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GAME vs. ESPO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GAME vs. ESPO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GameSquare Holdings Inc. (GAME) and VanEck Video Gaming and eSports ETF (ESPO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GAME achieves a 7.09% return, which is significantly higher than ESPO's -16.33% return.


GAME

1D
-2.92%
1M
-9.94%
YTD
7.09%
6M
-5.87%
1Y
-44.28%
3Y*
-48.39%
5Y*
-61.52%
10Y*

ESPO

1D
-0.79%
1M
-2.71%
YTD
-16.33%
6M
-16.76%
1Y
-16.63%
3Y*
17.97%
5Y*
5.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GAME vs. ESPO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
GAME
GameSquare Holdings Inc.
7.09%-53.34%-54.41%-53.83%-67.76%-63.01%-35.49%1,951.21%-48.12%
ESPO
VanEck Video Gaming and eSports ETF
-16.33%25.79%47.61%33.64%-34.71%-2.13%83.93%42.36%-12.49%

Correlation

The correlation between GAME and ESPO is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.36

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2018

0.16

Over the past year, GAME and ESPO have become more correlated (0.36) than their long-term average of 0.16, meaning their price movements have been converging.

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Return for Risk

GAME vs. ESPO — Risk / Return Rank

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

GAME
GAME Risk / Return Rank: 3333
Overall Rank
GAME Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
GAME Sortino Ratio Rank: 4040
Sortino Ratio Rank
GAME Omega Ratio Rank: 3939
Omega Ratio Rank
GAME Calmar Ratio Rank: 2525
Calmar Ratio Rank
GAME Martin Ratio Rank: 3232
Martin Ratio Rank

ESPO
ESPO Risk / Return Rank: 33
Overall Rank
ESPO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
ESPO Sortino Ratio Rank: 22
Sortino Ratio Rank
ESPO Omega Ratio Rank: 22
Omega Ratio Rank
ESPO Calmar Ratio Rank: 44
Calmar Ratio Rank
ESPO Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GAME vs. ESPO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GameSquare Holdings Inc. (GAME) and VanEck Video Gaming and eSports ETF (ESPO). 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.


GAMEESPODifference
Sharpe ratioReturn per unit of total volatility

+0.57

Sortino ratioReturn per unit of downside risk

+1.51

Omega ratioGain probability vs. loss probability

1.04

0.86

+0.18

Calmar ratioReturn relative to maximum drawdown

-0.50

-0.59

+0.09

Martin ratioReturn relative to average drawdown

-0.60

-1.01

+0.41

GAME vs. ESPO - Sharpe Ratio Comparison

The current GAME Sharpe Ratio is -0.33, which is higher than the ESPO Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of GAME and ESPO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GAME vs. ESPO - Drawdown Comparison

The maximum GAME drawdown since its inception was -99.89%, which is greater than ESPO's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for GAME and ESPO.


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Drawdown Indicators


GAMEESPODifference

Max Drawdown

Largest peak-to-trough decline

-99.89%

-50.99%

-48.90%

Max Drawdown (1Y)

Largest decline over 1 year

-89.36%

-28.25%

-61.11%

Max Drawdown (3Y)

Largest decline over 3 years

-94.19%

-28.25%

-65.94%

Max Drawdown (5Y)

Largest decline over 5 years

-99.53%

-48.33%

-51.20%

Current Drawdown

Current decline from peak

-99.82%

-28.25%

-71.57%

Average Drawdown

Average peak-to-trough decline

-89.13%

-15.10%

-74.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

74.33%

16.49%

+57.84%

Volatility

GAME vs. ESPO - Volatility Comparison

GameSquare Holdings Inc. (GAME) has a higher volatility of 28.46% compared to VanEck Video Gaming and eSports ETF (ESPO) at 4.23%. This indicates that GAME's price experiences larger fluctuations and is considered to be riskier than ESPO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GAMEESPODifference

Volatility (1M)

Calculated over the trailing 1-month period

28.46%

4.23%

+24.23%

Volatility (6M)

Calculated over the trailing 6-month period

72.52%

14.64%

+57.88%

Volatility (1Y)

Calculated over the trailing 1-year period

136.47%

18.65%

+117.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

117.62%

25.09%

+92.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

450.64%

25.68%

+424.96%

Dividends

GAME vs. ESPO - Dividend Comparison

GAME has not paid dividends to shareholders, while ESPO's dividend yield for the trailing twelve months is around 1.49%.


PositionTTM20252024202320222021202020192018
ESPO
VanEck Video Gaming and eSports ETF
1.49%1.24%0.44%0.96%0.91%3.36%0.12%0.22%0.04%
GAME
GameSquare Holdings Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GAME and ESPO have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GAME has higher volatility (28.46%) compared to ESPO (4.23%). In terms of maximum drawdown, GAME dropped -99.89% vs ESPO's -50.99%.

GAME currently has the higher Sharpe Ratio (-0.33 vs -0.90), 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.

Portfolio Optimizer

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