FFIE vs. GME
FFIE (Faraday Future Intelligent Electric Inc.) and GME (GameStop Corp.) are both stocks. Both are in the Consumer Cyclical sector — FFIE in Auto Manufacturers, GME in Specialty Retail. Over the past 5 years, FFIE returned -92.40%/yr vs -18.61%/yr for GME. At a 0.18 correlation, their price movements are largely independent.
Performance
FFIE vs. GME - Performance Comparison
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Returns By Period
In the year-to-date period, FFIE achieves a -66.47% return, which is significantly lower than GME's 10.46% return.
FFIE
- 1D
- -10.00%
- 1M
- -13.64%
- YTD
- -66.47%
- 6M
- -69.19%
- 1Y
- -71.74%
- 3Y*
- -94.71%
- 5Y*
- -92.40%
- 10Y*
- —
GME
- 1D
- 6.02%
- 1M
- -6.96%
- YTD
- 10.46%
- 6M
- -4.44%
- 1Y
- -26.31%
- 3Y*
- -3.45%
- 5Y*
- -18.61%
- 10Y*
- 14.78%
FFIE vs. GME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
FFIE Faraday Future Intelligent Electric Inc. | -66.47% | -58.02% | -91.23% | -99.01% | -94.54% | -46.80% | 3.63% |
GME GameStop Corp. | 10.46% | -35.93% | 78.78% | -5.04% | -50.24% | 687.63% | 144.36% |
Correlation
The correlation between FFIE and GME is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Sep 3, 2020 | 0.18 |
Fundamentals
FFIE:
-$0.00
GME:
$1.81
FFIE:
65.76K
GME:
3.23
FFIE:
$642.00K
GME:
$2.90B
FFIE:
-$102.83M
GME:
$943.30M
FFIE:
-$344.34M
GME:
$418.40M
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Return for Risk
FFIE vs. GME — Risk / Return Rank
FFIE
GME
FFIE vs. GME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Faraday Future Intelligent Electric Inc. (FFIE) 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.
| FFIE | GME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | +0.29 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.91 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | -0.77 | 0.00 |
| Martin ratioReturn relative to average drawdown | -1.14 | -1.11 | -0.04 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FFIE | GME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.47 | -0.61 | +0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.35 | -0.19 | -0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.13 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.36 | 0.14 | -0.50 |
Drawdowns
FFIE vs. GME - Drawdown Comparison
The maximum FFIE drawdown since its inception was -100.00%, which is greater than GME's maximum drawdown of -93.43%. Use the drawdown chart below to compare losses from any high point for FFIE and GME.
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Drawdown Indicators
| FFIE | GME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -93.43% | -6.57% |
Max Drawdown (1Y)Largest decline over 1 year | -92.80% | -34.28% | -58.52% |
Max Drawdown (3Y)Largest decline over 3 years | -99.99% | -62.86% | -37.13% |
Max Drawdown (5Y)Largest decline over 5 years | -100.00% | -86.77% | -13.23% |
Max Drawdown (10Y)Largest decline over 10 years | — | -88.99% | — |
Current DrawdownCurrent decline from peak | -100.00% | -74.47% | -25.53% |
Average DrawdownAverage peak-to-trough decline | -80.88% | -49.26% | -31.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 62.70% | 23.78% | +38.92% |
Volatility
FFIE vs. GME - Volatility Comparison
Faraday Future Intelligent Electric Inc. (FFIE) has a higher volatility of 39.98% compared to GameStop Corp. (GME) at 12.10%. This indicates that FFIE'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
| FFIE | GME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 39.98% | 12.10% | +27.88% |
Volatility (6M)Calculated over the trailing 6-month period | 107.26% | 28.73% | +78.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 152.56% | 43.12% | +109.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 261.36% | 96.07% | +165.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 244.82% | 117.88% | +126.94% |
Dividends
FFIE vs. GME - Dividend Comparison
Neither FFIE nor GME has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FFIE Faraday Future Intelligent Electric 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% | 0.00% | 0.00% | 6.25% | 12.04% | 8.47% | 5.86% | 5.14% |
Financials
FFIE vs. GME - Financials Comparison
This section allows you to compare key financial metrics between Faraday Future Intelligent Electric 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
FFIE and GME have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FFIE has higher volatility (39.98%) compared to GME (12.10%). In terms of maximum drawdown, FFIE dropped -100.00% vs GME's -93.43%.
FFIE currently has the higher Sharpe Ratio (-0.47 vs -0.61), 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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