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USNG vs. GAMR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USNG vs. GAMR - Performance Comparison

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

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Returns By Period

In the year-to-date period, USNG achieves a 31.37% return, which is significantly higher than GAMR's 2.85% return.


USNG

1D
0.04%
1M
-0.05%
6M
27.28%
YTD
31.37%
1Y
40.81%
3Y*
5Y*
10Y*

GAMR

1D
-1.92%
1M
5.00%
6M
3.40%
YTD
2.85%
1Y
12.70%
3Y*
14.84%
5Y*
0.30%
10Y*
12.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USNG vs. GAMR - Yearly Performance Comparison


Correlation

The correlation between USNG and GAMR 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 20, 2025

0.22

USNG vs. GAMR - Sectors Allocation Comparison


Sectors
USNG
GAMR

Energy

77.0%

-

Industrials

14.9%

-

Utilities

4.9%

-

Basic Materials

1.6%

-

Financial Services

1.6%
0.3%

Communication Services

-

19.1%

Consumer Cyclical

-

11.2%

Consumer Defensive

-

-

Healthcare

-

-

Real Estate

-

-

Technology

-

66.8%

Energy

USNG
77.0%
GAMR

-

Industrials

USNG
14.9%
GAMR

-

Utilities

USNG
4.9%
GAMR

-

Basic Materials

USNG
1.6%
GAMR

-

Financial Services

USNG
1.6%
GAMR
0.3%

Communication Services

USNG

-

GAMR
19.1%

Consumer Cyclical

USNG

-

GAMR
11.2%

Consumer Defensive

USNG

-

GAMR

-

Healthcare

USNG

-

GAMR

-

Real Estate

USNG

-

GAMR

-

Technology

USNG

-

GAMR
66.8%

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Return for Risk

USNG vs. GAMR — Risk / Return Rank

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

USNG
USNG Risk / Return Rank: 9191
Overall Rank
USNG Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
USNG Sortino Ratio Rank: 9090
Sortino Ratio Rank
USNG Omega Ratio Rank: 8686
Omega Ratio Rank
USNG Calmar Ratio Rank: 9595
Calmar Ratio Rank
USNG Martin Ratio Rank: 9292
Martin Ratio Rank

GAMR
GAMR Risk / Return Rank: 1818
Overall Rank
GAMR Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
GAMR Sortino Ratio Rank: 1919
Sortino Ratio Rank
GAMR Omega Ratio Rank: 1919
Omega Ratio Rank
GAMR Calmar Ratio Rank: 1515
Calmar Ratio Rank
GAMR Martin Ratio Rank: 1515
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.

USNG vs. GAMR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Samsung U.S. Natural Gas Infrastructure ETF (USNG) and Amplify Video Game Leaders ETF (GAMR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


USNGGAMRDifference
Sharpe ratioReturn per unit of total volatility

+1.94

Sortino ratioReturn per unit of downside risk

+2.49

Omega ratioGain probability vs. loss probability

1.41

1.11

+0.30

Calmar ratioReturn relative to maximum drawdown

6.12

0.43

+5.68

Martin ratioReturn relative to average drawdown

17.60

0.95

+16.65

USNG vs. GAMR - Sharpe Ratio Comparison

The current USNG Sharpe Ratio is 2.48, which is higher than the GAMR Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of USNG and GAMR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

USNG vs. GAMR - Drawdown Comparison

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


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Drawdown Indicators


USNGGAMRDifference

Max Drawdown

Largest peak-to-trough decline

-6.82%

-55.37%

+48.55%

Max Drawdown (1Y)

Largest decline over 1 year

-6.82%

-29.36%

+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

-4.14%

-14.31%

+10.17%

Average Drawdown

Average peak-to-trough decline

-1.59%

-22.07%

+20.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

13.35%

-10.99%

Volatility

USNG vs. GAMR - Volatility Comparison

The current volatility for Amplify Samsung U.S. Natural Gas Infrastructure ETF (USNG) is 5.30%, while Amplify Video Game Leaders ETF (GAMR) has a volatility of 6.95%. This indicates that USNG experiences smaller price fluctuations and is considered to be less risky than GAMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USNGGAMRDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.30%

6.95%

-1.65%

Volatility (6M)

Calculated over the trailing 6-month period

12.90%

18.96%

-6.06%

Volatility (1Y)

Calculated over the trailing 1-year period

16.79%

23.51%

-6.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.72%

24.62%

-7.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.72%

24.35%

-7.63%

USNG vs. GAMR - Expense Ratio Comparison

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


Dividends

USNG vs. GAMR - Dividend Comparison

USNG's dividend yield for the trailing twelve months is around 1.47%, more than GAMR's 0.51% yield.


PositionTTM20252024
GAMR
Amplify Video Game Leaders ETF
0.51%0.52%0.63%
USNG
Amplify Samsung U.S. Natural Gas Infrastructure ETF
1.47%1.10%0.00%

Frequently Asked Questions


USNG and GAMR 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.

GAMR has higher volatility (6.95%) compared to USNG (5.30%). In terms of maximum drawdown, USNG dropped -6.82% vs GAMR's -55.37%.

On 1-year performance, USNG leads with 40.81% vs 12.70% for GAMR. Both ETFs have the same 0.59% expense ratio. On volatility, USNG has been the lower-risk option at 5.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, USNG has performed better with a 40.81% return vs 12.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

USNG has the higher dividend yield at 1.47%, compared with 0.51% for GAMR.

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

USNG currently has the higher Sharpe Ratio (2.48 vs 0.54), 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.

Portfolio Optimizer

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