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GAMR vs. EHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GAMR vs. EHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Video Game Leaders ETF (GAMR) and Amplify Ethereum Max Income Covered Call ETF (EHY). 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 EHY's -38.33% 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%

EHY

1D
0.30%
1M
9.61%
6M
-25.73%
YTD
-38.33%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$56.89K$37.62K$74.63K
$71.68K$73.79K$110.84K

GAMR vs. EHY - Yearly Performance Comparison


Correlation

The correlation between GAMR and EHY is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 9, 2025

0.54

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Return for Risk

GAMR vs. EHY — 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

EHY

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. EHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Video Game Leaders ETF (GAMR) and Amplify Ethereum Max Income Covered Call ETF (EHY). 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.


GAMREHYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.08

Calmar ratioReturn relative to maximum drawdown

0.30

Martin ratioReturn relative to average drawdown

0.64

GAMR vs. EHY - Sharpe Ratio Comparison


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Drawdowns

GAMR vs. EHY - Drawdown Comparison

The maximum GAMR drawdown since its inception was -55.37%, smaller than the maximum EHY drawdown of -61.70%. Use the drawdown chart below to compare losses from any high point for GAMR and EHY.


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Drawdown Indicators


GAMREHYDifference

Max Drawdown

Largest peak-to-trough decline

-55.37%

-61.70%

+6.33%

Max Drawdown (1Y)

Largest decline over 1 year

-29.36%

Max Drawdown (3Y)

Largest decline over 3 years

-29.36%

Max Drawdown (5Y)

Largest decline over 5 years

-50.57%

Max Drawdown (10Y)

Largest decline over 10 years

-55.37%

Current Drawdown

Current decline from peak

-12.35%

-54.18%

+41.83%

Average Drawdown

Average peak-to-trough decline

-22.03%

-37.71%

+15.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.55%

Volatility

GAMR vs. EHY - Volatility Comparison


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Volatility by Period


GAMREHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.56%

Volatility (6M)

Calculated over the trailing 6-month period

18.90%

Volatility (1Y)

Calculated over the trailing 1-year period

23.88%

59.75%

-35.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.67%

59.75%

-35.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.39%

59.75%

-35.36%

GAMR vs. EHY - Expense Ratio Comparison

GAMR has a 0.59% expense ratio, which is lower than EHY's 0.75% expense ratio.


Dividends

GAMR vs. EHY - Dividend Comparison

GAMR's dividend yield for the trailing twelve months is around 0.49%, less than EHY's 60.96% yield.


PositionTTM20252024
EHY
Amplify Ethereum Max Income Covered Call ETF
60.96%8.87%0.00%
GAMR
Amplify Video Game Leaders ETF
0.49%0.52%0.63%

Frequently Asked Questions


GAMR and EHY have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, GAMR is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

GAMR is cheaper with a 0.59% expense ratio, compared with 0.75% for EHY.

EHY has the higher dividend yield at 60.96%, compared with 0.49% for GAMR.

GAMR is categorized as Gaming, while EHY is Cryptocurrency. Their fees differ too: 0.59% for GAMR and 0.75% for EHY.

Portfolio Optimizer

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