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XYZ vs. DAPP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XYZ vs. DAPP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Block, Inc (XYZ) and VanEck Digital Transformation ETF (DAPP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XYZ achieves a 6.15% return, which is significantly lower than DAPP's 25.17% return.


XYZ

1D
3.69%
1M
-4.20%
YTD
6.15%
6M
8.61%
1Y
7.85%
3Y*
2.48%
5Y*
-20.63%
10Y*
22.72%

DAPP

1D
6.87%
1M
-4.74%
YTD
25.17%
6M
4.13%
1Y
38.49%
3Y*
57.49%
5Y*
-0.86%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XYZ vs. DAPP - Yearly Performance Comparison


2026 (YTD)20252024202320222021
XYZ
Block, Inc
6.15%-23.41%9.88%23.09%-61.09%-40.89%
DAPP
VanEck Digital Transformation ETF
25.17%15.03%44.87%285.02%-85.60%-45.88%

Correlation

The correlation between XYZ and DAPP is 0.52, 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

0.52

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

0.53

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

0.60

Correlation (All Time)
Calculated using the full available price history since Apr 14, 2021

0.60

The correlation between XYZ and DAPP has been stable across timeframes, ranging from 0.52 to 0.60 - a consistent structural relationship.

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Return for Risk

XYZ vs. DAPP — Risk / Return Rank

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

XYZ
XYZ Risk / Return Rank: 4848
Overall Rank
XYZ Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
XYZ Sortino Ratio Rank: 4747
Sortino Ratio Rank
XYZ Omega Ratio Rank: 4646
Omega Ratio Rank
XYZ Calmar Ratio Rank: 4949
Calmar Ratio Rank
XYZ Martin Ratio Rank: 4949
Martin Ratio Rank

DAPP
DAPP Risk / Return Rank: 2323
Overall Rank
DAPP Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
DAPP Sortino Ratio Rank: 2727
Sortino Ratio Rank
DAPP Omega Ratio Rank: 2525
Omega Ratio Rank
DAPP Calmar Ratio Rank: 2222
Calmar Ratio Rank
DAPP 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.

XYZ vs. DAPP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Block, Inc (XYZ) and VanEck Digital Transformation ETF (DAPP). 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.


XYZDAPPDifference
Sharpe ratioReturn per unit of total volatility

-0.45

Sortino ratioReturn per unit of downside risk

-0.65

Omega ratioGain probability vs. loss probability

1.07

1.14

-0.07

Calmar ratioReturn relative to maximum drawdown

0.20

0.80

-0.60

Martin ratioReturn relative to average drawdown

0.46

1.56

-1.10

XYZ vs. DAPP - Sharpe Ratio Comparison

The current XYZ Sharpe Ratio is 0.17, which is lower than the DAPP Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of XYZ and DAPP, 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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Drawdowns

XYZ vs. DAPP - Drawdown Comparison

The maximum XYZ drawdown since its inception was -86.08%, smaller than the maximum DAPP drawdown of -92.61%. Use the drawdown chart below to compare losses from any high point for XYZ and DAPP.


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Drawdown Indicators


XYZDAPPDifference

Max Drawdown

Largest peak-to-trough decline

-86.08%

-92.61%

+6.53%

Max Drawdown (1Y)

Largest decline over 1 year

-39.48%

-48.21%

+8.73%

Max Drawdown (3Y)

Largest decline over 3 years

-52.96%

-58.88%

+5.92%

Max Drawdown (5Y)

Largest decline over 5 years

-86.08%

-91.90%

+5.82%

Max Drawdown (10Y)

Largest decline over 10 years

-86.08%

Current Drawdown

Current decline from peak

-75.48%

-37.41%

-38.07%

Average Drawdown

Average peak-to-trough decline

-41.04%

-61.28%

+20.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.13%

24.81%

-7.68%

Volatility

XYZ vs. DAPP - Volatility Comparison

The current volatility for Block, Inc (XYZ) is 13.18%, while VanEck Digital Transformation ETF (DAPP) has a volatility of 19.25%. This indicates that XYZ experiences smaller price fluctuations and is considered to be less risky than DAPP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XYZDAPPDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.18%

19.25%

-6.07%

Volatility (6M)

Calculated over the trailing 6-month period

35.59%

47.92%

-12.33%

Volatility (1Y)

Calculated over the trailing 1-year period

46.92%

62.53%

-15.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.02%

73.13%

-13.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.70%

72.92%

-16.22%

Dividends

XYZ vs. DAPP - Dividend Comparison

Neither XYZ nor DAPP has paid dividends to shareholders.


PositionTTM20252024202320222021
DAPP
VanEck Digital Transformation ETF
0.00%0.00%4.04%0.00%0.00%10.13%
XYZ
Block, Inc
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XYZ and DAPP have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DAPP has higher volatility (19.25%) compared to XYZ (13.18%). In terms of maximum drawdown, XYZ dropped -86.08% vs DAPP's -92.61%.

DAPP currently has the higher Sharpe Ratio (0.62 vs 0.17), 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 XYZ and DAPP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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