IDEX vs. GME

In the year-to-date period, IDEX achieves a -22.22% return, which is significantly lower than GME's -21.09% return. Over the past 10 years, IDEX has underperformed GME with an annualized return of -65.37%, while GME has yielded a comparatively higher 13.36% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Ideanomics, Inc. (IDEX) 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.

The current IDEX Sharpe Ratio is -0.01, which is lower than the GME Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of IDEX and GME, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither IDEX nor GME has paid dividends to shareholders.

The maximum IDEX drawdown since its inception was -100.00%, which is greater than GME's maximum drawdown of -93.43%. Use the drawdown chart below to compare losses from any high point for IDEX and GME. For additional features, visit the drawdowns tool.

Ideanomics, Inc. (IDEX) has a higher volatility of 805.62% compared to GameStop Corp. (GME) at 13.17%. This indicates that IDEX'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.

This section allows you to compare key financial metrics between Ideanomics, 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.