GME vs. MINT
GME (GameStop Corp.) is a stock, while MINT (PIMCO Enhanced Short Maturity Active ETF) is Ultrashort Bond fund actively managed by PIMCO. Over the past 10 years, GME returned 12.37%/yr vs 2.74%/yr for MINT. Their -0.04 correlation means they have often moved in opposite directions in the past.
Performance
GME vs. MINT - Performance Comparison
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Returns By Period
In the year-to-date period, GME achieves a -5.08% return, which is significantly lower than MINT's 2.49% return. Over the past 10 years, GME has outperformed MINT with an annualized return of 12.37%, while MINT has yielded a comparatively lower 2.74% annualized return.
GME
- 1D
- -12.25%
- 1M
- -16.48%
- 6M
- -26.27%
- YTD
- -5.08%
- 1Y
- -13.76%
- 3Y*
- -3.15%
- 5Y*
- -12.28%
- 10Y*
- 12.37%
- ALL TIME*
- 10.60%
MINT
- 1D
- 0.02%
- 1M
- 0.27%
- 6M
- 2.08%
- YTD
- 2.49%
- 1Y
- 4.47%
- 3Y*
- 5.21%
- 5Y*
- 3.60%
- 10Y*
- 2.74%
- ALL TIME*
- 2.09%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $139.27M | $103.45M | $128.64M | |
| $151.09M | $163.35M | $157.44M |
GME vs. MINT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GME GameStop Corp. | -5.08% | -35.93% | 78.78% | -5.04% | -50.24% | 687.63% | 209.87% | -50.19% | -22.17% | -23.66% |
MINT PIMCO Enhanced Short Maturity Active ETF | 2.49% | 4.74% | 5.94% | 6.26% | -1.01% | -0.03% | 1.62% | 3.34% | 1.72% | 1.86% |
Correlation
The correlation between GME and MINT is -0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.06 |
Correlation (3Y) Balances recent behavior with more history. | -0.04 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.00 |
Correlation (10Y) Provides a long-term view across more market conditions. | -0.02 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 2009 | -0.04 |
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Return for Risk
GME vs. MINT — Risk / Return Rank
GME
MINT
GME vs. MINT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GameStop Corp. (GME) and PIMCO Enhanced Short Maturity Active ETF (MINT). 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 | MINT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -16.29 | ||
| Sortino ratioReturn per unit of downside risk | -51.58 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 14.76 | -13.79 |
| Calmar ratioReturn relative to maximum drawdown | -0.44 | 90.35 | -90.79 |
| Martin ratioReturn relative to average drawdown | -0.81 | 698.77 | -699.58 |
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Drawdowns
GME vs. MINT - Drawdown Comparison
The maximum GME drawdown since its inception was -93.43%, which is greater than MINT's maximum drawdown of -4.62%. Use the drawdown chart below to compare losses from any high point for GME and MINT.
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Drawdown Indicators
| GME | MINT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.43% | -4.62% | -88.81% |
Max Drawdown (1Y)Largest decline over 1 year | -31.17% | -0.05% | -31.12% |
Max Drawdown (3Y)Largest decline over 3 years | -62.42% | -0.16% | -62.26% |
Max Drawdown (5Y)Largest decline over 5 years | -83.83% | -2.42% | -81.41% |
Max Drawdown (10Y)Largest decline over 10 years | -88.99% | -4.62% | -84.37% |
Current DrawdownCurrent decline from peak | -78.06% | 0.00% | -78.06% |
Average DrawdownAverage peak-to-trough decline | -49.42% | -0.17% | -49.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.01% | 0.01% | +17.00% |
Volatility
GME vs. MINT - Volatility Comparison
GameStop Corp. (GME) has a higher volatility of 14.33% compared to PIMCO Enhanced Short Maturity Active ETF (MINT) at 0.09%. This indicates that GME's price experiences larger fluctuations and is considered to be riskier than MINT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GME | MINT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.33% | 0.09% | +14.24% |
Volatility (6M)Calculated over the trailing 6-month period | 29.11% | 0.22% | +28.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.67% | 0.28% | +37.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 94.76% | 0.58% | +94.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 117.95% | 0.94% | +117.01% |
Dividends
GME vs. MINT - Dividend Comparison
GME has not paid dividends to shareholders, while MINT's dividend yield for the trailing twelve months is around 4.19%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MINT PIMCO Enhanced Short Maturity Active ETF | 4.19% | 4.63% | 5.22% | 4.91% | 1.90% | 0.44% | 1.15% | 2.65% | 2.32% | 1.61% | 1.35% | 0.88% |
Frequently Asked Questions
GME and MINT have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GME has higher volatility (14.33%) compared to MINT (0.09%). In terms of maximum drawdown, GME dropped -93.43% vs MINT's -4.62%.
MINT currently has the higher Sharpe Ratio (15.92 vs -0.37), 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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