GME vs. MLPX
GME (GameStop Corp.) is a stock, while MLPX (Global X MLP & Energy Infrastructure ETF) is MLPs fund tracking the Solactive MLP & Energy Infrastructure Index. Over the past 10 years, GME returned 14.82%/yr vs 12.02%/yr for MLPX. At a 0.26 correlation, their price movements are largely independent.
Performance
GME vs. MLPX - Performance Comparison
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Returns By Period
In the year-to-date period, GME achieves a 9.71% return, which is significantly lower than MLPX's 27.98% return. Over the past 10 years, GME has outperformed MLPX with an annualized return of 14.82%, while MLPX has yielded a comparatively lower 12.02% annualized return.
GME
- 1D
- 1.61%
- 1M
- 1.19%
- 6M
- 5.00%
- YTD
- 9.71%
- 1Y
- -5.57%
- 3Y*
- -1.38%
- 5Y*
- -12.07%
- 10Y*
- 14.82%
MLPX
- 1D
- 1.58%
- 1M
- 2.20%
- 6M
- 28.92%
- YTD
- 27.98%
- 1Y
- 29.57%
- 3Y*
- 28.15%
- 5Y*
- 22.73%
- 10Y*
- 12.02%
GME vs. MLPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GME GameStop Corp. | 9.71% | -35.93% | 78.78% | -5.04% | -50.24% | 687.63% | 209.87% | -50.19% | -22.17% | -23.66% |
MLPX Global X MLP & Energy Infrastructure ETF | 27.98% | 4.96% | 42.90% | 15.77% | 21.54% | 39.63% | -20.32% | 19.04% | -15.64% | -4.53% |
Correlation
The correlation between GME and MLPX is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2013 | 0.26 |
The correlation between GME and MLPX shifts across timeframes, from -0.13 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
GME vs. MLPX — Risk / Return Rank
GME
MLPX
GME vs. MLPX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GameStop Corp. (GME) and Global X MLP & Energy Infrastructure ETF (MLPX). 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 | MLPX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.04 | ||
| Sortino ratioReturn per unit of downside risk | -2.62 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.32 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.20 | 3.63 | -3.83 |
| Martin ratioReturn relative to average drawdown | -0.34 | 8.56 | -8.90 |
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Drawdowns
GME vs. MLPX - Drawdown Comparison
The maximum GME drawdown since its inception was -93.43%, which is greater than MLPX's maximum drawdown of -70.67%. Use the drawdown chart below to compare losses from any high point for GME and MLPX.
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Drawdown Indicators
| GME | MLPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.43% | -70.67% | -22.76% |
Max Drawdown (1Y)Largest decline over 1 year | -27.99% | -8.18% | -19.81% |
Max Drawdown (3Y)Largest decline over 3 years | -62.42% | -16.77% | -45.65% |
Max Drawdown (5Y)Largest decline over 5 years | -83.83% | -19.72% | -64.11% |
Max Drawdown (10Y)Largest decline over 10 years | -88.99% | -64.70% | -24.29% |
Current DrawdownCurrent decline from peak | -74.64% | -2.33% | -72.31% |
Average DrawdownAverage peak-to-trough decline | -49.36% | -16.53% | -32.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.29% | 3.46% | +12.83% |
Volatility
GME vs. MLPX - Volatility Comparison
GameStop Corp. (GME) has a higher volatility of 7.54% compared to Global X MLP & Energy Infrastructure ETF (MLPX) at 5.90%. This indicates that GME's price experiences larger fluctuations and is considered to be riskier than MLPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GME | MLPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.54% | 5.90% | +1.64% |
Volatility (6M)Calculated over the trailing 6-month period | 27.79% | 12.32% | +15.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.87% | 15.79% | +20.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 94.84% | 20.02% | +74.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 117.91% | 26.16% | +91.75% |
Dividends
GME vs. MLPX - Dividend Comparison
GME has not paid dividends to shareholders, while MLPX's dividend yield for the trailing twelve months is around 4.01%.
| 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% |
MLPX Global X MLP & Energy Infrastructure ETF | 4.01% | 4.88% | 4.30% | 5.22% | 5.23% | 5.98% | 8.32% | 5.78% | 5.77% | 4.36% | 5.50% | 4.81% |
Frequently Asked Questions
GME and MLPX have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GME has higher volatility (7.54%) compared to MLPX (5.90%). In terms of maximum drawdown, GME dropped -93.43% vs MLPX's -70.67%.
MLPX currently has the higher Sharpe Ratio (1.88 vs -0.16), 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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