GAMR vs. USNG

Last updated Jun 4, 2026

GAMR (Amplify Video Game Leaders ETF) and USNG (Amplify Samsung U.S. Natural Gas Infrastructure ETF) are both exchange-traded funds - GAMR is a Gaming fund tracking the VettaFi Video Game Leaders Index, while USNG is a Energy Equities fund actively managed by Amplify. GAMR is passively managed, while USNG is actively managed. Over the past year, GAMR returned 19.82% vs 40.50% for USNG. At a 0.23 correlation, their price movements are largely independent. Both charge a 0.59% expense ratio.

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.

Returns By Period

In the year-to-date period, GAMR achieves a 3.68% return, which is significantly lower than USNG's 31.42% return.

GAMR

• 1D: -0.83%
• 1M: 13.55%
• YTD: 3.68%
• 6M: 1.71%
• 1Y: 19.82%
• 3Y*: 16.12%
• 5Y*: -0.52%
• 10Y*: 12.82%

USNG

• 1D: -0.19%
• 1M: -1.95%
• YTD: 31.42%
• 6M: 28.41%
• 1Y: 40.50%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

GAMR vs. USNG - Yearly Performance Comparison

	2026 (YTD)	2025
GAMR Amplify Video Game Leaders ETF	3.68%	19.19%
USNG Amplify Samsung U.S. Natural Gas Infrastructure ETF	31.42%	10.81%

Correlation

The correlation between GAMR and USNG is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.21
Correlation (All Time) Calculated using the full available price history since May 21, 2025	0.23

GAMR vs. USNG - Sectors Allocation Comparison

Sectors	GAMR	USNG
Technology	66.0%	-
Communication Services	25.0%	-
Consumer Cyclical	8.7%	-
Financial Services	0.1%	1.8%
Basic Materials	-	1.4%
Consumer Defensive	-	-
Energy	-	78.0%
Healthcare	-	-
Industrials	-	13.8%
Real Estate	-	-
Utilities	-	5.0%

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: 21
GAMR Sharpe Ratio Rank: 25
GAMR Sortino Ratio Rank: 24
GAMR Omega Ratio Rank: 25
GAMR Calmar Ratio Rank: 17
GAMR Martin Ratio Rank: 16

USNG

USNG Risk / Return Rank: 80
USNG Sharpe Ratio Rank: 77
USNG Sortino Ratio Rank: 76
USNG Omega Ratio Rank: 70
USNG Calmar Ratio Rank: 91
USNG Martin Ratio Rank: 89

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	0.89	2.47	-1.58
Sortino ratio: Return per unit of downside risk	1.30	3.39	-2.09
Omega ratio: Gain probability vs. loss probability	1.17	1.41	-0.24
Calmar ratio: Return relative to maximum drawdown	0.68	5.97	-5.29
Martin ratio: Return relative to average drawdown	1.55	19.70	-18.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GAMR vs. USNG - Sharpe Ratio Comparison

The current GAMR Sharpe Ratio is 0.89, which is lower than the USNG Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of GAMR and USNG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GAMR	USNG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.89	2.47	-1.58
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.02	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.53	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.58	2.66	-2.09

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%	-6.82%	-22.54%
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	-13.61%	-4.10%	-9.51%
Average Drawdown Average peak-to-trough decline	-22.13%	-1.40%	-20.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.82%	2.07%	+10.75%

Volatility

GAMR vs. USNG - Volatility Comparison

The current volatility for Amplify Video Game Leaders ETF (GAMR) is 5.88%, while Amplify Samsung U.S. Natural Gas Infrastructure ETF (USNG) has a volatility of 6.40%. This indicates that GAMR experiences smaller price fluctuations and is considered to be less risky than USNG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GAMR	USNG	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.88%	6.40%	-0.52%
Volatility (6M) Calculated over the trailing 6-month period	17.37%	12.56%	+4.81%
Volatility (1Y) Calculated over the trailing 1-year period	22.32%	16.52%	+5.80%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.35%	16.55%	+7.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.27%	16.55%	+7.72%

GAMR vs. USNG - Expense Ratio Comparison

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

Dividends

GAMR vs. USNG - Dividend Comparison

GAMR's dividend yield for the trailing twelve months is around 0.50%, less than USNG's 1.13% yield.

Position	TTM	2025	2024
GAMR Amplify Video Game Leaders ETF	0.50%	0.52%	0.63%
USNG Amplify Samsung U.S. Natural Gas Infrastructure ETF	1.13%	1.10%	0.00%

Frequently Asked Questions

Can I hold both GAMR and USNG in my portfolio?

GAMR and USNG have a correlation of 0.21, 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 USNG?

USNG has higher volatility (6.40%) compared to GAMR (5.88%). In terms of maximum drawdown, GAMR dropped -55.37% vs USNG's -6.82%.

Which ETF is better, GAMR or USNG?

On 1-year performance, USNG leads with 40.50% vs 19.82% for GAMR. Both ETFs have the same 0.59% expense ratio. On volatility, GAMR has been the lower-risk option at 5.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, GAMR or USNG?

Over the 1-year period, USNG has performed better with a 40.50% return vs 19.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, GAMR or USNG?

GAMR and USNG have the same expense ratio: 0.59% per year.

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

USNG has the higher dividend yield at 1.13%, compared with 0.50% for GAMR.

What is the main difference between GAMR and USNG?

GAMR is categorized as Gaming, while USNG is Energy Equities.

Which has better risk-adjusted returns?

USNG currently has the higher Sharpe Ratio (2.47 vs 0.89), 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.