GLE vs. DVLT

Last updated Jun 3, 2026

GLE (Global Engine Group Holding Ltd) and DVLT (Datavault AI Inc) are both stocks. Both are in the Technology sector — GLE in Information Technology Services, DVLT in Software - Infrastructure. Over the past year, GLE returned -79.36% vs -41.00% for DVLT. At a 0.03 correlation, their price movements are largely independent.

Performance

GLE vs. DVLT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global Engine Group Holding Ltd (GLE) and Datavault AI Inc (DVLT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GLE achieves a 31.51% return, which is significantly higher than DVLT's -19.64% return.

GLE

• 1D: -11.46%
• 1M: 33.42%
• YTD: 31.51%
• 6M: 0.26%
• 1Y: -79.36%
• 3Y*: —
• 5Y*: —
• 10Y*: —

DVLT

• 1D: -8.89%
• 1M: -31.84%
• YTD: -19.64%
• 6M: -72.13%
• 1Y: -41.00%
• 3Y*: -85.99%
• 5Y*: -90.33%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GLE vs. DVLT - Yearly Performance Comparison

	2026 (YTD)	2025	2024
GLE Global Engine Group Holding Ltd	31.51%	-79.77%	-58.61%
DVLT Datavault AI Inc	-19.64%	-68.19%	19.88%

Correlation

The correlation between GLE and DVLT is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.04
Correlation (All Time) Calculated using the full available price history since Sep 23, 2024	0.03

Fundamentals

Total Revenue (TTM) GLE : $46.01M DVLT : $39.38M
Gross Profit (TTM) GLE : $6.13M DVLT : $15.77M
EBITDA (TTM) GLE : $1.02M DVLT : -$70.96M

Return for Risk

GLE vs. DVLT — Risk / Return Rank

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

GLE

GLE Risk / Return Rank: 19
GLE Sharpe Ratio Rank: 19
GLE Sortino Ratio Rank: 25
GLE Omega Ratio Rank: 26
GLE Calmar Ratio Rank: 6
GLE Martin Ratio Rank: 19

DVLT

DVLT Risk / Return Rank: 40
DVLT Sharpe Ratio Rank: 32
DVLT Sortino Ratio Rank: 60
DVLT Omega Ratio Rank: 53
DVLT Calmar Ratio Rank: 26
DVLT Martin Ratio Rank: 29

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.

GLE vs. DVLT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global Engine Group Holding Ltd (GLE) and Datavault AI Inc (DVLT). 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.

	GLE	DVLT	Difference
Sharpe ratio Return per unit of total volatility	-0.49	-0.20	-0.30
Sortino ratio Return per unit of downside risk	-0.18	1.30	-1.49
Omega ratio Gain probability vs. loss probability	0.98	1.13	-0.16
Calmar ratio Return relative to maximum drawdown	-0.89	-0.42	-0.47
Martin ratio Return relative to average drawdown	-1.04	-0.60	-0.44
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GLE vs. DVLT - Sharpe Ratio Comparison

The current GLE Sharpe Ratio is -0.49, which is lower than the DVLT Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of GLE and DVLT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GLE	DVLT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.49	-0.20	-0.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.47	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.49	-0.51	+0.02

Drawdowns

GLE vs. DVLT - Drawdown Comparison

The maximum GLE drawdown since its inception was -94.99%, smaller than the maximum DVLT drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for GLE and DVLT.

Drawdown Indicators

	GLE	DVLT	Difference
Max Drawdown Largest peak-to-trough decline	-94.99%	-100.00%	+5.01%
Max Drawdown (1Y) Largest decline over 1 year	-92.77%	-87.38%	-5.39%
Max Drawdown (3Y) Largest decline over 3 years	—	-99.89%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-100.00%	—
Current Drawdown Current decline from peak	-91.13%	-100.00%	+8.87%
Average Drawdown Average peak-to-trough decline	-70.20%	-90.50%	+20.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	79.53%	60.78%	+18.75%

Volatility

GLE vs. DVLT - Volatility Comparison

Global Engine Group Holding Ltd (GLE) has a higher volatility of 66.07% compared to Datavault AI Inc (DVLT) at 42.69%. This indicates that GLE's price experiences larger fluctuations and is considered to be riskier than DVLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GLE	DVLT	Difference
Volatility (1M) Calculated over the trailing 1-month period	66.07%	42.69%	+23.38%
Volatility (6M) Calculated over the trailing 6-month period	92.48%	109.60%	-17.12%
Volatility (1Y) Calculated over the trailing 1-year period	161.64%	206.69%	-45.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	148.66%	192.63%	-43.97%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	148.66%	166.61%	-17.95%

Dividends

GLE vs. DVLT - Dividend Comparison

Neither GLE nor DVLT has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both GLE and DVLT in my portfolio?

GLE and DVLT have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GLE or DVLT?

GLE has higher volatility (66.07%) compared to DVLT (42.69%). In terms of maximum drawdown, GLE dropped -94.99% vs DVLT's -100.00%.

Which has better risk-adjusted returns?

DVLT currently has the higher Sharpe Ratio (-0.20 vs -0.49), 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.