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GME vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GME and VOO is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

GME vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GameStop Corp. (GME) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

500.00%600.00%700.00%800.00%900.00%JulyAugustSeptemberOctoberNovemberDecember
863.89%
602.93%
GME
VOO

Key characteristics

Sharpe Ratio

GME:

0.51

VOO:

2.25

Sortino Ratio

GME:

2.05

VOO:

2.98

Omega Ratio

GME:

1.30

VOO:

1.42

Calmar Ratio

GME:

0.86

VOO:

3.31

Martin Ratio

GME:

1.78

VOO:

14.77

Ulcer Index

GME:

42.79%

VOO:

1.90%

Daily Std Dev

GME:

149.12%

VOO:

12.46%

Max Drawdown

GME:

-93.43%

VOO:

-33.99%

Current Drawdown

GME:

-65.68%

VOO:

-2.47%

Returns By Period

In the year-to-date period, GME achieves a 70.11% return, which is significantly higher than VOO's 26.02% return. Over the past 10 years, GME has outperformed VOO with an annualized return of 16.59%, while VOO has yielded a comparatively lower 13.08% annualized return.


GME

YTD

70.11%

1M

4.82%

6M

24.61%

1Y

75.62%

5Y*

82.07%

10Y*

16.59%

VOO

YTD

26.02%

1M

-0.11%

6M

9.35%

1Y

26.45%

5Y*

14.79%

10Y*

13.08%

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Risk-Adjusted Performance

GME vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for GameStop Corp. (GME) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for GME, currently valued at 0.51, compared to the broader market-4.00-2.000.002.000.512.25
The chart of Sortino ratio for GME, currently valued at 2.05, compared to the broader market-4.00-2.000.002.004.002.052.98
The chart of Omega ratio for GME, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.42
The chart of Calmar ratio for GME, currently valued at 0.86, compared to the broader market0.002.004.006.000.863.31
The chart of Martin ratio for GME, currently valued at 1.78, compared to the broader market-5.000.005.0010.0015.0020.0025.001.7814.77
GME
VOO

The current GME Sharpe Ratio is 0.51, which is lower than the VOO Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of GME and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.51
2.25
GME
VOO

Dividends

GME vs. VOO - Dividend Comparison

GME has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 0.91%.


TTM20232022202120202019201820172016201520142013
GME
GameStop Corp.
0.00%0.00%0.00%0.00%0.00%6.25%12.04%8.47%5.86%5.14%3.91%2.23%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

GME vs. VOO - Drawdown Comparison

The maximum GME drawdown since its inception was -93.43%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for GME and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-65.68%
-2.47%
GME
VOO

Volatility

GME vs. VOO - Volatility Comparison

GameStop Corp. (GME) has a higher volatility of 20.74% compared to Vanguard S&P 500 ETF (VOO) at 3.75%. This indicates that GME's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%JulyAugustSeptemberOctoberNovemberDecember
20.74%
3.75%
GME
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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