PortfoliosLab logoPortfoliosLab logo
GERM vs. HELX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GERM vs. HELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Treatments, Testing and Advancements ETF (GERM) and Franklin Genomic Advancements ETF (HELX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GERM vs. HELX - Yearly Performance Comparison


2026 (YTD)20252024
GERM
Amplify Treatments, Testing and Advancements ETF
0.00%0.00%0.00%
HELX
Franklin Genomic Advancements ETF
-8.14%26.34%-9.29%

Returns By Period


GERM

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
5Y*
10Y*

HELX

1D
0.90%
1M
-2.17%
YTD
-8.14%
6M
5.21%
1Y
26.31%
3Y*
3.29%
5Y*
-5.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GERM vs. HELX - Expense Ratio Comparison

GERM has a 0.68% expense ratio, which is higher than HELX's 0.50% expense ratio.


Return for Risk

GERM vs. HELX — Risk / Return Rank

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

GERM

HELX
HELX Risk / Return Rank: 5353
Overall Rank
HELX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
HELX Sortino Ratio Rank: 6161
Sortino Ratio Rank
HELX Omega Ratio Rank: 5353
Omega Ratio Rank
HELX Calmar Ratio Rank: 4747
Calmar Ratio Rank
HELX Martin Ratio Rank: 4343
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.

GERM vs. HELX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Treatments, Testing and Advancements ETF (GERM) and Franklin Genomic Advancements ETF (HELX). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

GERM vs. HELX - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


GERMHELXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

Dividends

GERM vs. HELX - Dividend Comparison

GERM has not paid dividends to shareholders, while HELX's dividend yield for the trailing twelve months is around 0.43%.


TTM202520242023202220212020
GERM
Amplify Treatments, Testing and Advancements ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HELX
Franklin Genomic Advancements ETF
0.43%0.39%0.00%0.00%0.00%0.24%0.12%

Drawdowns

GERM vs. HELX - Drawdown Comparison

The maximum GERM drawdown since its inception was 0.00%, smaller than the maximum HELX drawdown of -58.75%. Use the drawdown chart below to compare losses from any high point for GERM and HELX.


Loading graphics...

Drawdown Indicators


GERMHELXDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-58.75%

+58.75%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-18.01%

+18.01%

Max Drawdown (5Y)

Largest decline over 5 years

-58.75%

Current Drawdown

Current decline from peak

0.00%

-42.36%

+42.36%

Average Drawdown

Average peak-to-trough decline

0.00%

-34.12%

+34.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

5.56%

-5.56%

Volatility

GERM vs. HELX - Volatility Comparison

The current volatility for Amplify Treatments, Testing and Advancements ETF (GERM) is 0.00%, while Franklin Genomic Advancements ETF (HELX) has a volatility of 8.75%. This indicates that GERM experiences smaller price fluctuations and is considered to be less risky than HELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GERMHELXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

8.75%

-8.75%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

15.40%

-15.40%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

24.21%

-24.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

24.26%

-24.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

27.46%

-27.46%