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BLUE vs. GME
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BLUE and GME is 0.21, 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.


-0.50.00.51.00.2

Performance

BLUE vs. GME - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in bluebird bio, Inc. (BLUE) and GameStop Corp. (GME). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
-97.56%
334.60%
BLUE
GME

Key characteristics

Sharpe Ratio

BLUE:

-0.45

GME:

0.51

Sortino Ratio

BLUE:

-0.24

GME:

2.05

Omega Ratio

BLUE:

0.97

GME:

1.30

Calmar Ratio

BLUE:

-0.68

GME:

0.86

Martin Ratio

BLUE:

-1.32

GME:

1.78

Ulcer Index

BLUE:

51.40%

GME:

42.79%

Daily Std Dev

BLUE:

150.69%

GME:

149.12%

Max Drawdown

BLUE:

-99.80%

GME:

-93.43%

Current Drawdown

BLUE:

-99.72%

GME:

-65.68%

Fundamentals

Market Cap

BLUE:

$87.21M

GME:

$13.15B

EPS

BLUE:

-$36.00

GME:

$0.20

PEG Ratio

BLUE:

0.32

GME:

0.86

Total Revenue (TTM)

BLUE:

$53.12M

GME:

$4.33B

Gross Profit (TTM)

BLUE:

-$23.10M

GME:

$1.17B

EBITDA (TTM)

BLUE:

-$99.14M

GME:

$16.60M

Returns By Period

In the year-to-date period, BLUE achieves a -69.20% return, which is significantly lower than GME's 70.11% return. Over the past 10 years, BLUE has underperformed GME with an annualized return of -38.62%, while GME has yielded a comparatively higher 16.59% annualized return.


BLUE

YTD

-69.20%

1M

40.26%

6M

-52.73%

1Y

-68.98%

5Y*

-62.70%

10Y*

-38.62%

GME

YTD

70.11%

1M

4.82%

6M

24.61%

1Y

75.62%

5Y*

82.07%

10Y*

16.59%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

BLUE vs. GME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for bluebird bio, Inc. (BLUE) 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.


Sharpe ratio
The chart of Sharpe ratio for BLUE, currently valued at -0.45, compared to the broader market-4.00-2.000.002.00-0.450.51
The chart of Sortino ratio for BLUE, currently valued at -0.24, compared to the broader market-4.00-2.000.002.004.00-0.242.05
The chart of Omega ratio for BLUE, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.30
The chart of Calmar ratio for BLUE, currently valued at -0.68, compared to the broader market0.002.004.006.00-0.680.86
The chart of Martin ratio for BLUE, currently valued at -1.32, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.321.78
BLUE
GME

The current BLUE Sharpe Ratio is -0.45, which is lower than the GME Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of BLUE and GME, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.45
0.51
BLUE
GME

Dividends

BLUE vs. GME - Dividend Comparison

Neither BLUE nor GME has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
BLUE
bluebird bio, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%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%6.25%12.04%8.47%5.86%5.14%3.91%2.23%

Drawdowns

BLUE vs. GME - Drawdown Comparison

The maximum BLUE drawdown since its inception was -99.80%, which is greater than GME's maximum drawdown of -93.43%. Use the drawdown chart below to compare losses from any high point for BLUE and GME. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%JulyAugustSeptemberOctoberNovemberDecember
-99.72%
-65.68%
BLUE
GME

Volatility

BLUE vs. GME - Volatility Comparison

bluebird bio, Inc. (BLUE) has a higher volatility of 99.98% compared to GameStop Corp. (GME) at 20.74%. This indicates that BLUE'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.


0.00%20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
99.98%
20.74%
BLUE
GME

Financials

BLUE vs. GME - Financials Comparison

This section allows you to compare key financial metrics between bluebird bio, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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