GME vs. DKS
GME (GameStop Corp.) and DKS (DICK'S Sporting Goods, Inc.) are both stocks. Both operate in the Specialty Retail industry within the Consumer Cyclical sector. Over the past 10 years, GME returned 15.49%/yr vs 22.54%/yr for DKS. At a 0.34 correlation, their price movements are largely independent.
Performance
GME vs. DKS - Performance Comparison
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Returns By Period
In the year-to-date period, GME achieves a 5.28% return, which is significantly lower than DKS's 21.98% return. Over the past 10 years, GME has underperformed DKS with an annualized return of 15.49%, while DKS has yielded a comparatively higher 22.54% annualized return.
GME
- 1D
- -1.77%
- 1M
- -3.73%
- YTD
- 5.28%
- 6M
- -2.76%
- 1Y
- -9.89%
- 3Y*
- -3.74%
- 5Y*
- -17.36%
- 10Y*
- 15.49%
DKS
- 1D
- 2.41%
- 1M
- 3.75%
- YTD
- 21.98%
- 6M
- 14.36%
- 1Y
- 40.69%
- 3Y*
- 23.96%
- 5Y*
- 23.12%
- 10Y*
- 22.54%
GME vs. DKS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GME GameStop Corp. | 5.28% | -35.93% | 78.78% | -5.04% | -50.24% | 687.63% | 209.87% | -50.19% | -22.17% | -23.66% |
DKS DICK'S Sporting Goods, Inc. | 21.98% | -11.45% | 58.91% | 25.94% | 6.61% | 116.67% | 17.94% | 63.22% | 11.35% | -44.79% |
Correlation
The correlation between GME and DKS is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Oct 16, 2002 | 0.34 |
The correlation between GME and DKS shifts across timeframes, from 0.19 (1 year) to 0.34 (all time), reflecting how their relationship changes across market environments.
Fundamentals
GME:
$1.81
DKS:
$3.67K
GME:
11.68
DKS:
0.07
GME:
3.08
DKS:
0.00
GME:
$2.90B
DKS:
$5.18T
GME:
$943.30M
DKS:
$1.69T
GME:
$418.40M
DKS:
$451.62B
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Return for Risk
GME vs. DKS — Risk / Return Rank
GME
DKS
GME vs. DKS - Risk-Adjusted Trends 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.
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.
| GME | DKS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.41 | ||
| Sortino ratioReturn per unit of downside risk | -1.97 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.20 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.35 | 2.11 | -2.47 |
| Martin ratioReturn relative to average drawdown | -0.64 | 4.88 | -5.51 |
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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.
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Drawdown Indicators
| GME | DKS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.43% | -73.33% | -20.10% |
Max Drawdown (1Y)Largest decline over 1 year | -27.99% | -19.37% | -8.62% |
Max Drawdown (3Y)Largest decline over 3 years | -62.42% | -32.73% | -29.69% |
Max Drawdown (5Y)Largest decline over 5 years | -83.83% | -48.79% | -35.04% |
Max Drawdown (10Y)Largest decline over 10 years | -88.99% | -70.82% | -18.17% |
Current DrawdownCurrent decline from peak | -75.67% | -1.15% | -74.52% |
Average DrawdownAverage peak-to-trough decline | -49.30% | -17.95% | -31.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.59% | 8.37% | +7.22% |
Volatility
GME vs. DKS - Volatility Comparison
The current volatility for GameStop Corp. (GME) is 8.49%, while DICK'S Sporting Goods, Inc. (DKS) has a volatility of 13.48%. 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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Volatility by Period
| GME | DKS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.49% | 13.48% | -4.99% |
Volatility (6M)Calculated over the trailing 6-month period | 27.92% | 25.05% | +2.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.11% | 36.11% | 0.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 94.89% | 43.52% | +51.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 117.92% | 45.39% | +72.53% |
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 2.06%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DKS DICK'S Sporting Goods, Inc. | 2.06% | 2.45% | 1.92% | 2.72% | 1.62% | 6.17% | 2.22% | 2.22% | 2.88% | 2.37% | 1.14% | 1.56% |
GME GameStop Corp. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 6.25% | 12.04% | 8.47% | 5.86% | 5.14% |
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
GME and DKS have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DKS has higher volatility (13.48%) compared to GME (8.49%). In terms of maximum drawdown, GME dropped -93.43% vs DKS's -73.33%.
DKS currently has the higher Sharpe Ratio (1.13 vs -0.28), 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.
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