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KMX vs. GME
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

KMX vs. GME - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CarMax, Inc. (KMX) and GameStop Corp. (GME). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%JuneJulyAugustSeptemberOctoberNovember
6.24%
14.26%
KMX
GME

Returns By Period

In the year-to-date period, KMX achieves a 0.47% return, which is significantly lower than GME's 50.83% return. Over the past 10 years, KMX has underperformed GME with an annualized return of 3.24%, while GME has yielded a comparatively higher 14.18% annualized return.


KMX

YTD

0.47%

1M

3.21%

6M

6.24%

1Y

20.53%

5Y (annualized)

-5.00%

10Y (annualized)

3.24%

GME

YTD

50.83%

1M

24.60%

6M

14.26%

1Y

102.92%

5Y (annualized)

81.24%

10Y (annualized)

14.18%

Fundamentals


KMXGME
Market Cap$11.88B$11.87B
EPS$2.66$0.14
PE Ratio28.83189.93
PEG Ratio0.940.86
Total Revenue (TTM)$25.90B$3.47B
Gross Profit (TTM)$2.62B$912.50M
EBITDA (TTM)$885.17M$33.80M

Key characteristics


KMXGME
Sharpe Ratio0.600.73
Sortino Ratio1.042.31
Omega Ratio1.131.34
Calmar Ratio0.341.25
Martin Ratio1.642.71
Ulcer Index12.31%40.99%
Daily Std Dev33.94%152.23%
Max Drawdown-93.19%-93.43%
Current Drawdown-50.21%-69.57%

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Correlation

-0.50.00.51.00.4

The correlation between KMX and GME is 0.35, 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.

Risk-Adjusted Performance

KMX vs. GME - Risk-Adjusted Performance Comparison

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.


Sharpe ratio
The chart of Sharpe ratio for KMX, currently valued at 0.60, compared to the broader market-4.00-2.000.002.004.000.600.73
The chart of Sortino ratio for KMX, currently valued at 1.04, compared to the broader market-4.00-2.000.002.004.001.042.31
The chart of Omega ratio for KMX, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.34
The chart of Calmar ratio for KMX, currently valued at 0.34, compared to the broader market0.002.004.006.000.341.25
The chart of Martin ratio for KMX, currently valued at 1.64, compared to the broader market-10.000.0010.0020.0030.001.642.71
KMX
GME

The current KMX Sharpe Ratio is 0.60, which is comparable to the GME Sharpe Ratio of 0.73. 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.

Rolling 12-month Sharpe Ratio-0.40-0.200.000.200.400.600.80JuneJulyAugustSeptemberOctoberNovember
0.60
0.73
KMX
GME

Dividends

KMX vs. GME - Dividend Comparison

Neither KMX nor GME has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
KMX
CarMax, 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%
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%

Drawdowns

KMX vs. GME - Drawdown Comparison

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.


-80.00%-70.00%-60.00%-50.00%-40.00%JuneJulyAugustSeptemberOctoberNovember
-50.21%
-69.57%
KMX
GME

Volatility

KMX vs. GME - Volatility Comparison

The current volatility for CarMax, Inc. (KMX) is 7.89%, while GameStop Corp. (GME) has a volatility of 16.94%. 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.


0.00%20.00%40.00%60.00%80.00%100.00%120.00%JuneJulyAugustSeptemberOctoberNovember
7.89%
16.94%
KMX
GME

Financials

KMX vs. GME - Financials Comparison

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items