^S5TELS vs. TTWO

Last updated Jun 5, 2026

^S5TELS (S&P 500 Communication Services Index) is an index, while TTWO (Take-Two Interactive Software, Inc.) is a stock. Over the past 10 years, ^S5TELS returned 11.17%/yr vs 18.68%/yr for TTWO. At a 0.33 correlation, their price movements are largely independent.

Performance

^S5TELS vs. TTWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in S&P 500 Communication Services Index (^S5TELS) and Take-Two Interactive Software, Inc. (TTWO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ^S5TELS achieves a 6.51% return, which is significantly higher than TTWO's -15.38% return. Over the past 10 years, ^S5TELS has underperformed TTWO with an annualized return of 11.17%, while TTWO has yielded a comparatively higher 18.68% annualized return.

^S5TELS

• 1D: 2.12%
• 1M: -2.91%
• YTD: 6.51%
• 6M: 5.53%
• 1Y: 35.00%
• 3Y*: 30.96%
• 5Y*: 13.24%
• 10Y*: 11.17%

TTWO

• 1D: 0.39%
• 1M: -2.90%
• YTD: -15.38%
• 6M: -12.47%
• 1Y: -5.47%
• 3Y*: 16.58%
• 5Y*: 3.27%
• 10Y*: 18.68%

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

^S5TELS vs. TTWO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^S5TELS S&P 500 Communication Services Index	6.51%	32.41%	38.89%	54.36%	-40.42%	20.53%	22.18%	30.88%	-16.43%	-5.97%
TTWO Take-Two Interactive Software, Inc.	-15.38%	39.09%	14.37%	54.57%	-41.41%	-14.47%	69.72%	18.93%	-6.23%	122.72%

Correlation

The correlation between ^S5TELS and TTWO is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.30
Correlation (3Y) Calculated over the trailing 3-year period	0.33
Correlation (5Y) Calculated over the trailing 5-year period	0.45
Correlation (10Y) Calculated over the trailing 10-year period	0.39
Correlation (All Time) Calculated using the full available price history since Dec 6, 2001	0.33

The correlation between ^S5TELS and TTWO shifts across timeframes, from 0.30 (1 year) to 0.45 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

^S5TELS vs. TTWO — Risk / Return Rank

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

^S5TELS

^S5TELS Risk / Return Rank: 62
^S5TELS Sharpe Ratio Rank: 64
^S5TELS Sortino Ratio Rank: 69
^S5TELS Omega Ratio Rank: 65
^S5TELS Calmar Ratio Rank: 53
^S5TELS Martin Ratio Rank: 58

TTWO

TTWO Risk / Return Rank: 32
TTWO Sharpe Ratio Rank: 34
TTWO Sortino Ratio Rank: 29
TTWO Omega Ratio Rank: 29
TTWO Calmar Ratio Rank: 35
TTWO Martin Ratio Rank: 34

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.

^S5TELS vs. TTWO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for S&P 500 Communication Services Index (^S5TELS) and Take-Two Interactive Software, Inc. (TTWO). 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.

	^S5TELS	TTWO	Difference
Sharpe ratio: Return per unit of total volatility	1.83	-0.19	+2.02
Sortino ratio: Return per unit of downside risk	2.79	-0.06	+2.85
Omega ratio: Gain probability vs. loss probability	1.33	0.99	+0.33
Calmar ratio: Return relative to maximum drawdown	2.14	-0.20	+2.34
Martin ratio: Return relative to average drawdown	8.44	-0.44	+8.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

^S5TELS vs. TTWO - Sharpe Ratio Comparison

The current ^S5TELS Sharpe Ratio is 1.83, which is higher than the TTWO Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of ^S5TELS and TTWO, 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

	^S5TELS	TTWO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.83	-0.19	+2.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	0.10	+0.47
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.50	0.55	-0.05
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	0.29	-0.09

Drawdowns

^S5TELS vs. TTWO - Drawdown Comparison

The maximum ^S5TELS drawdown since its inception was -54.53%, smaller than the maximum TTWO drawdown of -80.85%. Use the drawdown chart below to compare losses from any high point for ^S5TELS and TTWO.

Drawdown Indicators

	^S5TELS	TTWO	Difference
Max Drawdown Largest peak-to-trough decline	-54.53%	-80.85%	+26.32%
Max Drawdown (1Y) Largest decline over 1 year	-16.42%	-27.68%	+11.26%
Max Drawdown (3Y) Largest decline over 3 years	-22.81%	-27.68%	+4.87%
Max Drawdown (5Y) Largest decline over 5 years	-48.09%	-51.50%	+3.41%
Max Drawdown (10Y) Largest decline over 10 years	-48.09%	-56.14%	+8.05%
Current Drawdown Current decline from peak	-5.27%	-17.40%	+12.13%
Average Drawdown Average peak-to-trough decline	-20.24%	-27.80%	+7.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.16%	12.47%	-8.31%

Volatility

^S5TELS vs. TTWO - Volatility Comparison

The current volatility for S&P 500 Communication Services Index (^S5TELS) is 6.35%, while Take-Two Interactive Software, Inc. (TTWO) has a volatility of 10.62%. This indicates that ^S5TELS experiences smaller price fluctuations and is considered to be less risky than TTWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	^S5TELS	TTWO	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.35%	10.62%	-4.27%
Volatility (6M) Calculated over the trailing 6-month period	14.48%	23.95%	-9.47%
Volatility (1Y) Calculated over the trailing 1-year period	19.25%	29.35%	-10.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.42%	32.31%	-8.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.37%	34.04%	-11.67%

Frequently Asked Questions

Can I hold both ^S5TELS and TTWO in my portfolio?

^S5TELS and TTWO have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ^S5TELS or TTWO?

TTWO has higher volatility (10.62%) compared to ^S5TELS (6.35%). In terms of maximum drawdown, ^S5TELS dropped -54.53% vs TTWO's -80.85%.

Which has better risk-adjusted returns?

^S5TELS currently has the higher Sharpe Ratio (1.83 vs -0.19), 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.