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GME vs. MLPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GME vs. MLPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GameStop Corp. (GME) and Global X MLP & Energy Infrastructure ETF (MLPX). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GME vs. MLPX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

GME
GME Risk / Return Rank: 3737
Overall Rank
GME Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
GME Sortino Ratio Rank: 3535
Sortino Ratio Rank
GME Omega Ratio Rank: 3535
Omega Ratio Rank
GME Calmar Ratio Rank: 3939
Calmar Ratio Rank
GME Martin Ratio Rank: 3939
Martin Ratio Rank

MLPX
MLPX Risk / Return Rank: 7272
Overall Rank
MLPX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
MLPX Sortino Ratio Rank: 7474
Sortino Ratio Rank
MLPX Omega Ratio Rank: 6767
Omega Ratio Rank
MLPX Calmar Ratio Rank: 8484
Calmar Ratio Rank
MLPX Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


GMEMLPXDifference
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

GME vs. MLPX - Sharpe Ratio Comparison

The current GME Sharpe Ratio is -0.16, which is lower than the MLPX Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of GME and MLPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


GMEMLPXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-74.64%

-2.33%

-72.31%

Average Drawdown

Average peak-to-trough decline

-49.36%

-16.53%

-32.83%

Ulcer Index

Depth 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


GMEMLPXDifference

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%.


PositionTTM20252024202320222021202020192018201720162015
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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