GAMR vs. EHY
GAMR (Amplify Video Game Leaders ETF) and EHY (Amplify Ethereum Max Income Covered Call ETF) are both exchange-traded funds - GAMR is a Gaming fund tracking the VettaFi Video Game Leaders Index, while EHY is a Cryptocurrency fund actively managed by Amplify. GAMR is passively managed, while EHY is actively managed. A 0.53 correlation means they provide meaningful diversification when combined. GAMR charges 0.59%/yr vs 0.75%/yr for EHY.
Performance
GAMR vs. EHY - Performance Comparison
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Returns By Period
In the year-to-date period, GAMR achieves a 3.68% return, which is significantly higher than EHY's -38.15% return.
GAMR
- 1D
- -0.83%
- 1M
- 13.55%
- YTD
- 3.68%
- 6M
- 1.71%
- 1Y
- 19.82%
- 3Y*
- 16.12%
- 5Y*
- -0.52%
- 10Y*
- 12.82%
EHY
- 1D
- -6.90%
- 1M
- -26.11%
- YTD
- -38.15%
- 6M
- -36.98%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
GAMR vs. EHY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
GAMR Amplify Video Game Leaders ETF | 3.68% | -9.03% |
EHY Amplify Ethereum Max Income Covered Call ETF | -38.15% | -25.71% |
Correlation
The correlation between GAMR and EHY is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Oct 10, 2025 | 0.53 |
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Return for Risk
GAMR vs. EHY — Risk / Return Rank
GAMR
EHY
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.
| GAMR | EHY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.17 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.68 | — | — |
| Martin ratioReturn relative to average drawdown | 1.55 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GAMR | EHY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.89 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | -1.21 | +1.78 |
Drawdowns
GAMR vs. EHY - Drawdown Comparison
The maximum GAMR drawdown since its inception was -55.37%, roughly equal to the maximum EHY drawdown of -54.05%. Use the drawdown chart below to compare losses from any high point for GAMR and EHY.
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Drawdown Indicators
| GAMR | EHY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.37% | -54.05% | -1.32% |
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 DrawdownCurrent decline from peak | -13.61% | -54.05% | +40.44% |
Average DrawdownAverage peak-to-trough decline | -22.13% | -33.13% | +11.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.82% | — | — |
Volatility
GAMR vs. EHY - Volatility Comparison
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Volatility by Period
| GAMR | EHY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.88% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 17.37% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 22.32% | 58.36% | -36.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.35% | 58.36% | -34.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.27% | 58.36% | -34.09% |
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 0.50%, less than EHY's 48.29% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
EHY Amplify Ethereum Max Income Covered Call ETF | 48.29% | 8.87% | 0.00% |
GAMR Amplify Video Game Leaders ETF | 0.50% | 0.52% | 0.63% |
Frequently Asked Questions
GAMR and EHY have a correlation of 0.53, 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 48.29%, compared with 0.50% for GAMR.
GAMR is categorized as Gaming, while EHY is Cryptocurrency. Their fees differ too: 0.59% for GAMR and 0.75% for EHY.
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