EA vs. GAMR
EA (Electronic Arts Inc.) is a stock, while GAMR (Amplify Video Game Leaders ETF) is Gaming fund tracking the VettaFi Video Game Leaders Index. Over the past 10 years, EA returned 10.48%/yr vs 12.37%/yr for GAMR. Their 0.43 correlation means their historical movements had little consistent relationship.
Performance
EA vs. GAMR - Performance Comparison
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Returns By Period
In the year-to-date period, EA achieves a 2.93% return, which is significantly lower than GAMR's 5.19% return. Over the past 10 years, EA has underperformed GAMR with an annualized return of 10.48%, while GAMR has yielded a comparatively higher 12.37% annualized return.
EA
- 1D
- 0.02%
- 1M
- 2.29%
- 6M
- 3.29%
- YTD
- 2.93%
- 1Y
- 34.16%
- 3Y*
- 20.23%
- 5Y*
- 9.02%
- 10Y*
- 10.48%
- ALL TIME*
- 17.88%
GAMR
- 1D
- 2.11%
- 1M
- 4.61%
- 6M
- 9.99%
- YTD
- 5.19%
- 1Y
- 8.65%
- 3Y*
- 17.09%
- 5Y*
- 1.75%
- 10Y*
- 12.37%
- ALL TIME*
- 13.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $676.20M | $554.73M | $471.13M | |
| $71.68K | $73.79K | $110.84K |
EA vs. GAMR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EA Electronic Arts Inc. | 2.93% | 40.33% | 7.49% | 12.67% | -6.84% | -7.69% | 33.75% | 36.24% | -24.89% | 33.39% |
GAMR Amplify Video Game Leaders ETF | 5.19% | 39.20% | 11.23% | 6.89% | -36.96% | 11.31% | 76.83% | 14.76% | -18.82% | 59.47% |
Correlation
The correlation between EA and GAMR is 0.16, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.16 |
Correlation (3Y) Balances recent behavior with more history. | 0.26 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.37 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.43 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2016 | 0.43 |
Over the past year, the correlation between EA and GAMR has dropped to 0.16 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.
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Return for Risk
EA vs. GAMR — Risk / Return Rank
EA
GAMR
EA vs. GAMR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Electronic Arts Inc. (EA) and Amplify Video Game Leaders ETF (GAMR). 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.
| EA | GAMR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.46 | ||
| Sortino ratioReturn per unit of downside risk | +3.71 | ||
| Omega ratioGain probability vs. loss probability | 1.87 | 1.08 | +0.79 |
| Calmar ratioReturn relative to maximum drawdown | 4.80 | 0.30 | +4.51 |
| Martin ratioReturn relative to average drawdown | 18.29 | 0.64 | +17.65 |
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Drawdowns
EA vs. GAMR - Drawdown Comparison
The maximum EA drawdown since its inception was -84.24%, which is greater than GAMR's maximum drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for EA and GAMR.
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Drawdown Indicators
| EA | GAMR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.24% | -55.37% | -28.87% |
Max Drawdown (1Y)Largest decline over 1 year | -7.14% | -29.36% | +22.22% |
Max Drawdown (3Y)Largest decline over 3 years | -30.54% | -29.36% | -1.18% |
Max Drawdown (5Y)Largest decline over 5 years | -30.54% | -50.57% | +20.03% |
Max Drawdown (10Y)Largest decline over 10 years | -49.83% | -55.37% | +5.54% |
Current DrawdownCurrent decline from peak | 0.00% | -12.35% | +12.35% |
Average DrawdownAverage peak-to-trough decline | -26.11% | -22.03% | -4.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.87% | 13.55% | -11.68% |
Volatility
EA vs. GAMR - Volatility Comparison
The current volatility for Electronic Arts Inc. (EA) is 1.09%, while Amplify Video Game Leaders ETF (GAMR) has a volatility of 6.56%. This indicates that EA experiences smaller price fluctuations and is considered to be less risky than GAMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EA | GAMR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.09% | 6.56% | -5.47% |
Volatility (6M)Calculated over the trailing 6-month period | 4.47% | 18.90% | -14.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.80% | 23.88% | -5.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.61% | 24.67% | -1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.61% | 24.39% | +3.22% |
Dividends
EA vs. GAMR - Dividend Comparison
EA's dividend yield for the trailing twelve months is around 0.36%, less than GAMR's 0.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EA Electronic Arts Inc. | 0.36% | 0.37% | 0.52% | 0.56% | 0.61% | 0.52% | 0.12% |
GAMR Amplify Video Game Leaders ETF | 0.49% | 0.52% | 0.63% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EA and GAMR have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GAMR has higher volatility (6.56%) compared to EA (1.09%). In terms of maximum drawdown, EA dropped -84.24% vs GAMR's -55.37%.
EA currently has the higher Sharpe Ratio (1.83 vs 0.36), 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.
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