GAMR vs. NUKZ

Last updated Jun 13, 2026

GAMR (Amplify Video Game Leaders ETF) and NUKZ (Range Nuclear Renaissance ETF) are both exchange-traded funds - GAMR is a Gaming fund tracking the VettaFi Video Game Leaders Index, while NUKZ is a Energy Equities fund tracking the Range Nuclear Renaissance Index. Both are passively managed. Over the past year, GAMR returned 12.75% vs 28.77% for NUKZ. A 0.57 correlation means they provide meaningful diversification when combined. GAMR charges 0.59%/yr vs 0.85%/yr for NUKZ.

Performance

GAMR vs. NUKZ - Performance Comparison

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

Returns By Period

In the year-to-date period, GAMR achieves a -2.06% return, which is significantly lower than NUKZ's 7.57% return.

GAMR

• 1D: 0.84%
• 1M: -0.51%
• YTD: -2.06%
• 6M: -1.64%
• 1Y: 12.75%
• 3Y*: 12.99%
• 5Y*: -1.76%
• 10Y*: 12.44%

NUKZ

• 1D: 1.59%
• 1M: -4.67%
• YTD: 7.57%
• 6M: 4.81%
• 1Y: 28.77%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GAMR vs. NUKZ - Yearly Performance Comparison

	2026 (YTD)	2025	2024
GAMR Amplify Video Game Leaders ETF	-2.06%	39.20%	16.92%
NUKZ Range Nuclear Renaissance ETF	7.57%	56.57%	60.11%

Correlation

The correlation between GAMR and NUKZ is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.61
Correlation (All Time) Calculated using the full available price history since Jan 24, 2024	0.57

The correlation between GAMR and NUKZ has been stable across timeframes, ranging from 0.57 to 0.61 - a consistent structural relationship.

GAMR vs. NUKZ - Sectors Allocation Comparison

Sectors	GAMR	NUKZ
Technology	66.6%	1.4%
Communication Services	24.5%	-
Consumer Cyclical	8.6%	-
Financial Services	0.1%	-
Basic Materials	-	4.0%
Consumer Defensive	-	-
Energy	-	12.9%
Healthcare	-	-
Industrials	-	45.9%
Real Estate	-	-
Utilities	-	35.8%

Return for Risk

GAMR vs. NUKZ — Risk / Return Rank

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

GAMR

GAMR Risk / Return Rank: 16
GAMR Sharpe Ratio Rank: 18
GAMR Sortino Ratio Rank: 17
GAMR Omega Ratio Rank: 18
GAMR Calmar Ratio Rank: 15
GAMR Martin Ratio Rank: 14

NUKZ

NUKZ Risk / Return Rank: 31
NUKZ Sharpe Ratio Rank: 29
NUKZ Sortino Ratio Rank: 30
NUKZ Omega Ratio Rank: 27
NUKZ Calmar Ratio Rank: 39
NUKZ Martin Ratio Rank: 32

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. NUKZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Video Game Leaders ETF (GAMR) and Range Nuclear Renaissance ETF (NUKZ). 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	NUKZ	Difference
Sharpe ratio: Return per unit of total volatility	0.50	0.92	-0.43
Sortino ratio: Return per unit of downside risk	0.80	1.43	-0.63
Omega ratio: Gain probability vs. loss probability	1.10	1.17	-0.06
Calmar ratio: Return relative to maximum drawdown	0.39	1.70	-1.31
Martin ratio: Return relative to average drawdown	0.88	4.11	-3.24

GAMR vs. NUKZ - Sharpe Ratio Comparison

The current GAMR Sharpe Ratio is 0.50, which is lower than the NUKZ Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of GAMR and NUKZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

GAMR vs. NUKZ - Drawdown Comparison

The maximum GAMR drawdown since its inception was -55.37%, which is greater than NUKZ's maximum drawdown of -33.03%. Use the drawdown chart below to compare losses from any high point for GAMR and NUKZ.

Drawdown Indicators

	GAMR	NUKZ	Difference
Max Drawdown Largest peak-to-trough decline	-55.37%	-33.03%	-22.34%
Max Drawdown (1Y) Largest decline over 1 year	-29.36%	-16.51%	-12.85%
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	-18.39%	-10.39%	-8.00%
Average Drawdown Average peak-to-trough decline	-22.11%	-6.06%	-16.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.99%	6.80%	+6.19%

Volatility

GAMR vs. NUKZ - Volatility Comparison

The current volatility for Amplify Video Game Leaders ETF (GAMR) is 7.57%, while Range Nuclear Renaissance ETF (NUKZ) has a volatility of 11.24%. This indicates that GAMR experiences smaller price fluctuations and is considered to be less risky than NUKZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GAMR	NUKZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.57%	11.24%	-3.67%
Volatility (6M) Calculated over the trailing 6-month period	18.38%	23.34%	-4.96%
Volatility (1Y) Calculated over the trailing 1-year period	23.04%	30.46%	-7.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.48%	32.94%	-8.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.32%	32.94%	-8.62%

GAMR vs. NUKZ - Expense Ratio Comparison

GAMR has a 0.59% expense ratio, which is lower than NUKZ's 0.85% expense ratio.

Dividends

GAMR vs. NUKZ - Dividend Comparison

GAMR's dividend yield for the trailing twelve months is around 0.53%, less than NUKZ's 0.85% yield.

Position	TTM	2025	2024
GAMR Amplify Video Game Leaders ETF	0.53%	0.52%	0.63%
NUKZ Range Nuclear Renaissance ETF	0.85%	0.91%	0.09%

Frequently Asked Questions

Can I hold both GAMR and NUKZ in my portfolio?

GAMR and NUKZ have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GAMR or NUKZ?

NUKZ has higher volatility (11.24%) compared to GAMR (7.57%). In terms of maximum drawdown, GAMR dropped -55.37% vs NUKZ's -33.03%.

Which ETF is better, GAMR or NUKZ?

On 1-year performance, NUKZ leads with 28.77% vs 12.75% for GAMR. On fees, GAMR is cheaper at 0.59% per year. On volatility, GAMR has been the lower-risk option at 7.57%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GAMR or NUKZ?

Over the 1-year period, NUKZ has performed better with a 28.77% return vs 12.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GAMR or NUKZ?

GAMR is cheaper with a 0.59% expense ratio, compared with 0.85% for NUKZ.

Which ETF pays a higher dividend yield, GAMR or NUKZ?

NUKZ has the higher dividend yield at 0.85%, compared with 0.53% for GAMR.

What is the main difference between GAMR and NUKZ?

GAMR is categorized as Gaming, while NUKZ is Energy Equities. GAMR tracks VettaFi Video Game Leaders Index, while NUKZ tracks Range Nuclear Renaissance Index. They also come from different issuers: Amplify and Exchange Traded Concepts. Their fees differ too: 0.59% for GAMR and 0.85% for NUKZ.

Which has better risk-adjusted returns?

NUKZ currently has the higher Sharpe Ratio (0.92 vs 0.50), 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.