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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.

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
5.00%
15.20%
EA
TTWO

Key characteristics

Sharpe Ratio

EA:

0.41

TTWO:

0.61

Sortino Ratio

EA:

0.68

TTWO:

0.96

Omega Ratio

EA:

1.09

TTWO:

1.13

Calmar Ratio

EA:

0.51

TTWO:

0.39

Martin Ratio

EA:

1.29

TTWO:

1.49

Ulcer Index

EA:

5.73%

TTWO:

9.56%

Daily Std Dev

EA:

18.02%

TTWO:

23.37%

Max Drawdown

EA:

-84.24%

TTWO:

-80.84%

Current Drawdown

EA:

-12.20%

TTWO:

-14.12%

Fundamentals

Market Cap

EA:

$40.60B

TTWO:

$32.65B

EPS

EA:

$3.90

TTWO:

-$21.20

PEG Ratio

EA:

2.59

TTWO:

2.43

Total Revenue (TTM)

EA:

$7.40B

TTWO:

$5.46B

Gross Profit (TTM)

EA:

$5.74B

TTWO:

$2.77B

EBITDA (TTM)

EA:

$1.85B

TTWO:

-$1.75B

Returns By Period

In the year-to-date period, EA achieves a 8.23% return, which is significantly lower than TTWO's 13.84% return. Over the past 10 years, EA has underperformed TTWO with an annualized return of 12.08%, while TTWO has yielded a comparatively higher 20.30% annualized return.


EA

YTD

8.23%

1M

-11.52%

6M

4.55%

1Y

7.55%

5Y*

6.81%

10Y*

12.08%

TTWO

YTD

13.84%

1M

-2.62%

6M

14.72%

1Y

13.13%

5Y*

8.15%

10Y*

20.30%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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-4.00-2.000.002.000.410.61
The chart of Sortino ratio for EA, currently valued at 0.68, compared to the broader market-4.00-2.000.002.004.000.680.96
The chart of Omega ratio for EA, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.13
The chart of Calmar ratio for EA, currently valued at 0.51, compared to the broader market0.002.004.006.000.510.39
The chart of Martin ratio for EA, currently valued at 1.29, compared to the broader market0.0010.0020.001.291.49
EA
TTWO

The current EA Sharpe Ratio is 0.41, which is lower than the TTWO Sharpe Ratio of 0.61. 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 Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
0.41
0.61
EA
TTWO

Dividends

EA vs. TTWO - Dividend Comparison

EA's dividend yield for the trailing twelve months is around 0.52%, while TTWO has not paid dividends to shareholders.


TTM2023202220212020
EA
Electronic Arts Inc.
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%

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%JulyAugustSeptemberOctoberNovemberDecember
-12.20%
-14.12%
EA
TTWO

Volatility

EA vs. TTWO - Volatility Comparison

Electronic Arts Inc. (EA) and Take-Two Interactive Software, Inc. (TTWO) have volatilities of 5.32% and 5.37%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.32%
5.37%
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
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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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