EA vs. GAMR

Last updated Apr 2, 2026

Compare and contrast key facts about Electronic Arts Inc. (EA) and Amplify Video Game Leaders ETF (GAMR).

GAMR is a passively managed fund by Amplify that tracks the performance of the VettaFi Video Game Leaders Index. It was launched on Mar 7, 2016.

Performance

EA vs. GAMR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Electronic Arts Inc. (EA) and Amplify Video Game Leaders ETF (GAMR). The values are adjusted to include any dividend payments, if applicable.

EA vs. GAMR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EA Electronic Arts Inc.	-0.27%	40.33%	7.49%	12.67%	-6.84%	-7.69%	33.75%	36.24%	-24.89%	33.39%
GAMR Amplify Video Game Leaders ETF	-16.53%	39.20%	11.23%	6.89%	-36.96%	11.31%	76.83%	14.76%	-18.82%	59.47%

Returns By Period

In the year-to-date period, EA achieves a -0.27% return, which is significantly higher than GAMR's -16.53% return. Over the past 10 years, EA has outperformed GAMR with an annualized return of 12.26%, while GAMR has yielded a comparatively lower 11.15% annualized return.

EA

• 1D: -0.14%
• 1M: 1.25%
• YTD: -0.27%
• 6M: 1.16%
• 1Y: 40.35%
• 3Y*: 19.73%
• 5Y*: 8.67%
• 10Y*: 12.26%

GAMR

• 1D: 0.76%
• 1M: -4.17%
• YTD: -16.53%
• 6M: -21.80%
• 1Y: 12.82%
• 3Y*: 7.75%
• 5Y*: -4.84%
• 10Y*: 11.15%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

EA vs. GAMR — Risk / Return Rank

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

EA

EA Risk / Return Rank: 91
EA Sharpe Ratio Rank: 86
EA Sortino Ratio Rank: 90
EA Omega Ratio Rank: 94
EA Calmar Ratio Rank: 92
EA Martin Ratio Rank: 93

GAMR

GAMR Risk / Return Rank: 24
GAMR Sharpe Ratio Rank: 25
GAMR Sortino Ratio Rank: 27
GAMR Omega Ratio Rank: 26
GAMR Calmar Ratio Rank: 23
GAMR Martin Ratio Rank: 21

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.

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.

	EA	GAMR	Difference
Sharpe ratio Return per unit of total volatility	1.64	0.47	+1.17
Sortino ratio Return per unit of downside risk	2.87	0.84	+2.02
Omega ratio Gain probability vs. loss probability	1.47	1.11	+0.36
Calmar ratio Return relative to maximum drawdown	4.60	0.50	+4.09
Martin ratio Return relative to average drawdown	13.88	1.36	+12.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EA vs. GAMR - Sharpe Ratio Comparison

The current EA Sharpe Ratio is 1.64, which is higher than the GAMR Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of EA and GAMR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	EA	GAMR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.64	0.47	+1.17
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.36	-0.20	+0.56
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	0.46	-0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.48	-0.09

Correlation

The correlation between EA and GAMR is 0.45, 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.

Dividends

EA vs. GAMR - Dividend Comparison

EA's dividend yield for the trailing twelve months is around 0.37%, less than GAMR's 0.62% yield.

	TTM	2025	2024	2023	2022	2021	2020
EA Electronic Arts Inc.	0.37%	0.37%	0.52%	0.56%	0.61%	0.52%	0.12%
GAMR Amplify Video Game Leaders ETF	0.62%	0.52%	0.63%	0.00%	0.00%	0.00%	0.00%

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.

Drawdown Indicators

	EA	GAMR	Difference
Max Drawdown Largest peak-to-trough decline	-84.24%	-55.37%	-28.87%
Max Drawdown (1Y) Largest decline over 1 year	-8.52%	-29.36%	+20.84%
Max Drawdown (5Y) Largest decline over 5 years	-30.54%	-51.75%	+21.21%
Max Drawdown (10Y) Largest decline over 10 years	-49.83%	-55.37%	+5.54%
Current Drawdown Current decline from peak	-0.50%	-30.45%	+29.95%
Average Drawdown Average peak-to-trough decline	-26.35%	-22.14%	-4.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.99%	10.89%	-7.90%

Volatility

EA vs. GAMR - Volatility Comparison

The current volatility for Electronic Arts Inc. (EA) is 2.06%, while Amplify Video Game Leaders ETF (GAMR) has a volatility of 8.85%. 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.

Volatility by Period

	EA	GAMR	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.06%	8.85%	-6.79%
Volatility (6M) Calculated over the trailing 6-month period	4.18%	17.68%	-13.50%
Volatility (1Y) Calculated over the trailing 1-year period	24.66%	27.41%	-2.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.08%	24.25%	-0.17%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.20%	24.18%	+4.02%