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GGME vs. CRF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GGME vs. CRF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Next Gen Media and Gaming ETF (GGME) and Cornerstone Total Return Fund, Inc. (CRF). The values are adjusted to include any dividend payments, if applicable.

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GGME vs. CRF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GGME
Invesco Next Gen Media and Gaming ETF
-14.34%16.39%32.67%23.76%-36.43%10.68%36.26%20.28%1.97%7.61%
CRF
Cornerstone Total Return Fund, Inc.
-9.10%12.46%44.39%19.49%-36.70%39.73%28.13%21.74%-11.74%21.35%

Returns By Period

In the year-to-date period, GGME achieves a -14.34% return, which is significantly lower than CRF's -9.10% return. Over the past 10 years, GGME has underperformed CRF with an annualized return of 8.28%, while CRF has yielded a comparatively higher 11.28% annualized return.


GGME

1D
3.52%
1M
-3.76%
YTD
-14.34%
6M
-20.71%
1Y
2.52%
3Y*
14.28%
5Y*
0.58%
10Y*
8.28%

CRF

1D
4.83%
1M
-5.17%
YTD
-9.10%
6M
-5.37%
1Y
18.64%
3Y*
17.40%
5Y*
5.68%
10Y*
11.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GGME vs. CRF - Expense Ratio Comparison

GGME has a 0.60% expense ratio, which is lower than CRF's 1.84% expense ratio.


Return for Risk

GGME vs. CRF — Risk / Return Rank

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

GGME
GGME Risk / Return Rank: 1414
Overall Rank
GGME Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
GGME Sortino Ratio Rank: 1515
Sortino Ratio Rank
GGME Omega Ratio Rank: 1515
Omega Ratio Rank
GGME Calmar Ratio Rank: 1313
Calmar Ratio Rank
GGME Martin Ratio Rank: 1313
Martin Ratio Rank

CRF
CRF Risk / Return Rank: 5151
Overall Rank
CRF Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
CRF Sortino Ratio Rank: 5454
Sortino Ratio Rank
CRF Omega Ratio Rank: 5353
Omega Ratio Rank
CRF Calmar Ratio Rank: 5353
Calmar Ratio Rank
CRF Martin Ratio Rank: 4747
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.

GGME vs. CRF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Next Gen Media and Gaming ETF (GGME) and Cornerstone Total Return Fund, Inc. (CRF). 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.


GGMECRFDifference

Sharpe ratio

Return per unit of total volatility

0.10

0.93

-0.83

Sortino ratio

Return per unit of downside risk

0.33

1.43

-1.10

Omega ratio

Gain probability vs. loss probability

1.05

1.21

-0.16

Calmar ratio

Return relative to maximum drawdown

0.07

1.26

-1.19

Martin ratio

Return relative to average drawdown

0.18

4.66

-4.48

GGME vs. CRF - Sharpe Ratio Comparison

The current GGME Sharpe Ratio is 0.10, which is lower than the CRF Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of GGME and CRF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GGMECRFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.10

0.93

-0.83

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.02

0.22

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.44

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.05

+0.25

Correlation

The correlation between GGME and CRF is 0.34, 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.


Dividends

GGME vs. CRF - Dividend Comparison

GGME's dividend yield for the trailing twelve months is around 0.15%, less than CRF's 20.17% yield.


TTM20252024202320222021202020192018201720162015
GGME
Invesco Next Gen Media and Gaming ETF
0.15%0.17%0.08%2.31%0.76%0.39%0.38%0.50%0.93%0.33%0.16%1.11%
CRF
Cornerstone Total Return Fund, Inc.
20.17%17.38%14.32%19.94%29.31%13.41%18.91%21.67%24.85%17.96%24.08%23.58%

Drawdowns

GGME vs. CRF - Drawdown Comparison

The maximum GGME drawdown since its inception was -69.13%, smaller than the maximum CRF drawdown of -80.70%. Use the drawdown chart below to compare losses from any high point for GGME and CRF.


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Drawdown Indicators


GGMECRFDifference

Max Drawdown

Largest peak-to-trough decline

-69.13%

-80.70%

+11.57%

Max Drawdown (1Y)

Largest decline over 1 year

-25.23%

-14.88%

-10.35%

Max Drawdown (5Y)

Largest decline over 5 years

-44.90%

-43.12%

-1.78%

Max Drawdown (10Y)

Largest decline over 10 years

-46.35%

-45.90%

-0.45%

Current Drawdown

Current decline from peak

-22.59%

-10.77%

-11.82%

Average Drawdown

Average peak-to-trough decline

-14.55%

-22.40%

+7.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.80%

4.03%

+5.77%

Volatility

GGME vs. CRF - Volatility Comparison

The current volatility for Invesco Next Gen Media and Gaming ETF (GGME) is 6.79%, while Cornerstone Total Return Fund, Inc. (CRF) has a volatility of 8.13%. This indicates that GGME experiences smaller price fluctuations and is considered to be less risky than CRF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GGMECRFDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.79%

8.13%

-1.34%

Volatility (6M)

Calculated over the trailing 6-month period

14.41%

12.68%

+1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

24.27%

20.12%

+4.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.11%

25.83%

-1.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.05%

25.86%

-2.81%