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 -12.07%/yr vs 3.62%/yr for SGOV. At a correlation of -0.04, they often move in opposite directions.
Performance
GME vs. SGOV - Performance Comparison
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Returns By Period
In the year-to-date period, GME achieves a 9.71% return, which is significantly higher than SGOV's 1.92% 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%
SGOV
- 1D
- 0.02%
- 1M
- 0.30%
- 6M
- 1.80%
- YTD
- 1.92%
- 1Y
- 3.88%
- 3Y*
- 4.66%
- 5Y*
- 3.62%
- 10Y*
- —
GME vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GME GameStop Corp. | 9.71% | -35.93% | 78.78% | -5.04% | -50.24% | 687.63% | 301.71% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.92% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.04% |
Correlation
The correlation between GME and SGOV is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.04 |
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 | -20.99 | ||
| Sortino ratioReturn per unit of downside risk | -383.79 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 384.06 | -383.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.20 | 391.99 | -392.19 |
| Martin ratioReturn relative to average drawdown | -0.34 | 6,210.22 | -6,210.57 |
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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 | -27.99% | -0.01% | -27.98% |
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 | -74.64% | 0.00% | -74.64% |
Average DrawdownAverage peak-to-trough decline | -49.36% | -0.00% | -49.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.29% | 0.00% | +16.29% |
Volatility
GME vs. SGOV - Volatility Comparison
GameStop Corp. (GME) has a higher volatility of 7.54% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.05%. 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 | 7.54% | 0.05% | +7.49% |
Volatility (6M)Calculated over the trailing 6-month period | 27.79% | 0.13% | +27.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.87% | 0.19% | +35.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 94.84% | 0.24% | +94.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 117.91% | 0.24% | +117.67% |
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 3.80%.
| 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 | 3.80% | 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 -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GME has higher volatility (7.54%) compared to SGOV (0.05%). In terms of maximum drawdown, GME dropped -93.43% vs SGOV's -0.03%.
SGOV currently has the higher Sharpe Ratio (20.83 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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