GME vs. SGOV
GME (GameStop Corp.) is a stock, while SGOV (iShares 0-3 Month Treasury Bond ETF) is Ultrashort Bond fund tracking the ICE 0-3 Month US Treasury Securities Index. Over the past 5 years, GME returned -12.28%/yr vs 3.66%/yr for SGOV. Their -0.05 correlation means they have often moved in opposite directions in the past.
Performance
GME vs. SGOV - 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 SGOV's 2.13% 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%
SGOV
- 1D
- 0.02%
- 1M
- 0.29%
- 6M
- 1.82%
- YTD
- 2.13%
- 1Y
- 3.85%
- 3Y*
- 4.62%
- 5Y*
- 3.66%
- 10Y*
- —
- ALL TIME*
- 2.96%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $139.27M | $103.45M | $128.64M | |
| $1.99B | $1.87B | $2.06B |
GME vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GME GameStop Corp. | -5.08% | -35.93% | 78.78% | -5.04% | -50.24% | 687.63% | 301.71% |
SGOV iShares 0-3 Month Treasury Bond ETF | 2.13% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.04% |
Correlation
The correlation between GME and SGOV is -0.08, 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. | -0.08 |
Correlation (3Y) Balances recent behavior with more history. | -0.04 |
Correlation (5Y) Shows whether the relationship held over a longer period. | -0.05 |
Correlation (All Time) Calculated using the full available price history since May 28, 2020 | -0.05 |
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Return for Risk
GME vs. SGOV — Risk / Return Rank
GME
SGOV
GME vs. SGOV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GameStop Corp. (GME) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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 | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -21.15 | ||
| Sortino ratioReturn per unit of downside risk | -380.53 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 380.49 | -379.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.44 | 388.26 | -388.71 |
| Martin ratioReturn relative to average drawdown | -0.81 | 6,151.27 | -6,152.08 |
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Drawdowns
GME vs. SGOV - Drawdown Comparison
The maximum GME drawdown since its inception was -93.43%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for GME and SGOV.
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Drawdown Indicators
| GME | SGOV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.43% | -0.03% | -93.40% |
Max Drawdown (1Y)Largest decline over 1 year | -31.17% | -0.01% | -31.16% |
Max Drawdown (3Y)Largest decline over 3 years | -62.42% | -0.01% | -62.41% |
Max Drawdown (5Y)Largest decline over 5 years | -83.83% | -0.03% | -83.80% |
Max Drawdown (10Y)Largest decline over 10 years | -88.99% | — | — |
Current DrawdownCurrent decline from peak | -78.06% | 0.00% | -78.06% |
Average DrawdownAverage peak-to-trough decline | -49.42% | 0.00% | -49.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.01% | 0.00% | +17.01% |
Volatility
GME vs. SGOV - Volatility Comparison
GameStop Corp. (GME) has a higher volatility of 14.33% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.04%. This indicates that GME's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GME | SGOV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.33% | 0.04% | +14.29% |
Volatility (6M)Calculated over the trailing 6-month period | 29.11% | 0.13% | +28.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.67% | 0.19% | +37.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 94.76% | 0.24% | +94.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 117.95% | 0.23% | +117.72% |
Dividends
GME vs. SGOV - Dividend Comparison
GME has not paid dividends to shareholders, while SGOV's dividend yield for the trailing twelve months is around 3.75%.
| 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% |
SGOV iShares 0-3 Month Treasury Bond ETF | 3.75% | 4.10% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GME and SGOV have a correlation of -0.08, 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 SGOV (0.04%). In terms of maximum drawdown, GME dropped -93.43% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.78 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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