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

Correlation

The correlation between WULF and BLOK is 0.41, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

WULF vs. BLOK - Performance Comparison

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

-50.00%0.00%50.00%100.00%150.00%200.00%NovemberDecember2025FebruaryMarchApril
-59.63%
127.87%
WULF
BLOK

Key characteristics

Sharpe Ratio

WULF:

0.12

BLOK:

0.23

Sortino Ratio

WULF:

1.05

BLOK:

0.62

Omega Ratio

WULF:

1.12

BLOK:

1.07

Calmar Ratio

WULF:

0.14

BLOK:

0.23

Martin Ratio

WULF:

0.42

BLOK:

0.95

Ulcer Index

WULF:

32.81%

BLOK:

10.47%

Daily Std Dev

WULF:

116.11%

BLOK:

42.36%

Max Drawdown

WULF:

-98.50%

BLOK:

-73.33%

Current Drawdown

WULF:

-92.65%

BLOK:

-30.37%

Returns By Period

In the year-to-date period, WULF achieves a -53.18% return, which is significantly lower than BLOK's -16.95% return.


WULF

YTD

-53.18%

1M

-23.85%

6M

-43.74%

1Y

13.73%

5Y*

-0.39%

10Y*

-14.47%

BLOK

YTD

-16.95%

1M

-10.68%

6M

3.77%

1Y

9.01%

5Y*

24.73%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

WULF vs. BLOK — Risk-Adjusted Performance Rank

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

WULF
The Risk-Adjusted Performance Rank of WULF is 6363
Overall Rank
The Sharpe Ratio Rank of WULF is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of WULF is 6969
Sortino Ratio Rank
The Omega Ratio Rank of WULF is 6464
Omega Ratio Rank
The Calmar Ratio Rank of WULF is 6161
Calmar Ratio Rank
The Martin Ratio Rank of WULF is 5959
Martin Ratio Rank

BLOK
The Risk-Adjusted Performance Rank of BLOK is 4747
Overall Rank
The Sharpe Ratio Rank of BLOK is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of BLOK is 5555
Sortino Ratio Rank
The Omega Ratio Rank of BLOK is 5151
Omega Ratio Rank
The Calmar Ratio Rank of BLOK is 4444
Calmar Ratio Rank
The Martin Ratio Rank of BLOK is 4444
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.

WULF vs. BLOK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TeraWulf Inc. (WULF) 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.


Sharpe ratio
The chart of Sharpe ratio for WULF, currently valued at 0.12, compared to the broader market-2.00-1.000.001.002.003.00
WULF: 0.12
BLOK: 0.23
The chart of Sortino ratio for WULF, currently valued at 1.05, compared to the broader market-6.00-4.00-2.000.002.004.00
WULF: 1.05
BLOK: 0.62
The chart of Omega ratio for WULF, currently valued at 1.12, compared to the broader market0.501.001.502.00
WULF: 1.12
BLOK: 1.07
The chart of Calmar ratio for WULF, currently valued at 0.14, compared to the broader market0.001.002.003.004.005.00
WULF: 0.14
BLOK: 0.23
The chart of Martin ratio for WULF, currently valued at 0.42, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
WULF: 0.42
BLOK: 0.95

The current WULF Sharpe Ratio is 0.12, which is lower than the BLOK Sharpe Ratio of 0.23. The chart below compares the historical Sharpe Ratios of WULF 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.006.007.00NovemberDecember2025FebruaryMarchApril
0.12
0.23
WULF
BLOK

Dividends

WULF vs. BLOK - Dividend Comparison

WULF has not paid dividends to shareholders, while BLOK's dividend yield for the trailing twelve months is around 7.22%.


TTM2024202320222021202020192018
WULF
TeraWulf Inc.
0.00%0.00%0.00%0.00%33.22%0.00%0.00%0.00%
BLOK
Amplify Transformational Data Sharing ETF
7.22%6.00%1.15%0.00%14.31%1.88%2.05%1.30%

Drawdowns

WULF vs. BLOK - Drawdown Comparison

The maximum WULF drawdown since its inception was -98.50%, which is greater than BLOK's maximum drawdown of -73.33%. Use the drawdown chart below to compare losses from any high point for WULF and BLOK. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-92.65%
-30.37%
WULF
BLOK

Volatility

WULF vs. BLOK - Volatility Comparison

TeraWulf Inc. (WULF) has a higher volatility of 35.31% compared to Amplify Transformational Data Sharing ETF (BLOK) at 17.98%. This indicates that WULF'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.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
35.31%
17.98%
WULF
BLOK
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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