Nicholas Crypto Income ETF

10-Year Study

BLOX.US · · US · ETF

Executive Summary: Nicholas Crypto Income ETF has compounded at 7.1% annually over the last 10 years, with a maximum drawdown of 42.5% and an annualized volatility of 103.0%.

1Y CAGR
+7.1%
3Y CAGR
+7.1%
5Y CAGR
+7.1%
10Y CAGR
+7.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
42.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.30
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.72
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
48.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +7.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 7.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.1-14.9-13.219.314.8———————7.3%
2025——————11.7-3.616.77.5-18.8-9.6-0.8%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 103.0%. The dominant macroeconomic risk driver is BTC-USD.CC, accounting for 44.6% of variance. Idiosyncratic stock-specific factors contribute 0.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2025-06-0110000
2025-07-0111172.37735577183
2025-08-0110769.577146836857
2025-09-0112570.740698491225
2025-10-0113511.908693015688
2025-11-0110971.187387052036
2025-12-019918.167135969838
2026-01-0110526.780300073848
2026-02-018957.786730227728
2026-03-017775.022664641358
2026-04-019271.78957606614
2026-05-0110644.87659027732
Annual Return Matrix
YearAnnual Return
20260.07327053923823823
Total Factor Risk
1.0296835629813608
VTI.US Exposure
0.28628893967881824
VEA.US Exposure
0.1291048433185121
VWO.US Exposure
0.015137857398495254
QQQ.US Exposure
-0.15458445831038664
VTV.US Exposure
0.060164268676176025
IJR.US Exposure
0.04200494444996885
QUAL.US Exposure
0.24051694019137435
SHV.US Exposure
0.001037797032915867
TLT.US Exposure
-0.01094879181405593
LQD.US Exposure
0.07306264461566536
HYG.US Exposure
-0.008851532881674758
GLD.US Exposure
-0.012050125894640556
USO.US Exposure
-0.0005417442520048738
VNQ.US Exposure
-0.058172678672681964
BTC-USD.CC Exposure
0.4459484534552939
CPER.US Exposure
0.0020433511810245856
VIX.INDX Exposure
-0.10158778184491352
UUP.US Exposure
0.017397660254356448
TIP.US Exposure
0.03402940398600395
Idiosyncratic Exposure
9.43175345538748e-9
Value Score
31.8
Growth Score
50
Profit Score
75
Health Score
21.8
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
103.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →19.8x
Forward P/EForward P/E RatioA valuation metric that compares the current stock price to estimated future earnings per share.Click for full definition →Fairly Valued19.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Squeeze RiskShort Squeeze RiskA situation where a sharp rise in the price of a stock forces short sellers to buy shares to cover their positions, further driving up the price.Click for full definition →Low
Market Cap$27.4B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
2.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.09
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$876
Avg Yield on Cost
8.76%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$875.918.76%Solid

Momentum & MacroiPrice momentum indicators: distance from 50/200-Day SMA, 52-Week High proximity, Golden Cross trend signal, RSI momentum gauge, Fibonacci retracement levels, and Beta (market sensitivity).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+17.4%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.1%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
25.8% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.00
Market sensitivity coefficient
Trend SignalGolden Cross & Death CrossTechnical chart patterns that occur when a short-term moving average crosses over a long-term moving average.Click for full definition →
✦ Death Cross
Bearish — 50 SMA below 200 SMA
RSI (14-Day)Relative Strength Index (RSI)A momentum oscillator that measures the speed and change of price movements to identify overbought or oversold conditions.Click for full definition →
65
OversoldNeutralOverbought
Neutral
Fibonacci LevelsFibonacci RetracementTechnical levels based on mathematical ratios that indicate potential support and resistance areas.Click for full definition →
38.2% retracement-8.7%
50.0% retracement-1.8%
61.8% retracement+6.3%
% distance of current price from each 52-week Fibonacci support level.

Frequently Asked Questions & Methodology

Is Nicholas Crypto Income ETF a high-risk investment?

Nicholas Crypto Income ETF (BLOX.US) has an annualized volatility of 103.0% and experienced a maximum drawdown of 42.5% over the last 10 years. Its primary macro risk driver is BTC-USD.CC.

What is the 10-year return of BLOX.US?

Over the past 10 years, BLOX.US has generated a Compound Annual Growth Rate (CAGR) of 7.1%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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