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 -18.61%/yr vs 3.54%/yr for SGOV. At a correlation of -0.05, 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 10.46% return, which is significantly higher than SGOV's 1.51% return.
GME
- 1D
- 6.02%
- 1M
- -6.96%
- YTD
- 10.46%
- 6M
- -4.44%
- 1Y
- -26.31%
- 3Y*
- -3.45%
- 5Y*
- -18.61%
- 10Y*
- 14.78%
SGOV
- 1D
- 0.01%
- 1M
- 0.29%
- YTD
- 1.51%
- 6M
- 1.80%
- 1Y
- 3.95%
- 3Y*
- 4.72%
- 5Y*
- 3.54%
- 10Y*
- —
GME vs. SGOV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
GME GameStop Corp. | 10.46% | -35.93% | 78.78% | -5.04% | -50.24% | 687.63% | 335.10% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.51% | 4.24% | 5.27% | 5.12% | 1.58% | 0.04% | 0.05% |
Correlation
The correlation between GME and SGOV is -0.12, 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 | -0.12 |
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 29, 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.
| GME | SGOV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -20.89 | ||
| Sortino ratioReturn per unit of downside risk | -276.30 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 195.55 | -194.64 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | 398.20 | -398.97 |
| Martin ratioReturn relative to average drawdown | -1.11 | 4,462.00 | -4,463.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GME | SGOV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.61 | 20.28 | -20.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.19 | 14.73 | -14.93 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.13 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 12.48 | -12.35 |
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 | -34.28% | -0.01% | -34.27% |
Max Drawdown (3Y)Largest decline over 3 years | -62.86% | -0.01% | -62.85% |
Max Drawdown (5Y)Largest decline over 5 years | -86.77% | -0.03% | -86.74% |
Max Drawdown (10Y)Largest decline over 10 years | -88.99% | — | — |
Current DrawdownCurrent decline from peak | -74.47% | 0.00% | -74.47% |
Average DrawdownAverage peak-to-trough decline | -49.26% | -0.00% | -49.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.78% | 0.00% | +23.78% |
Volatility
GME vs. SGOV - Volatility Comparison
GameStop Corp. (GME) has a higher volatility of 12.10% 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 | 12.10% | 0.05% | +12.05% |
Volatility (6M)Calculated over the trailing 6-month period | 28.73% | 0.13% | +28.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.12% | 0.20% | +42.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 96.07% | 0.24% | +95.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 117.88% | 0.24% | +117.64% |
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 3.86%.
| 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 | 3.86% | 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 -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GME has higher volatility (12.10%) 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 (20.28 vs -0.61), 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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