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EHY vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EHY vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Ethereum Max Income Covered Call ETF (EHY) and United States Gasoline Fund LP (UGA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EHY achieves a -47.40% return, which is significantly lower than UGA's 59.54% return.


EHY

1D
-5.18%
1M
-27.85%
YTD
-47.40%
6M
-46.05%
1Y
3Y*
5Y*
10Y*

UGA

1D
-2.77%
1M
-14.54%
YTD
59.54%
6M
55.91%
1Y
62.68%
3Y*
17.85%
5Y*
22.22%
10Y*
13.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EHY vs. UGA - Yearly Performance Comparison


Correlation

The correlation between EHY and UGA is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 9, 2025

-0.10

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Return for Risk

EHY vs. UGA — Risk / Return Rank

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

EHY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


UGA
UGA Risk / Return Rank: 6060
Overall Rank
UGA Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 5454
Sortino Ratio Rank
UGA Omega Ratio Rank: 5555
Omega Ratio Rank
UGA Calmar Ratio Rank: 6969
Calmar Ratio Rank
UGA Martin Ratio Rank: 6060
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.

EHY vs. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Ethereum Max Income Covered Call ETF (EHY) and United States Gasoline Fund LP (UGA). 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.


EHYUGADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

3.10

Martin ratioReturn relative to average drawdown

9.66

EHY vs. UGA - Sharpe Ratio Comparison


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Drawdowns

EHY vs. UGA - Drawdown Comparison

The maximum EHY drawdown since its inception was -60.92%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for EHY and UGA.


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Drawdown Indicators


EHYUGADifference

Max Drawdown

Largest peak-to-trough decline

-60.92%

-86.59%

+25.67%

Max Drawdown (1Y)

Largest decline over 1 year

-20.32%

Max Drawdown (3Y)

Largest decline over 3 years

-26.68%

Max Drawdown (5Y)

Largest decline over 5 years

-38.11%

Max Drawdown (10Y)

Largest decline over 10 years

-75.89%

Current Drawdown

Current decline from peak

-60.92%

-20.32%

-40.60%

Average Drawdown

Average peak-to-trough decline

-34.87%

-36.69%

+1.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.51%

Volatility

EHY vs. UGA - Volatility Comparison


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Volatility by Period


EHYUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

9.45%

Volatility (6M)

Calculated over the trailing 6-month period

30.74%

Volatility (1Y)

Calculated over the trailing 1-year period

60.88%

34.84%

+26.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.88%

34.47%

+26.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.88%

37.22%

+23.66%

EHY vs. UGA - Expense Ratio Comparison

Both EHY and UGA have an expense ratio of 0.75%.


Dividends

EHY vs. UGA - Dividend Comparison

EHY's dividend yield for the trailing twelve months is around 56.77%, while UGA has not paid dividends to shareholders.


Frequently Asked Questions


EHY and UGA have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.75% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

EHY and UGA have the same expense ratio: 0.75% per year.

EHY has the higher dividend yield at 56.77%, compared with 0.00% for UGA.

EHY is categorized as Cryptocurrency, while UGA is Oil & Gas. They also come from different issuers: Amplify and Concierge Technologies.

Portfolio Optimizer

Find the right allocation for EHY and UGA

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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