PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
EA vs. TTWO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between EA and TTWO is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

EA vs. TTWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Electronic Arts Inc. (EA) and Take-Two Interactive Software, Inc. (TTWO). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
-15.32%
33.39%
EA
TTWO

Key characteristics

Sharpe Ratio

EA:

-0.41

TTWO:

0.53

Sortino Ratio

EA:

-0.35

TTWO:

0.85

Omega Ratio

EA:

0.94

TTWO:

1.11

Calmar Ratio

EA:

-0.33

TTWO:

0.35

Martin Ratio

EA:

-1.19

TTWO:

1.33

Ulcer Index

EA:

8.58%

TTWO:

9.61%

Daily Std Dev

EA:

25.15%

TTWO:

24.44%

Max Drawdown

EA:

-84.24%

TTWO:

-80.84%

Current Drawdown

EA:

-26.74%

TTWO:

-12.78%

Fundamentals

Market Cap

EA:

$32.24B

TTWO:

$32.58B

EPS

EA:

$3.90

TTWO:

-$21.21

PEG Ratio

EA:

1.94

TTWO:

2.41

Total Revenue (TTM)

EA:

$5.46B

TTWO:

$4.09B

Gross Profit (TTM)

EA:

$4.32B

TTWO:

$2.09B

EBITDA (TTM)

EA:

$1.41B

TTWO:

-$1.94B

Returns By Period

In the year-to-date period, EA achieves a -15.99% return, which is significantly lower than TTWO's 1.08% return. Over the past 10 years, EA has underperformed TTWO with an annualized return of 8.63%, while TTWO has yielded a comparatively higher 20.59% annualized return.


EA

YTD

-15.99%

1M

-15.98%

6M

-15.32%

1Y

-9.58%

5Y*

3.15%

10Y*

8.63%

TTWO

YTD

1.08%

1M

-1.42%

6M

33.39%

1Y

11.42%

5Y*

9.07%

10Y*

20.59%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

EA vs. TTWO — Risk-Adjusted Performance Rank

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

EA
The Risk-Adjusted Performance Rank of EA is 2222
Overall Rank
The Sharpe Ratio Rank of EA is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of EA is 2323
Sortino Ratio Rank
The Omega Ratio Rank of EA is 2121
Omega Ratio Rank
The Calmar Ratio Rank of EA is 2626
Calmar Ratio Rank
The Martin Ratio Rank of EA is 1616
Martin Ratio Rank

TTWO
The Risk-Adjusted Performance Rank of TTWO is 6060
Overall Rank
The Sharpe Ratio Rank of TTWO is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of TTWO is 5656
Sortino Ratio Rank
The Omega Ratio Rank of TTWO is 5656
Omega Ratio Rank
The Calmar Ratio Rank of TTWO is 6363
Calmar Ratio Rank
The Martin Ratio Rank of TTWO is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EA vs. TTWO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Electronic Arts Inc. (EA) 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.


Sharpe ratio
The chart of Sharpe ratio for EA, currently valued at -0.41, compared to the broader market-2.000.002.00-0.410.53
The chart of Sortino ratio for EA, currently valued at -0.35, compared to the broader market-4.00-2.000.002.004.00-0.350.85
The chart of Omega ratio for EA, currently valued at 0.94, compared to the broader market0.501.001.502.000.941.11
The chart of Calmar ratio for EA, currently valued at -0.33, compared to the broader market0.002.004.006.00-0.330.35
The chart of Martin ratio for EA, currently valued at -1.19, compared to the broader market-10.000.0010.0020.0030.00-1.191.33
EA
TTWO

The current EA Sharpe Ratio is -0.41, which is lower than the TTWO Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of EA 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50SeptemberOctoberNovemberDecember2025February
-0.41
0.53
EA
TTWO

Dividends

EA vs. TTWO - Dividend Comparison

EA's dividend yield for the trailing twelve months is around 0.62%, while TTWO has not paid dividends to shareholders.


TTM20242023202220212020
EA
Electronic Arts Inc.
0.62%0.52%0.56%0.61%0.52%0.12%
TTWO
Take-Two Interactive Software, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EA vs. TTWO - Drawdown Comparison

The maximum EA drawdown since its inception was -84.24%, roughly equal to the maximum TTWO drawdown of -80.84%. Use the drawdown chart below to compare losses from any high point for EA and TTWO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-26.74%
-12.78%
EA
TTWO

Volatility

EA vs. TTWO - Volatility Comparison

Electronic Arts Inc. (EA) has a higher volatility of 19.12% compared to Take-Two Interactive Software, Inc. (TTWO) at 8.04%. This indicates that EA's price experiences larger fluctuations and is considered to be riskier than TTWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
19.12%
8.04%
EA
TTWO

Financials

EA vs. TTWO - Financials Comparison

This section allows you to compare key financial metrics between Electronic Arts Inc. and Take-Two Interactive Software, Inc.. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab