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GAMR vs. BATT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GAMR vs. BATT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Video Game Leaders ETF (GAMR) and Amplify Lithium & Battery Technology ETF (BATT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GAMR achieves a 5.19% return, which is significantly higher than BATT's 4.71% return.


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%

BATT

1D
0.77%
1M
-4.49%
6M
-4.11%
YTD
4.71%
1Y
50.64%
3Y*
5.35%
5Y*
-2.30%
10Y*
ALL TIME*
-1.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$636.05K$767.46K$1.35M
$71.68K$73.79K$110.84K

GAMR vs. BATT - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GAMR
Amplify Video Game Leaders ETF
5.19%39.20%11.23%6.89%-36.96%11.31%76.83%14.76%-28.31%
BATT
Amplify Lithium & Battery Technology ETF
4.71%59.70%-13.93%-7.05%-32.25%16.52%44.43%-2.40%-42.27%

Correlation

The correlation between GAMR and BATT is 0.60, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.60

Correlation (3Y)
Balances recent behavior with more history.

0.61

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.68

Correlation (All Time)
Calculated using the full available price history since Jun 6, 2018

0.65

The correlation between GAMR and BATT has been stable across timeframes, ranging from 0.60 to 0.68 - a consistent structural relationship.

GAMR vs. BATT - Sectors Allocation Comparison


Sectors
GAMR
BATT

Technology

66.2%
3.1%

Communication Services

19.6%
0.0%

Consumer Cyclical

11.2%
20.6%

Financial Services

0.6%
0.2%

Basic Materials

-

57.4%

Consumer Defensive

-

-

Energy

-

-

Healthcare

-

-

Industrials

-

17.7%

Real Estate

-

-

Utilities

-

-

Technology

GAMR
66.2%
BATT
3.1%

Communication Services

GAMR
19.6%
BATT
0.0%

Consumer Cyclical

GAMR
11.2%
BATT
20.6%

Financial Services

GAMR
0.6%
BATT
0.2%

Basic Materials

GAMR

-

BATT
57.4%

Consumer Defensive

GAMR

-

BATT

-

Energy

GAMR

-

BATT

-

Healthcare

GAMR

-

BATT

-

Industrials

GAMR

-

BATT
17.7%

Real Estate

GAMR

-

BATT

-

Utilities

GAMR

-

BATT

-

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Return for Risk

GAMR vs. BATT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GAMR
GAMR Risk / Return Rank: 1818
Overall Rank
GAMR Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
GAMR Sortino Ratio Rank: 1919
Sortino Ratio Rank
GAMR Omega Ratio Rank: 1919
Omega Ratio Rank
GAMR Calmar Ratio Rank: 1616
Calmar Ratio Rank
GAMR Martin Ratio Rank: 1515
Martin Ratio Rank

BATT
BATT Risk / Return Rank: 5858
Overall Rank
BATT Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
BATT Sortino Ratio Rank: 5656
Sortino Ratio Rank
BATT Omega Ratio Rank: 5656
Omega Ratio Rank
BATT Calmar Ratio Rank: 6161
Calmar Ratio Rank
BATT Martin Ratio Rank: 5252
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GAMR vs. BATT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Video Game Leaders ETF (GAMR) and Amplify Lithium & Battery Technology ETF (BATT). 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.


GAMRBATTDifference
Sharpe ratioReturn per unit of total volatility

-1.15

Sortino ratioReturn per unit of downside risk

-1.34

Omega ratioGain probability vs. loss probability

1.08

1.26

-0.18

Calmar ratioReturn relative to maximum drawdown

0.30

2.21

-1.91

Martin ratioReturn relative to average drawdown

0.64

6.21

-5.57

GAMR vs. BATT - Sharpe Ratio Comparison

The current GAMR Sharpe Ratio is 0.36, which is lower than the BATT Sharpe Ratio of 1.51. The chart below compares the historical Sharpe Ratios of GAMR and BATT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GAMR vs. BATT - Drawdown Comparison

The maximum GAMR drawdown since its inception was -55.37%, smaller than the maximum BATT drawdown of -69.38%. Use the drawdown chart below to compare losses from any high point for GAMR and BATT.


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Drawdown Indicators


GAMRBATTDifference

Max Drawdown

Largest peak-to-trough decline

-55.37%

-69.38%

+14.01%

Max Drawdown (1Y)

Largest decline over 1 year

-29.36%

-23.02%

-6.34%

Max Drawdown (3Y)

Largest decline over 3 years

-29.36%

-45.26%

+15.90%

Max Drawdown (5Y)

Largest decline over 5 years

-50.57%

-61.98%

+11.41%

Max Drawdown (10Y)

Largest decline over 10 years

-55.37%

Current Drawdown

Current decline from peak

-12.35%

-19.86%

+7.51%

Average Drawdown

Average peak-to-trough decline

-22.03%

-34.39%

+12.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.55%

8.18%

+5.37%

Volatility

GAMR vs. BATT - Volatility Comparison

The current volatility for Amplify Video Game Leaders ETF (GAMR) is 6.56%, while Amplify Lithium & Battery Technology ETF (BATT) has a volatility of 10.05%. This indicates that GAMR experiences smaller price fluctuations and is considered to be less risky than BATT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GAMRBATTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.56%

10.05%

-3.49%

Volatility (6M)

Calculated over the trailing 6-month period

18.90%

27.20%

-8.30%

Volatility (1Y)

Calculated over the trailing 1-year period

23.88%

33.68%

-9.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.67%

30.01%

-5.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.39%

30.78%

-6.39%

GAMR vs. BATT - Expense Ratio Comparison

Both GAMR and BATT have an expense ratio of 0.59%.


Dividends

GAMR vs. BATT - Dividend Comparison

GAMR's dividend yield for the trailing twelve months is around 0.49%, less than BATT's 1.77% yield.


PositionTTM20252024202320222021202020192018
BATT
Amplify Lithium & Battery Technology ETF
1.77%1.85%3.17%3.23%4.14%2.32%0.21%3.22%0.89%
GAMR
Amplify Video Game Leaders ETF
0.49%0.52%0.63%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GAMR and BATT have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BATT has higher volatility (10.05%) compared to GAMR (6.56%). In terms of maximum drawdown, GAMR dropped -55.37% vs BATT's -69.38%.

On 5-year performance, GAMR leads with 1.75% vs -2.30% for BATT. Both ETFs have the same 0.59% expense ratio. On volatility, GAMR has been the lower-risk option at 6.56%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, GAMR has performed better with a 1.75% return vs -2.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

GAMR and BATT have the same expense ratio: 0.59% per year.

BATT has the higher dividend yield at 1.77%, compared with 0.49% for GAMR.

GAMR is categorized as Gaming, while BATT is Lithium & Battery Metals.

BATT currently has the higher Sharpe Ratio (1.51 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.

Portfolio Optimizer

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