TFPN vs. PICK
TFPN (Blueprint Chesapeake Multi-Asset Trend ETF) and PICK (iShares MSCI Global Metals & Mining Producers ETF) are both exchange-traded funds - TFPN is a Global Allocation fund actively managed by Tidal ETFs, while PICK is a Metals fund tracking the MSCI ACWI Select Metals & Mining Producers ex Gold and Silver Investable Market Index. TFPN is actively managed, while PICK is passively managed. Over the past year, TFPN returned 43.05% vs 69.31% for PICK. At a 0.39 correlation, their price movements are largely independent. TFPN charges 1.10%/yr vs 0.39%/yr for PICK.
Performance
TFPN vs. PICK - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TFPN achieves a 25.19% return, which is significantly higher than PICK's 17.36% return.
TFPN
- 1D
- -1.03%
- 1M
- 2.11%
- YTD
- 25.19%
- 6M
- 22.97%
- 1Y
- 43.05%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PICK
- 1D
- -4.38%
- 1M
- -5.22%
- YTD
- 17.36%
- 6M
- 17.02%
- 1Y
- 69.31%
- 3Y*
- 18.27%
- 5Y*
- 10.54%
- 10Y*
- 16.67%
TFPN vs. PICK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
TFPN Blueprint Chesapeake Multi-Asset Trend ETF | 25.19% | 3.61% | 2.67% | -1.83% |
PICK iShares MSCI Global Metals & Mining Producers ETF | 17.36% | 51.89% | -16.37% | 8.31% |
Correlation
The correlation between TFPN and PICK is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Jul 12, 2023 | 0.39 |
The correlation between TFPN and PICK shifts across timeframes, from 0.39 (all time) to 0.56 (1 year), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TFPN vs. PICK — Risk / Return Rank
TFPN
PICK
TFPN vs. PICK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Blueprint Chesapeake Multi-Asset Trend ETF (TFPN) and iShares MSCI Global Metals & Mining Producers ETF (PICK). 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.
| TFPN | PICK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.65 | ||
| Sortino ratioReturn per unit of downside risk | +1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.53 | 1.39 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 5.79 | 3.56 | +2.23 |
| Martin ratioReturn relative to average drawdown | 19.17 | 13.38 | +5.80 |
Loading charts...
Drawdowns
TFPN vs. PICK - Drawdown Comparison
The maximum TFPN drawdown since its inception was -16.72%, smaller than the maximum PICK drawdown of -68.87%. Use the drawdown chart below to compare losses from any high point for TFPN and PICK.
Loading charts...
Drawdown Indicators
| TFPN | PICK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.72% | -68.87% | +52.15% |
Max Drawdown (1Y)Largest decline over 1 year | -7.47% | -19.54% | +12.07% |
Max Drawdown (3Y)Largest decline over 3 years | — | -32.52% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -36.37% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -52.72% | — |
Current DrawdownCurrent decline from peak | -1.52% | -12.59% | +11.07% |
Average DrawdownAverage peak-to-trough decline | -4.84% | -24.06% | +19.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.25% | 5.20% | -2.95% |
Volatility
TFPN vs. PICK - Volatility Comparison
The current volatility for Blueprint Chesapeake Multi-Asset Trend ETF (TFPN) is 6.23%, while iShares MSCI Global Metals & Mining Producers ETF (PICK) has a volatility of 13.12%. This indicates that TFPN experiences smaller price fluctuations and is considered to be less risky than PICK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| TFPN | PICK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.23% | 13.12% | -6.89% |
Volatility (6M)Calculated over the trailing 6-month period | 12.52% | 26.56% | -14.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.62% | 30.14% | -15.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.84% | 28.14% | -15.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.84% | 28.34% | -15.50% |
TFPN vs. PICK - Expense Ratio Comparison
TFPN has a 1.10% expense ratio, which is higher than PICK's 0.39% expense ratio.
Dividends
TFPN vs. PICK - Dividend Comparison
TFPN has not paid dividends to shareholders, while PICK's dividend yield for the trailing twelve months is around 2.21%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PICK iShares MSCI Global Metals & Mining Producers ETF | 2.21% | 2.88% | 3.26% | 4.19% | 6.93% | 5.89% | 2.27% | 5.51% | 4.77% | 2.41% | 1.15% | 15.77% |
TFPN Blueprint Chesapeake Multi-Asset Trend ETF | 0.00% | 0.00% | 0.94% | 0.98% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
TFPN and PICK have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PICK has higher volatility (13.12%) compared to TFPN (6.23%). In terms of maximum drawdown, TFPN dropped -16.72% vs PICK's -68.87%.
On 1-year performance, PICK leads with 69.31% vs 43.05% for TFPN. On fees, PICK is cheaper at 0.39% per year. On volatility, TFPN has been the lower-risk option at 6.23%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, PICK has performed better with a 69.31% return vs 43.05%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
PICK is cheaper with a 0.39% expense ratio, compared with 1.10% for TFPN.
PICK has the higher dividend yield at 2.21%, compared with 0.00% for TFPN.
TFPN is categorized as Global Allocation, while PICK is Metals. They also come from different issuers: Tidal ETFs and iShares. Their fees differ too: 1.10% for TFPN and 0.39% for PICK.
TFPN currently has the higher Sharpe Ratio (2.96 vs 2.31), 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.
Find the right allocation for TFPN and PICK
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer