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GME vs. DKS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GME and DKS is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

GME vs. DKS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GameStop Corp. (GME) and DICK'S Sporting Goods, Inc. (DKS). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

GME:

-0.26

DKS:

-0.19

Sortino Ratio

GME:

0.90

DKS:

0.16

Omega Ratio

GME:

1.14

DKS:

1.02

Calmar Ratio

GME:

-0.08

DKS:

-0.19

Martin Ratio

GME:

-0.12

DKS:

-0.45

Ulcer Index

GME:

48.77%

DKS:

13.19%

Daily Std Dev

GME:

110.45%

DKS:

47.66%

Max Drawdown

GME:

-93.43%

DKS:

-73.33%

Current Drawdown

GME:

-67.05%

DKS:

-27.98%

Fundamentals

Market Cap

GME:

$12.85B

DKS:

$16.78B

EPS

GME:

$0.33

DKS:

$14.06

PE Ratio

GME:

87.06

DKS:

14.91

PEG Ratio

GME:

0.86

DKS:

2.76

PS Ratio

GME:

3.36

DKS:

1.25

PB Ratio

GME:

2.61

DKS:

5.31

Total Revenue (TTM)

GME:

$2.94B

DKS:

$10.42B

Gross Profit (TTM)

GME:

$869.40M

DKS:

$3.73B

EBITDA (TTM)

GME:

$56.20M

DKS:

$1.50B

Returns By Period

In the year-to-date period, GME achieves a -8.65% return, which is significantly higher than DKS's -21.30% return. Over the past 10 years, GME has underperformed DKS with an annualized return of 14.29%, while DKS has yielded a comparatively higher 15.32% annualized return.


GME

YTD

-8.65%

1M

7.23%

6M

4.60%

1Y

-27.61%

5Y*

93.92%

10Y*

14.29%

DKS

YTD

-21.30%

1M

-2.84%

6M

-8.92%

1Y

-9.07%

5Y*

49.82%

10Y*

15.32%

*Annualized

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Risk-Adjusted Performance

GME vs. DKS — Risk-Adjusted Performance Rank

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

GME
The Risk-Adjusted Performance Rank of GME is 5252
Overall Rank
The Sharpe Ratio Rank of GME is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of GME is 6363
Sortino Ratio Rank
The Omega Ratio Rank of GME is 6666
Omega Ratio Rank
The Calmar Ratio Rank of GME is 4646
Calmar Ratio Rank
The Martin Ratio Rank of GME is 4848
Martin Ratio Rank

DKS
The Risk-Adjusted Performance Rank of DKS is 4040
Overall Rank
The Sharpe Ratio Rank of DKS is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of DKS is 4040
Sortino Ratio Rank
The Omega Ratio Rank of DKS is 4040
Omega Ratio Rank
The Calmar Ratio Rank of DKS is 3838
Calmar Ratio Rank
The Martin Ratio Rank of DKS is 4242
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GME vs. DKS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GameStop Corp. (GME) and DICK'S Sporting Goods, Inc. (DKS). 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.


The current GME Sharpe Ratio is -0.26, which is lower than the DKS Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of GME and DKS, 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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Dividends

GME vs. DKS - Dividend Comparison

GME has not paid dividends to shareholders, while DKS's dividend yield for the trailing twelve months is around 2.52%.


TTM20242023202220212020201920182017201620152014
GME
GameStop Corp.
0.00%0.00%0.00%0.00%0.00%0.00%6.25%12.04%8.47%5.86%5.14%3.91%
DKS
DICK'S Sporting Goods, Inc.
2.52%1.92%2.72%1.62%6.18%2.23%2.22%2.88%2.37%1.14%1.56%1.01%

Drawdowns

GME vs. DKS - Drawdown Comparison

The maximum GME drawdown since its inception was -93.43%, which is greater than DKS's maximum drawdown of -73.33%. Use the drawdown chart below to compare losses from any high point for GME and DKS. For additional features, visit the drawdowns tool.


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Volatility

GME vs. DKS - Volatility Comparison

The current volatility for GameStop Corp. (GME) is 8.79%, while DICK'S Sporting Goods, Inc. (DKS) has a volatility of 21.71%. This indicates that GME experiences smaller price fluctuations and is considered to be less risky than DKS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

GME vs. DKS - Financials Comparison

This section allows you to compare key financial metrics between GameStop Corp. and DICK'S Sporting Goods, 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


500.00M1.00B1.50B2.00B2.50B3.00B3.50B4.00BJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
1.28B
3.89B
(GME) Total Revenue
(DKS) Total Revenue
Values in USD except per share items

GME vs. DKS - Profitability Comparison

The chart below illustrates the profitability comparison between GameStop Corp. and DICK'S Sporting Goods, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%25.0%30.0%35.0%40.0%JulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
28.3%
35.0%
(GME) Gross Margin
(DKS) Gross Margin
GME - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, GameStop Corp. reported a gross profit of 363.40M and revenue of 1.28B. Therefore, the gross margin over that period was 28.3%.

DKS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, DICK'S Sporting Goods, Inc. reported a gross profit of 1.36B and revenue of 3.89B. Therefore, the gross margin over that period was 35.0%.

GME - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, GameStop Corp. reported an operating income of 79.80M and revenue of 1.28B, resulting in an operating margin of 6.2%.

DKS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, DICK'S Sporting Goods, Inc. reported an operating income of 386.99M and revenue of 3.89B, resulting in an operating margin of 9.9%.

GME - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, GameStop Corp. reported a net income of 131.30M and revenue of 1.28B, resulting in a net margin of 10.2%.

DKS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, DICK'S Sporting Goods, Inc. reported a net income of 299.97M and revenue of 3.89B, resulting in a net margin of 7.7%.