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GAMR vs. GABF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GAMR vs. GABF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Video Game Leaders ETF (GAMR) and Gabelli Financial Services Opportunities ETF (GABF). The values are adjusted to include any dividend payments, if applicable.

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GAMR vs. GABF - Yearly Performance Comparison


2026 (YTD)2025202420232022
GAMR
Amplify Video Game Leaders ETF
-16.53%39.20%11.23%6.89%-8.68%
GABF
Gabelli Financial Services Opportunities ETF
-9.67%3.60%44.38%38.92%0.40%

Returns By Period

In the year-to-date period, GAMR achieves a -16.53% return, which is significantly lower than GABF's -9.67% return.


GAMR

1D
0.76%
1M
-4.17%
YTD
-16.53%
6M
-21.80%
1Y
12.82%
3Y*
7.75%
5Y*
-4.84%
10Y*
11.15%

GABF

1D
0.28%
1M
-3.90%
YTD
-9.67%
6M
-10.83%
1Y
-3.40%
3Y*
20.23%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GAMR vs. GABF - Expense Ratio Comparison

GAMR has a 0.59% expense ratio, which is higher than GABF's 0.10% expense ratio.


Return for Risk

GAMR vs. GABF — Risk / Return Rank

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

GAMR
GAMR Risk / Return Rank: 2424
Overall Rank
GAMR Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
GAMR Sortino Ratio Rank: 2727
Sortino Ratio Rank
GAMR Omega Ratio Rank: 2626
Omega Ratio Rank
GAMR Calmar Ratio Rank: 2323
Calmar Ratio Rank
GAMR Martin Ratio Rank: 2121
Martin Ratio Rank

GABF
GABF Risk / Return Rank: 99
Overall Rank
GABF Sharpe Ratio Rank: 99
Sharpe Ratio Rank
GABF Sortino Ratio Rank: 99
Sortino Ratio Rank
GABF Omega Ratio Rank: 99
Omega Ratio Rank
GABF Calmar Ratio Rank: 99
Calmar Ratio Rank
GABF Martin Ratio Rank: 88
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. GABF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Video Game Leaders ETF (GAMR) and Gabelli Financial Services Opportunities ETF (GABF). 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.


GAMRGABFDifference

Sharpe ratio

Return per unit of total volatility

0.47

-0.15

+0.62

Sortino ratio

Return per unit of downside risk

0.84

-0.05

+0.90

Omega ratio

Gain probability vs. loss probability

1.11

0.99

+0.12

Calmar ratio

Return relative to maximum drawdown

0.50

-0.18

+0.69

Martin ratio

Return relative to average drawdown

1.36

-0.48

+1.84

GAMR vs. GABF - Sharpe Ratio Comparison

The current GAMR Sharpe Ratio is 0.47, which is higher than the GABF Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of GAMR and GABF, 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


GAMRGABFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.47

-0.15

+0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.20

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

0.86

-0.38

Correlation

The correlation between GAMR and GABF is 0.58, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GAMR vs. GABF - Dividend Comparison

GAMR's dividend yield for the trailing twelve months is around 0.62%, less than GABF's 2.17% yield.


TTM2025202420232022
GAMR
Amplify Video Game Leaders ETF
0.62%0.52%0.63%0.00%0.00%
GABF
Gabelli Financial Services Opportunities ETF
2.17%1.96%4.19%4.95%1.31%

Drawdowns

GAMR vs. GABF - Drawdown Comparison

The maximum GAMR drawdown since its inception was -55.37%, which is greater than GABF's maximum drawdown of -20.86%. Use the drawdown chart below to compare losses from any high point for GAMR and GABF.


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Drawdown Indicators


GAMRGABFDifference

Max Drawdown

Largest peak-to-trough decline

-55.37%

-20.86%

-34.51%

Max Drawdown (1Y)

Largest decline over 1 year

-29.36%

-17.16%

-12.20%

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

-30.45%

-14.11%

-16.34%

Average Drawdown

Average peak-to-trough decline

-22.14%

-4.64%

-17.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.89%

6.49%

+4.40%

Volatility

GAMR vs. GABF - Volatility Comparison

Amplify Video Game Leaders ETF (GAMR) has a higher volatility of 8.85% compared to Gabelli Financial Services Opportunities ETF (GABF) at 5.73%. This indicates that GAMR's price experiences larger fluctuations and is considered to be riskier than GABF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GAMRGABFDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.85%

5.73%

+3.12%

Volatility (6M)

Calculated over the trailing 6-month period

17.68%

13.62%

+4.06%

Volatility (1Y)

Calculated over the trailing 1-year period

27.41%

22.80%

+4.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.25%

20.69%

+3.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.18%

20.69%

+3.49%