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

Correlation

The correlation between GME and DKS is 0.41, 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.


-0.50.00.51.0
Correlation: 0.4

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.

2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%NovemberDecember2025FebruaryMarchApril
1,573.17%
8,040.20%
GME
DKS

Key characteristics

Sharpe Ratio

GME:

1.13

DKS:

-0.16

Sortino Ratio

GME:

2.61

DKS:

0.08

Omega Ratio

GME:

1.40

DKS:

1.01

Calmar Ratio

GME:

1.95

DKS:

-0.22

Martin Ratio

GME:

3.57

DKS:

-0.57

Ulcer Index

GME:

47.68%

DKS:

12.16%

Daily Std Dev

GME:

150.44%

DKS:

44.03%

Max Drawdown

GME:

-93.43%

DKS:

-73.33%

Current Drawdown

GME:

-68.39%

DKS:

-24.47%

Fundamentals

Market Cap

GME:

$12.11B

DKS:

$15.13B

EPS

GME:

$0.33

DKS:

$14.05

PE Ratio

GME:

82.06

DKS:

13.49

PEG Ratio

GME:

0.86

DKS:

2.40

PS Ratio

GME:

3.17

DKS:

1.13

PB Ratio

GME:

2.46

DKS:

4.60

Total Revenue (TTM)

GME:

$3.82B

DKS:

$13.44B

Gross Profit (TTM)

GME:

$1.11B

DKS:

$4.83B

EBITDA (TTM)

GME:

$22.40M

DKS:

$1.92B

Returns By Period

In the year-to-date period, GME achieves a -12.38% return, which is significantly higher than DKS's -17.47% return. Over the past 10 years, GME has underperformed DKS with an annualized return of 13.77%, while DKS has yielded a comparatively higher 15.98% annualized return.


GME

YTD

-12.38%

1M

-3.17%

6M

33.50%

1Y

144.96%

5Y*

87.54%

10Y*

13.77%

DKS

YTD

-17.47%

1M

-8.71%

6M

-7.12%

1Y

-6.10%

5Y*

51.37%

10Y*

15.98%

*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 8989
Overall Rank
The Sharpe Ratio Rank of GME is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of GME is 9292
Sortino Ratio Rank
The Omega Ratio Rank of GME is 9494
Omega Ratio Rank
The Calmar Ratio Rank of GME is 9393
Calmar Ratio Rank
The Martin Ratio Rank of GME is 8282
Martin Ratio Rank

DKS
The Risk-Adjusted Performance Rank of DKS is 4040
Overall Rank
The Sharpe Ratio Rank of DKS is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of DKS is 4040
Sortino Ratio Rank
The Omega Ratio Rank of DKS is 3838
Omega Ratio Rank
The Calmar Ratio Rank of DKS is 3737
Calmar Ratio Rank
The Martin Ratio Rank of DKS is 4040
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 chart of Sharpe ratio for GME, currently valued at 1.13, compared to the broader market-2.00-1.000.001.002.003.00
GME: 1.13
DKS: -0.16
The chart of Sortino ratio for GME, currently valued at 2.61, compared to the broader market-6.00-4.00-2.000.002.004.00
GME: 2.61
DKS: 0.08
The chart of Omega ratio for GME, currently valued at 1.40, compared to the broader market0.501.001.502.00
GME: 1.40
DKS: 1.01
The chart of Calmar ratio for GME, currently valued at 1.95, compared to the broader market0.001.002.003.004.005.00
GME: 1.95
DKS: -0.22
The chart of Martin ratio for GME, currently valued at 3.57, compared to the broader market-5.000.005.0010.0015.0020.00
GME: 3.57
DKS: -0.57

The current GME Sharpe Ratio is 1.13, which is higher than the DKS Sharpe Ratio of -0.16. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.13
-0.16
GME
DKS

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 2.40%.


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.
2.40%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.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-68.39%
-24.47%
GME
DKS

Volatility

GME vs. DKS - Volatility Comparison

GameStop Corp. (GME) has a higher volatility of 31.80% compared to DICK'S Sporting Goods, Inc. (DKS) at 23.12%. This indicates that GME's price experiences larger fluctuations and is considered to be riskier than DKS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2025FebruaryMarchApril
31.80%
23.12%
GME
DKS

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


Values in USD except per share items