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ETHO vs. GAMR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ETHO vs. GAMR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Etho Climate Leadership U.S. ETF (ETHO) and Amplify Video Game Leaders ETF (GAMR). The values are adjusted to include any dividend payments, if applicable.

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ETHO vs. GAMR - Yearly Performance Comparison


2026 (YTD)20252024
ETHO
Amplify Etho Climate Leadership U.S. ETF
2.47%10.23%8.17%
GAMR
Amplify Video Game Leaders ETF
-16.53%39.20%15.84%

Returns By Period

In the year-to-date period, ETHO achieves a 2.47% return, which is significantly higher than GAMR's -16.53% return.


ETHO

1D
1.26%
1M
-4.18%
YTD
2.47%
6M
5.50%
1Y
22.66%
3Y*
5Y*
10Y*

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)

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ETHO vs. GAMR - Expense Ratio Comparison

ETHO has a 0.45% expense ratio, which is lower than GAMR's 0.59% expense ratio.


Return for Risk

ETHO vs. GAMR — Risk / Return Rank

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

ETHO
ETHO Risk / Return Rank: 5757
Overall Rank
ETHO Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
ETHO Sortino Ratio Rank: 5757
Sortino Ratio Rank
ETHO Omega Ratio Rank: 5252
Omega Ratio Rank
ETHO Calmar Ratio Rank: 5959
Calmar Ratio Rank
ETHO Martin Ratio Rank: 6363
Martin Ratio Rank

GAMR
GAMR Risk / Return Rank: 2424
Overall Rank
GAMR Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
GAMR Sortino Ratio Rank: 2727
Sortino Ratio Rank
GAMR Omega Ratio Rank: 2626
Omega Ratio Rank
GAMR Calmar Ratio Rank: 2323
Calmar Ratio Rank
GAMR Martin Ratio Rank: 2121
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.

ETHO vs. GAMR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Etho Climate Leadership U.S. ETF (ETHO) 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.


ETHOGAMRDifference

Sharpe ratio

Return per unit of total volatility

1.01

0.47

+0.54

Sortino ratio

Return per unit of downside risk

1.55

0.84

+0.71

Omega ratio

Gain probability vs. loss probability

1.21

1.11

+0.09

Calmar ratio

Return relative to maximum drawdown

1.62

0.50

+1.11

Martin ratio

Return relative to average drawdown

6.81

1.36

+5.45

ETHO vs. GAMR - Sharpe Ratio Comparison

The current ETHO Sharpe Ratio is 1.01, which is higher than the GAMR Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of ETHO 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.


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Sharpe Ratios by Period


ETHOGAMRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.01

0.47

+0.54

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.48

+0.01

Correlation

The correlation between ETHO and GAMR is 0.59, 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

ETHO vs. GAMR - Dividend Comparison

ETHO's dividend yield for the trailing twelve months is around 0.84%, more than GAMR's 0.62% yield.


TTM20252024
ETHO
Amplify Etho Climate Leadership U.S. ETF
0.84%0.86%0.69%
GAMR
Amplify Video Game Leaders ETF
0.62%0.52%0.63%

Drawdowns

ETHO vs. GAMR - Drawdown Comparison

The maximum ETHO drawdown since its inception was -25.50%, smaller than the maximum GAMR drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for ETHO and GAMR.


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Drawdown Indicators


ETHOGAMRDifference

Max Drawdown

Largest peak-to-trough decline

-25.50%

-55.37%

+29.87%

Max Drawdown (1Y)

Largest decline over 1 year

-14.03%

-29.36%

+15.33%

Max Drawdown (5Y)

Largest decline over 5 years

-51.75%

Max Drawdown (10Y)

Largest decline over 10 years

-55.37%

Current Drawdown

Current decline from peak

-5.05%

-30.45%

+25.40%

Average Drawdown

Average peak-to-trough decline

-4.78%

-22.14%

+17.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.34%

10.89%

-7.55%

Volatility

ETHO vs. GAMR - Volatility Comparison

The current volatility for Amplify Etho Climate Leadership U.S. ETF (ETHO) is 7.58%, while Amplify Video Game Leaders ETF (GAMR) has a volatility of 8.85%. This indicates that ETHO 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


ETHOGAMRDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.58%

8.85%

-1.27%

Volatility (6M)

Calculated over the trailing 6-month period

13.46%

17.68%

-4.22%

Volatility (1Y)

Calculated over the trailing 1-year period

22.46%

27.41%

-4.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.61%

24.25%

-4.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.61%

24.18%

-4.57%