GAMR vs. EA
GAMR (Amplify Video Game Leaders ETF) is Gaming fund tracking the VettaFi Video Game Leaders Index, while EA (Electronic Arts Inc.) is a stock. Over the past 10 years, GAMR returned 12.22%/yr vs 10.91%/yr for EA. Their 0.43 correlation means their historical movements had little consistent relationship.
Performance
GAMR vs. EA - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with GAMR having a 3.02% return and EA slightly lower at 2.90%. Over the past 10 years, GAMR has outperformed EA with an annualized return of 12.22%, while EA has yielded a comparatively lower 10.91% annualized return.
GAMR
- 1D
- -0.06%
- 1M
- 2.45%
- 6M
- 8.06%
- YTD
- 3.02%
- 1Y
- 6.41%
- 3Y*
- 14.92%
- 5Y*
- 0.86%
- 10Y*
- 12.22%
- ALL TIME*
- 13.42%
EA
- 1D
- 0.13%
- 1M
- 2.27%
- 6M
- 3.11%
- YTD
- 2.90%
- 1Y
- 34.13%
- 3Y*
- 16.10%
- 5Y*
- 8.40%
- 10Y*
- 10.91%
- ALL TIME*
- 17.88%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $616.91M | $532.09M | $457.44M | |
| $69.51K | $68.28K | $108.93K |
GAMR vs. EA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GAMR Amplify Video Game Leaders ETF | 3.02% | 39.20% | 11.23% | 6.89% | -36.96% | 11.31% | 76.83% | 14.76% | -18.82% | 59.47% |
EA Electronic Arts Inc. | 2.90% | 40.33% | 7.49% | 12.67% | -6.84% | -7.69% | 33.75% | 36.24% | -24.89% | 33.39% |
Correlation
The correlation between GAMR and EA is 0.15, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.15 |
Correlation (3Y) Balances recent behavior with more history. | 0.26 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.37 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.43 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2016 | 0.43 |
Over the past year, the correlation between GAMR and EA has dropped to 0.15 - well below their long-term average of 0.43, suggesting their price drivers have been diverging.
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Return for Risk
GAMR vs. EA — Risk / Return Rank
GAMR
EA
GAMR vs. EA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amplify Video Game Leaders ETF (GAMR) and Electronic Arts Inc. (EA). 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.
| GAMR | EA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.82 | ||
| Sortino ratioReturn per unit of downside risk | -4.34 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.96 | -0.90 |
| Calmar ratioReturn relative to maximum drawdown | 0.16 | 5.37 | -5.20 |
| Martin ratioReturn relative to average drawdown | 0.35 | 20.44 | -20.08 |
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Drawdowns
GAMR vs. EA - Drawdown Comparison
The maximum GAMR drawdown since its inception was -55.37%, smaller than the maximum EA drawdown of -84.24%. Use the drawdown chart below to compare losses from any high point for GAMR and EA.
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Drawdown Indicators
| GAMR | EA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.37% | -84.24% | +28.87% |
Max Drawdown (1Y)Largest decline over 1 year | -29.36% | -7.14% | -22.22% |
Max Drawdown (3Y)Largest decline over 3 years | -29.36% | -30.54% | +1.18% |
Max Drawdown (5Y)Largest decline over 5 years | -50.57% | -30.54% | -20.03% |
Max Drawdown (10Y)Largest decline over 10 years | -55.37% | -49.83% | -5.54% |
Current DrawdownCurrent decline from peak | -14.16% | 0.00% | -14.16% |
Average DrawdownAverage peak-to-trough decline | -22.03% | -26.12% | +4.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.55% | 1.87% | +11.68% |
Volatility
GAMR vs. EA - Volatility Comparison
Amplify Video Game Leaders ETF (GAMR) has a higher volatility of 6.33% compared to Electronic Arts Inc. (EA) at 1.11%. This indicates that GAMR's price experiences larger fluctuations and is considered to be riskier than EA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GAMR | EA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.33% | 1.11% | +5.22% |
Volatility (6M)Calculated over the trailing 6-month period | 19.39% | 4.47% | +14.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.84% | 19.16% | +4.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.67% | 23.64% | +1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.38% | 27.61% | -3.23% |
Dividends
GAMR vs. EA - Dividend Comparison
GAMR's dividend yield for the trailing twelve months is around 0.50%, more than EA's 0.36% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
EA Electronic Arts Inc. | 0.36% | 0.37% | 0.52% | 0.56% | 0.61% | 0.52% | 0.12% |
GAMR Amplify Video Game Leaders ETF | 0.50% | 0.52% | 0.63% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GAMR and EA have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GAMR has higher volatility (6.33%) compared to EA (1.11%). In terms of maximum drawdown, GAMR dropped -55.37% vs EA's -84.24%.
EA currently has the higher Sharpe Ratio (2.02 vs 0.20), 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.
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