KMX vs. GME

In the year-to-date period, KMX achieves a 9.76% return, which is significantly lower than GME's 65.43% return. Over the past 10 years, KMX has underperformed GME with an annualized return of 2.19%, while GME has yielded a comparatively higher 16.44% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for CarMax, Inc. (KMX) 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 KMX Sharpe Ratio is 0.30, which is comparable to the GME Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of KMX 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 KMX nor GME has paid dividends to shareholders.

The maximum KMX drawdown since its inception was -93.19%, roughly equal to the maximum GME drawdown of -93.43%. Use the drawdown chart below to compare losses from any high point for KMX and GME. For additional features, visit the drawdowns tool.

The current volatility for CarMax, Inc. (KMX) is 9.33%, while GameStop Corp. (GME) has a volatility of 20.79%. This indicates that KMX experiences smaller price fluctuations and is considered to be less risky 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 CarMax, 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.