PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GME vs. BRK-B
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GME and BRK-B is 0.25, 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.


-0.50.00.51.00.3

Performance

GME vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GameStop Corp. (GME) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%JulyAugustSeptemberOctoberNovemberDecember
1,662.83%
820.76%
GME
BRK-B

Key characteristics

Sharpe Ratio

GME:

0.51

BRK-B:

1.90

Sortino Ratio

GME:

2.05

BRK-B:

2.69

Omega Ratio

GME:

1.30

BRK-B:

1.34

Calmar Ratio

GME:

0.86

BRK-B:

3.63

Martin Ratio

GME:

1.78

BRK-B:

8.89

Ulcer Index

GME:

42.79%

BRK-B:

3.10%

Daily Std Dev

GME:

149.12%

BRK-B:

14.48%

Max Drawdown

GME:

-93.43%

BRK-B:

-53.86%

Current Drawdown

GME:

-65.68%

BRK-B:

-6.19%

Fundamentals

Market Cap

GME:

$13.15B

BRK-B:

$982.94B

EPS

GME:

$0.20

BRK-B:

$49.48

PE Ratio

GME:

147.20

BRK-B:

9.21

PEG Ratio

GME:

0.86

BRK-B:

10.06

Total Revenue (TTM)

GME:

$4.33B

BRK-B:

$369.89B

Gross Profit (TTM)

GME:

$1.17B

BRK-B:

$66.19B

EBITDA (TTM)

GME:

$16.60M

BRK-B:

$149.77B

Returns By Period

In the year-to-date period, GME achieves a 70.11% return, which is significantly higher than BRK-B's 27.07% return. Over the past 10 years, GME has outperformed BRK-B with an annualized return of 16.59%, while BRK-B has yielded a comparatively lower 11.59% annualized return.


GME

YTD

70.11%

1M

4.82%

6M

24.61%

1Y

75.62%

5Y*

82.07%

10Y*

16.59%

BRK-B

YTD

27.07%

1M

-3.33%

6M

10.64%

1Y

27.25%

5Y*

14.92%

10Y*

11.59%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

GME vs. BRK-B - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GameStop Corp. (GME) and Berkshire Hathaway Inc. (BRK-B). 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 GME, currently valued at 0.51, compared to the broader market-4.00-2.000.002.000.511.90
The chart of Sortino ratio for GME, currently valued at 2.05, compared to the broader market-4.00-2.000.002.004.002.052.69
The chart of Omega ratio for GME, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.34
The chart of Calmar ratio for GME, currently valued at 0.86, compared to the broader market0.002.004.006.000.863.63
The chart of Martin ratio for GME, currently valued at 1.78, compared to the broader market-5.000.005.0010.0015.0020.0025.001.788.89
GME
BRK-B

The current GME Sharpe Ratio is 0.51, which is lower than the BRK-B Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of GME and BRK-B, 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 Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.51
1.90
GME
BRK-B

Dividends

GME vs. BRK-B - Dividend Comparison

Neither GME nor BRK-B has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
GME
GameStop Corp.
0.00%0.00%0.00%0.00%0.00%6.25%12.04%8.47%5.86%5.14%3.91%2.23%
BRK-B
Berkshire Hathaway 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%

Drawdowns

GME vs. BRK-B - Drawdown Comparison

The maximum GME drawdown since its inception was -93.43%, which is greater than BRK-B's maximum drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for GME and BRK-B. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-65.68%
-6.19%
GME
BRK-B

Volatility

GME vs. BRK-B - Volatility Comparison

GameStop Corp. (GME) has a higher volatility of 20.74% compared to Berkshire Hathaway Inc. (BRK-B) at 3.82%. This indicates that GME's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
20.74%
3.82%
GME
BRK-B

Financials

GME vs. BRK-B - Financials Comparison

This section allows you to compare key financial metrics between GameStop Corp. and Berkshire Hathaway 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab