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EKG vs. GERM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EKG vs. GERM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Nasdaq Lux Digital Health Solutions ETF (EKG) and Amplify Treatments, Testing and Advancements ETF (GERM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


EKG

1D
-0.20%
1M
2.98%
YTD
-10.11%
6M
-12.99%
1Y
-0.93%
3Y*
-0.66%
5Y*
10Y*

GERM

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

EKG vs. GERM - Yearly Performance Comparison


EKG vs. GERM - Sectors Allocation Comparison


Sectors
EKG
GERM

Healthcare

94.9%
99.3%

Technology

2.6%

-

Basic Materials

-

-

Communication Services

-

-

Consumer Cyclical

-

-

Consumer Defensive

-

-

Energy

-

-

Financial Services

-

0.4%

Industrials

-

-

Real Estate

-

-

Utilities

-

-

Healthcare

EKG
94.9%
GERM
99.3%

Technology

EKG
2.6%
GERM

-

Basic Materials

EKG

-

GERM

-

Communication Services

EKG

-

GERM

-

Consumer Cyclical

EKG

-

GERM

-

Consumer Defensive

EKG

-

GERM

-

Energy

EKG

-

GERM

-

Financial Services

EKG

-

GERM
0.4%

Industrials

EKG

-

GERM

-

Real Estate

EKG

-

GERM

-

Utilities

EKG

-

GERM

-

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Return for Risk

EKG vs. GERM — Risk / Return Rank

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

EKG
EKG Risk / Return Rank: 88
Overall Rank
EKG Sharpe Ratio Rank: 88
Sharpe Ratio Rank
EKG Sortino Ratio Rank: 88
Sortino Ratio Rank
EKG Omega Ratio Rank: 88
Omega Ratio Rank
EKG Calmar Ratio Rank: 88
Calmar Ratio Rank
EKG Martin Ratio Rank: 88
Martin Ratio Rank

GERM
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.

EKG vs. GERM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Nasdaq Lux Digital Health Solutions ETF (EKG) and Amplify Treatments, Testing and Advancements ETF (GERM). 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.


EKGGERMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.01

Calmar ratioReturn relative to maximum drawdown

-0.04

Martin ratioReturn relative to average drawdown

-0.10

EKG vs. GERM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EKGGERMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

Drawdowns

EKG vs. GERM - Drawdown Comparison

The maximum EKG drawdown since its inception was -43.82%, which is greater than GERM's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for EKG and GERM.


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Drawdown Indicators


EKGGERMDifference

Max Drawdown

Largest peak-to-trough decline

-43.82%

0.00%

-43.82%

Max Drawdown (1Y)

Largest decline over 1 year

-22.09%

0.00%

-22.09%

Max Drawdown (3Y)

Largest decline over 3 years

-34.49%

Current Drawdown

Current decline from peak

-20.78%

0.00%

-20.78%

Average Drawdown

Average peak-to-trough decline

-22.66%

0.00%

-22.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.73%

0.00%

+9.73%

Volatility

EKG vs. GERM - Volatility Comparison

First Trust Nasdaq Lux Digital Health Solutions ETF (EKG) has a higher volatility of 7.09% compared to Amplify Treatments, Testing and Advancements ETF (GERM) at 0.00%. This indicates that EKG's price experiences larger fluctuations and is considered to be riskier than GERM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EKGGERMDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.09%

0.00%

+7.09%

Volatility (6M)

Calculated over the trailing 6-month period

16.42%

0.00%

+16.42%

Volatility (1Y)

Calculated over the trailing 1-year period

21.57%

0.00%

+21.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.07%

0.00%

+27.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.07%

0.00%

+27.07%

EKG vs. GERM - Expense Ratio Comparison

EKG has a 0.65% expense ratio, which is lower than GERM's 0.68% expense ratio.


Dividends

EKG vs. GERM - Dividend Comparison

Neither EKG nor GERM has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


EKG has higher volatility (7.09%) compared to GERM (0.00%). In terms of maximum drawdown, EKG dropped -43.82% vs GERM's 0.00%.

On 1-year performance, GERM leads with 0.00% vs -0.93% for EKG. On fees, EKG is cheaper at 0.65% per year. On volatility, GERM has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, GERM has performed better with a 0.00% return vs -0.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EKG is cheaper with a 0.65% expense ratio, compared with 0.68% for GERM.

EKG and GERM have nearly identical dividend yields, around 0.00%.

EKG tracks NASDAQ Lux Health Tech Index, while GERM tracks Prime Treatments, Testing and Advancements Index. They also come from different issuers: First Trust and Amplify. Their fees differ too: 0.65% for EKG and 0.68% for GERM.

Portfolio Optimizer

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