SOLM vs. BLOK

Last updated Jun 4, 2026

SOLM (Amplify Solana 3% Monthly Option Income ETF) and BLOK (Amplify Transformational Data Sharing ETF) are both exchange-traded funds - SOLM is a Derivative Income fund actively managed by Amplify, while BLOK is a Technology Equities fund actively managed by Amplify. Both are actively managed. A 0.73 correlation means they provide meaningful diversification when combined. SOLM charges 0.75%/yr vs 0.71%/yr for BLOK.

Performance

SOLM vs. BLOK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Solana 3% Monthly Option Income ETF (SOLM) and Amplify Transformational Data Sharing ETF (BLOK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SOLM achieves a -45.35% return, which is significantly lower than BLOK's 16.21% return.

SOLM

• 1D: -5.48%
• 1M: -17.98%
• YTD: -45.35%
• 6M: -51.02%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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)

SOLM vs. BLOK - Yearly Performance Comparison

	2026 (YTD)	2025
SOLM Amplify Solana 3% Monthly Option Income ETF	-45.35%	-15.50%
BLOK Amplify Transformational Data Sharing ETF	16.21%	-14.50%

Correlation

The correlation between SOLM and BLOK is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Nov 5, 2025	0.73

Return for Risk

SOLM vs. BLOK — Risk / Return Rank

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

BLOK

BLOK Risk / Return Rank: 21
BLOK Sharpe Ratio Rank: 23
BLOK Sortino Ratio Rank: 23
BLOK Omega Ratio Rank: 23
BLOK Calmar Ratio Rank: 20
BLOK Martin Ratio Rank: 18

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.

SOLM vs. BLOK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Solana 3% Monthly Option Income ETF (SOLM) 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.

Sharpe Ratios by Period

	SOLM	BLOK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.81	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.28	—
Sharpe Ratio (All Time) Calculated using the full available price history	-1.14	0.48	-1.62

Drawdowns

SOLM vs. BLOK - Drawdown Comparison

The maximum SOLM drawdown since its inception was -57.72%, smaller than the maximum BLOK drawdown of -73.33%. Use the drawdown chart below to compare losses from any high point for SOLM and BLOK.

Drawdown Indicators

	SOLM	BLOK	Difference
Max Drawdown Largest peak-to-trough decline	-57.72%	-73.33%	+15.61%
Max Drawdown (1Y) Largest decline over 1 year	—	-35.64%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-35.64%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-73.33%	—
Current Drawdown Current decline from peak	-57.72%	-10.16%	-47.56%
Average Drawdown Average peak-to-trough decline	-35.34%	-26.08%	-9.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	16.23%	—

Volatility

Volatility by Period

	SOLM	BLOK	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	10.59%	—
Volatility (6M) Calculated over the trailing 6-month period	—	28.55%	—
Volatility (1Y) Calculated over the trailing 1-year period	65.43%	38.29%	+27.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	65.43%	42.36%	+23.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	65.43%	38.97%	+26.46%

SOLM vs. BLOK - Expense Ratio Comparison

SOLM has a 0.75% expense ratio, which is higher than BLOK's 0.71% expense ratio.

Dividends

SOLM vs. BLOK - Dividend Comparison

SOLM's dividend yield for the trailing twelve months is around 35.68%, more than BLOK's 0.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
BLOK Amplify Transformational Data Sharing ETF	0.62%	0.72%	6.00%	1.15%	0.00%	14.31%	1.88%	2.05%	1.30%
SOLM Amplify Solana 3% Monthly Option Income ETF	35.68%	6.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SOLM and BLOK in my portfolio?

SOLM and BLOK have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SOLM or BLOK?

On fees, BLOK is cheaper at 0.71% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SOLM or BLOK?

BLOK is cheaper with a 0.71% expense ratio, compared with 0.75% for SOLM.

Which ETF pays a higher dividend yield, SOLM or BLOK?

SOLM has the higher dividend yield at 35.68%, compared with 0.62% for BLOK.

What is the main difference between SOLM and BLOK?

SOLM is categorized as Derivative Income, while BLOK is Technology Equities. Their fees differ too: 0.75% for SOLM and 0.71% for BLOK.