GME vs. TBIL
GME (GameStop Corp.) is a stock, while TBIL (F/m US Treasury 3 Month Bill ETF) is Ultrashort Bond fund tracking the Bloomberg US Treasury Bellwether 3M Total Return USD Unhedged Index. Over the past 3 years, GME returned -1.38%/yr vs 4.58%/yr for TBIL. At a 0.02 correlation, their price movements are largely independent.
Performance
GME vs. TBIL - 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 TBIL's 1.91% 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%
TBIL
- 1D
- 0.00%
- 1M
- 0.29%
- 6M
- 1.79%
- YTD
- 1.91%
- 1Y
- 3.91%
- 3Y*
- 4.58%
- 5Y*
- —
- 10Y*
- —
GME vs. TBIL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
GME GameStop Corp. | 9.71% | -35.93% | 78.78% | -5.04% | -57.51% |
TBIL F/m US Treasury 3 Month Bill ETF | 1.91% | 4.19% | 5.15% | 5.12% | 1.29% |
Correlation
The correlation between GME and TBIL is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Aug 9, 2022 | 0.02 |
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Return for Risk
GME vs. TBIL — Risk / Return Rank
GME
TBIL
GME vs. TBIL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GameStop Corp. (GME) and F/m US Treasury 3 Month Bill ETF (TBIL). 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 | TBIL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -14.17 | ||
| Sortino ratioReturn per unit of downside risk | -64.76 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 20.68 | -19.67 |
| Calmar ratioReturn relative to maximum drawdown | -0.20 | 195.78 | -195.98 |
| Martin ratioReturn relative to average drawdown | -0.34 | 1,048.37 | -1,048.71 |
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Drawdowns
GME vs. TBIL - Drawdown Comparison
The maximum GME drawdown since its inception was -93.43%, which is greater than TBIL's maximum drawdown of -0.10%. Use the drawdown chart below to compare losses from any high point for GME and TBIL.
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Drawdown Indicators
| GME | TBIL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.43% | -0.10% | -93.33% |
Max Drawdown (1Y)Largest decline over 1 year | -27.99% | -0.02% | -27.97% |
Max Drawdown (3Y)Largest decline over 3 years | -62.42% | -0.02% | -62.40% |
Max Drawdown (5Y)Largest decline over 5 years | -83.83% | — | — |
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. TBIL - Volatility Comparison
GameStop Corp. (GME) has a higher volatility of 7.54% compared to F/m US Treasury 3 Month Bill ETF (TBIL) at 0.08%. This indicates that GME's price experiences larger fluctuations and is considered to be riskier than TBIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GME | TBIL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.54% | 0.08% | +7.46% |
Volatility (6M)Calculated over the trailing 6-month period | 27.79% | 0.20% | +27.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.87% | 0.28% | +35.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 94.84% | 0.32% | +94.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 117.91% | 0.32% | +117.59% |
Dividends
GME vs. TBIL - Dividend Comparison
GME has not paid dividends to shareholders, while TBIL's dividend yield for the trailing twelve months is around 3.73%.
| 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% |
TBIL F/m US Treasury 3 Month Bill ETF | 3.73% | 4.07% | 5.02% | 5.00% | 1.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GME and TBIL have a correlation of -0.05, 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 TBIL (0.08%). In terms of maximum drawdown, GME dropped -93.43% vs TBIL's -0.10%.
TBIL currently has the higher Sharpe Ratio (14.02 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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