^S5TELS vs. TTWO

Last updated Apr 2, 2026

Compare and contrast key facts about S&P 500 Communication Services Index (^S5TELS) and Take-Two Interactive Software, Inc. (TTWO).

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.

^S5TELS vs. TTWO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
^S5TELS S&P 500 Communication Services Index	-5.56%	32.41%	38.89%	54.36%	-40.42%	20.53%	22.18%	30.88%	-16.43%	-5.97%
TTWO Take-Two Interactive Software, Inc.	-22.59%	39.09%	14.37%	54.57%	-41.41%	-14.47%	69.72%	18.93%	-6.23%	122.72%

Returns By Period

In the year-to-date period, ^S5TELS achieves a -5.56% return, which is significantly higher than TTWO's -22.59% return. Over the past 10 years, ^S5TELS has underperformed TTWO with an annualized return of 9.51%, while TTWO has yielded a comparatively higher 17.96% annualized return.

^S5TELS

• 1D: 1.65%
• 1M: -5.16%
• YTD: -5.56%
• 6M: 1.92%
• 1Y: 32.27%
• 3Y*: 30.66%
• 5Y*: 11.84%
• 10Y*: 9.51%

TTWO

• 1D: 0.35%
• 1M: -7.33%
• YTD: -22.59%
• 6M: -22.40%
• 1Y: -5.68%
• 3Y*: 18.44%
• 5Y*: 1.93%
• 10Y*: 17.96%

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

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: 85
^S5TELS Sharpe Ratio Rank: 86
^S5TELS Sortino Ratio Rank: 90
^S5TELS Omega Ratio Rank: 85
^S5TELS Calmar Ratio Rank: 80
^S5TELS Martin Ratio Rank: 85

TTWO

TTWO Risk / Return Rank: 31
TTWO Sharpe Ratio Rank: 32
TTWO Sortino Ratio Rank: 28
TTWO Omega Ratio Rank: 28
TTWO Calmar Ratio Rank: 36
TTWO Martin Ratio Rank: 33

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	1.42	-0.19	+1.61
Sortino ratio Return per unit of downside risk	2.23	-0.05	+2.28
Omega ratio Gain probability vs. loss probability	1.28	0.99	+0.29
Calmar ratio Return relative to maximum drawdown	2.05	-0.16	+2.21
Martin ratio Return relative to average drawdown	8.18	-0.43	+8.61
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 1.42, which is higher than the TTWO Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of ^S5TELS and TTWO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	^S5TELS	TTWO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.42	-0.19	+1.61
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.51	0.06	+0.45
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.43	0.53	-0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.18	0.29	-0.11

Correlation

The correlation between ^S5TELS and TTWO 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.

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 (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	-10.95%	-24.43%	+13.48%
Average Drawdown Average peak-to-trough decline	-20.37%	-27.87%	+7.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.11%	10.24%	-6.13%

Volatility

^S5TELS vs. TTWO - Volatility Comparison

S&P 500 Communication Services Index (^S5TELS) and Take-Two Interactive Software, Inc. (TTWO) have volatilities of 7.74% and 7.50%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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	7.74%	7.50%	+0.24%
Volatility (6M) Calculated over the trailing 6-month period	14.03%	22.48%	-8.45%
Volatility (1Y) Calculated over the trailing 1-year period	22.78%	30.68%	-7.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.24%	32.10%	-8.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.24%	33.97%	-11.73%