BBW vs. GME
BBW (Build-A-Bear Workshop, Inc.) and GME (GameStop Corp.) are both stocks. Both operate in the Specialty Retail industry within the Consumer Cyclical sector. Over the past 10 years, BBW returned 10.36%/yr vs 15.45%/yr for GME. At a 0.27 correlation, their price movements are largely independent.
Performance
BBW vs. GME - Performance Comparison
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Returns By Period
In the year-to-date period, BBW achieves a -49.50% return, which is significantly lower than GME's 4.98% return. Over the past 10 years, BBW has underperformed GME with an annualized return of 10.36%, while GME has yielded a comparatively higher 15.45% annualized return.
BBW
- 1D
- -3.30%
- 1M
- -16.80%
- YTD
- -49.50%
- 6M
- -46.38%
- 1Y
- -40.08%
- 3Y*
- 17.82%
- 5Y*
- 14.81%
- 10Y*
- 10.36%
GME
- 1D
- -0.28%
- 1M
- -4.01%
- YTD
- 4.98%
- 6M
- -1.40%
- 1Y
- -7.62%
- 3Y*
- -3.83%
- 5Y*
- -16.86%
- 10Y*
- 15.45%
BBW vs. GME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BBW Build-A-Bear Workshop, Inc. | -49.50% | 35.39% | 105.62% | 2.79% | 22.13% | 385.45% | 31.79% | -17.97% | -57.07% | -33.09% |
GME GameStop Corp. | 4.98% | -35.93% | 78.78% | -5.04% | -50.24% | 687.63% | 209.87% | -50.19% | -22.17% | -23.66% |
Correlation
The correlation between BBW and GME is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Oct 28, 2004 | 0.27 |
The correlation between BBW and GME shifts across timeframes, from 0.18 (1 year) to 0.32 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
BBW:
$4.25
GME:
$1.81
BBW:
7.23
GME:
11.65
BBW:
1.03
GME:
0.03
BBW:
0.76
GME:
3.07
BBW:
$526.71M
GME:
$2.90B
BBW:
$302.52M
GME:
$943.30M
BBW:
$82.42M
GME:
$418.40M
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Return for Risk
BBW vs. GME — Risk / Return Rank
BBW
GME
BBW vs. GME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Build-A-Bear Workshop, Inc. (BBW) and GameStop Corp. (GME). 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.
| BBW | GME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.96 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 0.99 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.68 | -0.27 | -0.41 |
| Martin ratioReturn relative to average drawdown | -1.22 | -0.49 | -0.73 |
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Drawdowns
BBW vs. GME - Drawdown Comparison
The maximum BBW drawdown since its inception was -97.24%, roughly equal to the maximum GME drawdown of -93.43%. Use the drawdown chart below to compare losses from any high point for BBW and GME.
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Drawdown Indicators
| BBW | GME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.24% | -93.43% | -3.81% |
Max Drawdown (1Y)Largest decline over 1 year | -58.91% | -27.99% | -30.92% |
Max Drawdown (3Y)Largest decline over 3 years | -58.91% | -62.42% | +3.51% |
Max Drawdown (5Y)Largest decline over 5 years | -58.91% | -83.83% | +24.92% |
Max Drawdown (10Y)Largest decline over 10 years | -93.40% | -88.99% | -4.41% |
Current DrawdownCurrent decline from peak | -58.91% | -75.74% | +16.83% |
Average DrawdownAverage peak-to-trough decline | -59.69% | -49.31% | -10.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.86% | 15.66% | +17.20% |
Volatility
BBW vs. GME - Volatility Comparison
Build-A-Bear Workshop, Inc. (BBW) has a higher volatility of 11.43% compared to GameStop Corp. (GME) at 8.49%. This indicates that BBW's price experiences larger fluctuations and is considered to be riskier than GME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BBW | GME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.43% | 8.49% | +2.94% |
Volatility (6M)Calculated over the trailing 6-month period | 31.50% | 27.84% | +3.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.78% | 36.03% | +14.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.93% | 94.89% | -38.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 65.85% | 117.91% | -52.06% |
Dividends
BBW vs. GME - Dividend Comparison
BBW's dividend yield for the trailing twelve months is around 2.89%, while GME has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBW Build-A-Bear Workshop, Inc. | 2.89% | 1.44% | 1.74% | 6.52% | 0.00% | 6.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GME GameStop Corp. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 6.25% | 12.04% | 8.47% | 5.86% | 5.14% |
Financials
BBW vs. GME - Financials Comparison
This section allows you to compare key financial metrics between Build-A-Bear Workshop, Inc. and GameStop Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
BBW and GME have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BBW has higher volatility (11.43%) compared to GME (8.49%). In terms of maximum drawdown, BBW dropped -97.24% vs GME's -93.43%.
GME currently has the higher Sharpe Ratio (-0.21 vs -0.79), 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.
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