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GAMR vs. BWET
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GAMR vs. BWET - Performance Comparison

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

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GAMR vs. BWET - Yearly Performance Comparison


2026 (YTD)202520242023
GAMR
Amplify Video Game Leaders ETF
-17.16%39.20%11.23%0.45%
BWET
Breakwave Tanker Shipping ETF
411.30%96.22%-39.21%15.94%

Returns By Period

In the year-to-date period, GAMR achieves a -17.16% return, which is significantly lower than BWET's 411.30% return.


GAMR

1D
4.27%
1M
-5.38%
YTD
-17.16%
6M
-21.93%
1Y
13.90%
3Y*
7.48%
5Y*
-4.99%
10Y*
11.06%

BWET

1D
-19.47%
1M
71.90%
YTD
411.30%
6M
568.02%
1Y
802.84%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GAMR vs. BWET - Expense Ratio Comparison

GAMR has a 0.59% expense ratio, which is lower than BWET's 3.50% expense ratio.


Return for Risk

GAMR vs. BWET — Risk / Return Rank

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

GAMR
GAMR Risk / Return Rank: 2727
Overall Rank
GAMR Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
GAMR Sortino Ratio Rank: 3232
Sortino Ratio Rank
GAMR Omega Ratio Rank: 3232
Omega Ratio Rank
GAMR Calmar Ratio Rank: 2222
Calmar Ratio Rank
GAMR Martin Ratio Rank: 2121
Martin Ratio Rank

BWET
BWET Risk / Return Rank: 9999
Overall Rank
BWET Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BWET Sortino Ratio Rank: 9999
Sortino Ratio Rank
BWET Omega Ratio Rank: 9898
Omega Ratio Rank
BWET Calmar Ratio Rank: 9999
Calmar Ratio Rank
BWET Martin Ratio Rank: 9999
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.

GAMR vs. BWET - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Video Game Leaders ETF (GAMR) and Breakwave Tanker Shipping ETF (BWET). 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.


GAMRBWETDifference

Sharpe ratio

Return per unit of total volatility

0.51

9.77

-9.26

Sortino ratio

Return per unit of downside risk

0.90

5.78

-4.88

Omega ratio

Gain probability vs. loss probability

1.12

1.86

-0.73

Calmar ratio

Return relative to maximum drawdown

0.43

27.62

-27.19

Martin ratio

Return relative to average drawdown

1.18

78.05

-76.87

GAMR vs. BWET - Sharpe Ratio Comparison

The current GAMR Sharpe Ratio is 0.51, which is lower than the BWET Sharpe Ratio of 9.77. The chart below compares the historical Sharpe Ratios of GAMR and BWET, 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


GAMRBWETDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

9.77

-9.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

1.50

-1.02

Correlation

The correlation between GAMR and BWET is -0.03. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

GAMR vs. BWET - Dividend Comparison

GAMR's dividend yield for the trailing twelve months is around 0.63%, while BWET has not paid dividends to shareholders.


TTM20252024
GAMR
Amplify Video Game Leaders ETF
0.63%0.52%0.63%
BWET
Breakwave Tanker Shipping ETF
0.00%0.00%0.00%

Drawdowns

GAMR vs. BWET - Drawdown Comparison

The maximum GAMR drawdown since its inception was -55.37%, roughly equal to the maximum BWET drawdown of -56.90%. Use the drawdown chart below to compare losses from any high point for GAMR and BWET.


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Drawdown Indicators


GAMRBWETDifference

Max Drawdown

Largest peak-to-trough decline

-55.37%

-56.90%

+1.53%

Max Drawdown (1Y)

Largest decline over 1 year

-29.36%

-28.84%

-0.52%

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

-30.97%

-19.47%

-11.50%

Average Drawdown

Average peak-to-trough decline

-22.13%

-24.74%

+2.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.77%

10.21%

+0.56%

Volatility

GAMR vs. BWET - Volatility Comparison

The current volatility for Amplify Video Game Leaders ETF (GAMR) is 9.00%, while Breakwave Tanker Shipping ETF (BWET) has a volatility of 51.89%. This indicates that GAMR experiences smaller price fluctuations and is considered to be less risky than BWET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GAMRBWETDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.00%

51.89%

-42.89%

Volatility (6M)

Calculated over the trailing 6-month period

17.65%

72.97%

-55.32%

Volatility (1Y)

Calculated over the trailing 1-year period

27.42%

83.00%

-55.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.25%

64.49%

-40.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.19%

64.49%

-40.30%