HKD vs. GME
HKD (AMTD Digital Inc.) and GME (GameStop Corp.) are both stocks. HKD operates in Software - Application (Technology), while GME operates in Specialty Retail (Consumer Cyclical). Over the past 3 years, HKD returned -37.61%/yr vs 0.34%/yr for GME. Their 0.17 correlation means their historical movements had little consistent relationship.
Performance
HKD vs. GME - Performance Comparison
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Returns By Period
In the year-to-date period, HKD achieves a 26.77% return, which is significantly higher than GME's 8.17% return.
HKD
- 1D
- 1.26%
- 1M
- 1.26%
- 6M
- 17.52%
- YTD
- 26.77%
- 1Y
- -3.59%
- 3Y*
- -37.61%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -40.34%
GME
- 1D
- -0.73%
- 1M
- -4.82%
- 6M
- -9.05%
- YTD
- 8.17%
- 1Y
- -1.72%
- 3Y*
- 0.34%
- 5Y*
- -11.62%
- 10Y*
- 14.15%
- ALL TIME*
- 11.20%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $68.60M | $70.74M | $136.27M | |
| $162.14K | $183.89K | $347.77K |
HKD vs. GME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
HKD AMTD Digital Inc. | 26.77% | -57.09% | -29.02% | -58.30% | -23.08% |
GME GameStop Corp. | 8.17% | -35.93% | 78.78% | -5.04% | -45.79% |
Correlation
The correlation between HKD and GME is 0.25, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.25 |
Correlation (3Y) Balances recent behavior with more history. | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jul 15, 2022 | 0.17 |
Fundamentals
HKD:
$769.08M
GME:
$9.75B
HKD:
HK$2.93
GME:
$1.81
HKD:
4.32
GME:
12.00
HKD:
0.48
GME:
0.03
HKD:
5.25
GME:
3.16
HKD:
HK$756.59M
GME:
$2.90B
HKD:
HK$336.80M
GME:
$943.30M
HKD:
HK$1.23B
GME:
$418.40M
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Return for Risk
HKD vs. GME — Risk / Return Rank
HKD
GME
HKD vs. GME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AMTD Digital Inc. (HKD) and GameStop Corp. (GME). 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.
| HKD | GME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.01 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | -0.12 | -0.02 |
| Martin ratioReturn relative to average drawdown | -0.20 | -0.19 | -0.01 |
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Drawdowns
HKD vs. GME - Drawdown Comparison
The maximum HKD drawdown since its inception was -99.92%, which is greater than GME's maximum drawdown of -93.43%. Use the drawdown chart below to compare losses from any high point for HKD and GME.
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Drawdown Indicators
| HKD | GME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.92% | -93.43% | -6.49% |
Max Drawdown (1Y)Largest decline over 1 year | -56.95% | -27.99% | -28.96% |
Max Drawdown (3Y)Largest decline over 3 years | -80.84% | -62.42% | -18.42% |
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 | -99.90% | -75.00% | -24.90% |
Average DrawdownAverage peak-to-trough decline | -98.11% | -49.42% | -48.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 40.06% | 16.90% | +23.16% |
Volatility
HKD vs. GME - Volatility Comparison
AMTD Digital Inc. (HKD) has a higher volatility of 10.25% compared to GameStop Corp. (GME) at 6.49%. This indicates that HKD's price experiences larger fluctuations and is considered to be riskier than GME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HKD | GME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.25% | 6.49% | +3.76% |
Volatility (6M)Calculated over the trailing 6-month period | 38.73% | 26.47% | +12.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 93.77% | 35.58% | +58.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 271.94% | 94.58% | +177.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 271.94% | 117.84% | +154.10% |
Dividends
HKD vs. GME - Dividend Comparison
Neither HKD nor GME has paid dividends to shareholders.
| 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% |
HKD AMTD Digital Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
HKD vs. GME - Financials Comparison
This section allows you to compare key financial metrics between AMTD Digital Inc. and GameStop Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
HKD and GME have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HKD has higher volatility (10.25%) compared to GME (6.49%). In terms of maximum drawdown, HKD dropped -99.92% vs GME's -93.43%.
HKD currently has the higher Sharpe Ratio (-0.09 vs -0.09), 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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