WULF vs. BLOK

In the year-to-date period, WULF achieves a -46.29% return, which is significantly lower than BLOK's -8.20% return.

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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.

The current WULF Sharpe Ratio is 0.15, which is lower than the BLOK Sharpe Ratio of 0.68. 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.

WULF has not paid dividends to shareholders, while BLOK's dividend yield for the trailing twelve months is around 6.53%.

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.

TeraWulf Inc. (WULF) has a higher volatility of 40.18% compared to Amplify Transformational Data Sharing ETF (BLOK) at 20.18%. 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.