GAMR vs. USNG

Last updated Apr 2, 2026

Compare and contrast key facts about Amplify Video Game Leaders ETF (GAMR) and Amplify Samsung U.S. Natural Gas Infrastructure ETF (USNG).

GAMR and USNG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. GAMR is a passively managed fund by Amplify that tracks the performance of the VettaFi Video Game Leaders Index. It was launched on Mar 7, 2016. USNG is an actively managed fund by Amplify. It was launched on May 19, 2025.

Performance

GAMR vs. USNG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Video Game Leaders ETF (GAMR) and Amplify Samsung U.S. Natural Gas Infrastructure ETF (USNG). The values are adjusted to include any dividend payments, if applicable.

GAMR vs. USNG - Yearly Performance Comparison

	2026 (YTD)	2025
GAMR Amplify Video Game Leaders ETF	-16.53%	19.19%
USNG Amplify Samsung U.S. Natural Gas Infrastructure ETF	19.70%	10.81%

Returns By Period

In the year-to-date period, GAMR achieves a -16.53% return, which is significantly lower than USNG's 19.70% 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%

USNG

• 1D: -1.37%
• 1M: -1.05%
• YTD: 19.70%
• 6M: 17.55%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GAMR vs. USNG - Expense Ratio Comparison

Both GAMR and USNG have an expense ratio of 0.59%.

GAMR

Amplify Video Game Leaders ETF

USNG

Amplify Samsung U.S. Natural Gas Infrastructure ETF

Return for Risk

GAMR vs. USNG — Risk / Return Rank

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

GAMR

GAMR Risk / Return Rank: 24
GAMR Sharpe Ratio Rank: 25
GAMR Sortino Ratio Rank: 27
GAMR Omega Ratio Rank: 26
GAMR Calmar Ratio Rank: 23
GAMR Martin Ratio Rank: 21

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. USNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Video Game Leaders ETF (GAMR) and Amplify Samsung U.S. Natural Gas Infrastructure ETF (USNG). 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	USNG	Difference
Sharpe ratio Return per unit of total volatility	0.47	—	—
Sortino ratio Return per unit of downside risk	0.84	—	—
Omega ratio Gain probability vs. loss probability	1.11	—	—
Calmar ratio Return relative to maximum drawdown	0.50	—	—
Martin ratio Return relative to average drawdown	1.36	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	GAMR	USNG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.47	—	—
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	2.41	-1.92

Correlation

The correlation between GAMR and USNG is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

GAMR vs. USNG - Dividend Comparison

GAMR's dividend yield for the trailing twelve months is around 0.62%, less than USNG's 1.24% yield.

	TTM	2025	2024
GAMR Amplify Video Game Leaders ETF	0.62%	0.52%	0.63%
USNG Amplify Samsung U.S. Natural Gas Infrastructure ETF	1.24%	1.10%	0.00%

Drawdowns

GAMR vs. USNG - Drawdown Comparison

The maximum GAMR drawdown since its inception was -55.37%, which is greater than USNG's maximum drawdown of -6.82%. Use the drawdown chart below to compare losses from any high point for GAMR and USNG.

Drawdown Indicators

	GAMR	USNG	Difference
Max Drawdown Largest peak-to-trough decline	-55.37%	-6.82%	-48.55%
Max Drawdown (1Y) Largest decline over 1 year	-29.36%	—	—
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%	-4.02%	-26.43%
Average Drawdown Average peak-to-trough decline	-22.14%	-1.38%	-20.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.89%	—	—

Volatility

Volatility by Period

	GAMR	USNG	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.85%	—	—
Volatility (6M) Calculated over the trailing 6-month period	17.68%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	27.41%	16.17%	+11.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.25%	16.17%	+8.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.18%	16.17%	+8.01%