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GAMR vs. SPUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GAMR and SPUS is 0.68, 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.


Performance

GAMR vs. SPUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Wedbush ETFMG Video Game Tech ETF (GAMR) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

GAMR:

0.89

SPUS:

0.45

Sortino Ratio

GAMR:

1.56

SPUS:

0.82

Omega Ratio

GAMR:

1.21

SPUS:

1.11

Calmar Ratio

GAMR:

0.60

SPUS:

0.47

Martin Ratio

GAMR:

4.42

SPUS:

1.61

Ulcer Index

GAMR:

6.19%

SPUS:

6.71%

Daily Std Dev

GAMR:

27.71%

SPUS:

23.29%

Max Drawdown

GAMR:

-54.16%

SPUS:

-30.80%

Current Drawdown

GAMR:

-31.35%

SPUS:

-7.27%

Returns By Period

In the year-to-date period, GAMR achieves a 11.65% return, which is significantly higher than SPUS's -3.60% return.


GAMR

YTD

11.65%

1M

14.36%

6M

11.86%

1Y

24.45%

5Y*

8.91%

10Y*

N/A

SPUS

YTD

-3.60%

1M

11.11%

6M

-3.93%

1Y

10.43%

5Y*

17.89%

10Y*

N/A

*Annualized

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GAMR vs. SPUS - Expense Ratio Comparison

GAMR has a 0.75% expense ratio, which is higher than SPUS's 0.49% expense ratio.


Risk-Adjusted Performance

GAMR vs. SPUS — Risk-Adjusted Performance Rank

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

GAMR
The Risk-Adjusted Performance Rank of GAMR is 7979
Overall Rank
The Sharpe Ratio Rank of GAMR is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of GAMR is 8383
Sortino Ratio Rank
The Omega Ratio Rank of GAMR is 8282
Omega Ratio Rank
The Calmar Ratio Rank of GAMR is 6666
Calmar Ratio Rank
The Martin Ratio Rank of GAMR is 8383
Martin Ratio Rank

SPUS
The Risk-Adjusted Performance Rank of SPUS is 5959
Overall Rank
The Sharpe Ratio Rank of SPUS is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of SPUS is 6060
Sortino Ratio Rank
The Omega Ratio Rank of SPUS is 6060
Omega Ratio Rank
The Calmar Ratio Rank of SPUS is 6363
Calmar Ratio Rank
The Martin Ratio Rank of SPUS is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GAMR vs. SPUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Wedbush ETFMG Video Game Tech ETF (GAMR) and SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS). 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.


The current GAMR Sharpe Ratio is 0.89, which is higher than the SPUS Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of GAMR and SPUS, 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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Dividends

GAMR vs. SPUS - Dividend Comparison

GAMR's dividend yield for the trailing twelve months is around 0.54%, less than SPUS's 0.73% yield.


TTM202420232022202120202019201820172016
GAMR
Wedbush ETFMG Video Game Tech ETF
0.54%0.63%0.03%0.00%2.69%0.92%1.56%1.56%0.46%1.89%
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
0.73%0.71%0.84%1.21%0.93%1.04%0.00%0.00%0.00%0.00%

Drawdowns

GAMR vs. SPUS - Drawdown Comparison

The maximum GAMR drawdown since its inception was -54.16%, which is greater than SPUS's maximum drawdown of -30.80%. Use the drawdown chart below to compare losses from any high point for GAMR and SPUS. For additional features, visit the drawdowns tool.


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Volatility

GAMR vs. SPUS - Volatility Comparison

The current volatility for Wedbush ETFMG Video Game Tech ETF (GAMR) is 7.15%, while SP Funds S&P 500 Sharia Industry Exclusions ETF (SPUS) has a volatility of 7.61%. This indicates that GAMR experiences smaller price fluctuations and is considered to be less risky than SPUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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