BLOK's -73.33%.

On 5-year performance, SILJ leads with 13.13% vs 11.96% for BLOK. On fees, SILJ is cheaper at 0.69% per year. On volatility, BLOK has been the lower-risk option at 10.59%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SILJ has performed better with a 13.13% return vs 11.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SILJ is cheaper with a 0.69% expense ratio, compared with 0.71% for BLOK.

SILJ has the higher dividend yield at 1.88%, compared with 0.62% for BLOK.

SILJ is categorized as Silver, while BLOK is Technology Equities. Their fees differ too: 0.69% for SILJ and 0.71% for BLOK.

SILJ currently has the higher Sharpe Ratio (2.05 vs 0.81), 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 SILJ and BLOK

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