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GAMR vs. SWAN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GAMR vs. SWAN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Video Game Leaders ETF (GAMR) and Amplify BlackSwan Growth & Treasury Core ETF (SWAN). The values are adjusted to include any dividend payments, if applicable.

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GAMR vs. SWAN - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GAMR
Amplify Video Game Leaders ETF
-17.16%39.20%11.23%6.89%-36.96%11.31%76.83%14.76%-8.23%
SWAN
Amplify BlackSwan Growth & Treasury Core ETF
-3.58%13.93%13.44%12.07%-27.77%10.55%16.17%22.03%-2.23%

Returns By Period

In the year-to-date period, GAMR achieves a -17.16% return, which is significantly lower than SWAN's -3.58% return.


GAMR

1D
4.27%
1M
-5.38%
YTD
-17.16%
6M
-21.93%
1Y
13.90%
3Y*
7.48%
5Y*
-4.99%
10Y*
11.06%

SWAN

1D
1.86%
1M
-5.08%
YTD
-3.58%
6M
-2.03%
1Y
11.49%
3Y*
9.86%
5Y*
2.53%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GAMR vs. SWAN - Expense Ratio Comparison

GAMR has a 0.59% expense ratio, which is higher than SWAN's 0.49% expense ratio.


Return for Risk

GAMR vs. SWAN — Risk / Return Rank

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

GAMR
GAMR Risk / Return Rank: 2727
Overall Rank
GAMR Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
GAMR Sortino Ratio Rank: 3232
Sortino Ratio Rank
GAMR Omega Ratio Rank: 3232
Omega Ratio Rank
GAMR Calmar Ratio Rank: 2222
Calmar Ratio Rank
GAMR Martin Ratio Rank: 2121
Martin Ratio Rank

SWAN
SWAN Risk / Return Rank: 6666
Overall Rank
SWAN Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SWAN Sortino Ratio Rank: 6969
Sortino Ratio Rank
SWAN Omega Ratio Rank: 5858
Omega Ratio Rank
SWAN Calmar Ratio Rank: 6969
Calmar Ratio Rank
SWAN Martin Ratio Rank: 6767
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. SWAN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Video Game Leaders ETF (GAMR) and Amplify BlackSwan Growth & Treasury Core ETF (SWAN). 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.


GAMRSWANDifference

Sharpe ratio

Return per unit of total volatility

0.51

1.18

-0.67

Sortino ratio

Return per unit of downside risk

0.90

1.70

-0.80

Omega ratio

Gain probability vs. loss probability

1.12

1.21

-0.09

Calmar ratio

Return relative to maximum drawdown

0.43

1.68

-1.25

Martin ratio

Return relative to average drawdown

1.18

6.45

-5.27

GAMR vs. SWAN - Sharpe Ratio Comparison

The current GAMR Sharpe Ratio is 0.51, which is lower than the SWAN Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of GAMR and SWAN, 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


GAMRSWANDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

1.18

-0.67

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

0.23

-0.43

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

0.49

-0.01

Correlation

The correlation between GAMR and SWAN is 0.56, 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. SWAN - Dividend Comparison

GAMR's dividend yield for the trailing twelve months is around 0.63%, less than SWAN's 3.04% yield.


TTM20252024202320222021202020192018
GAMR
Amplify Video Game Leaders ETF
0.63%0.52%0.63%0.00%0.00%0.00%0.00%0.00%0.00%
SWAN
Amplify BlackSwan Growth & Treasury Core ETF
3.04%2.86%2.54%2.98%2.12%5.04%1.64%3.69%0.29%

Drawdowns

GAMR vs. SWAN - Drawdown Comparison

The maximum GAMR drawdown since its inception was -55.37%, which is greater than SWAN's maximum drawdown of -31.04%. Use the drawdown chart below to compare losses from any high point for GAMR and SWAN.


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Drawdown Indicators


GAMRSWANDifference

Max Drawdown

Largest peak-to-trough decline

-55.37%

-31.04%

-24.33%

Max Drawdown (1Y)

Largest decline over 1 year

-29.36%

-7.05%

-22.31%

Max Drawdown (5Y)

Largest decline over 5 years

-51.75%

-31.04%

-20.71%

Max Drawdown (10Y)

Largest decline over 10 years

-55.37%

Current Drawdown

Current decline from peak

-30.97%

-5.18%

-25.79%

Average Drawdown

Average peak-to-trough decline

-22.13%

-9.07%

-13.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.77%

1.83%

+8.94%

Volatility

GAMR vs. SWAN - Volatility Comparison

Amplify Video Game Leaders ETF (GAMR) has a higher volatility of 9.00% compared to Amplify BlackSwan Growth & Treasury Core ETF (SWAN) at 4.11%. This indicates that GAMR's price experiences larger fluctuations and is considered to be riskier than SWAN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GAMRSWANDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.00%

4.11%

+4.89%

Volatility (6M)

Calculated over the trailing 6-month period

17.65%

6.86%

+10.79%

Volatility (1Y)

Calculated over the trailing 1-year period

27.42%

9.77%

+17.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.25%

11.27%

+12.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.19%

12.50%

+11.69%