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

Correlation

The correlation between KSS and GME is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

KSS vs. GME - Performance Comparison

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

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Key characteristics

Sharpe Ratio

KSS:

-0.90

GME:

0.42

Sortino Ratio

KSS:

-1.40

GME:

1.98

Omega Ratio

KSS:

0.80

GME:

1.31

Calmar Ratio

KSS:

-0.73

GME:

0.95

Martin Ratio

KSS:

-1.56

GME:

1.57

Ulcer Index

KSS:

41.91%

GME:

48.57%

Daily Std Dev

KSS:

73.08%

GME:

146.36%

Max Drawdown

KSS:

-89.13%

GME:

-93.43%

Current Drawdown

KSS:

-86.58%

GME:

-67.71%

Fundamentals

Market Cap

KSS:

$842.72M

GME:

$12.55B

EPS

KSS:

$0.98

GME:

$0.33

PE Ratio

KSS:

7.72

GME:

85.00

PEG Ratio

KSS:

1.47

GME:

0.86

PS Ratio

KSS:

0.05

GME:

3.28

PB Ratio

KSS:

0.19

GME:

2.36

Total Revenue (TTM)

KSS:

$12.84B

GME:

$2.94B

Gross Profit (TTM)

KSS:

$3.02B

GME:

$869.40M

EBITDA (TTM)

KSS:

$945.00M

GME:

$56.20M

Returns By Period

In the year-to-date period, KSS achieves a -45.28% return, which is significantly lower than GME's -10.50% return. Over the past 10 years, KSS has underperformed GME with an annualized return of -15.23%, while GME has yielded a comparatively higher 14.11% annualized return.


KSS

YTD

-45.28%

1M

12.65%

6M

-57.50%

1Y

-65.19%

5Y*

-9.40%

10Y*

-15.23%

GME

YTD

-10.50%

1M

6.25%

6M

2.90%

1Y

60.65%

5Y*

93.32%

10Y*

14.11%

*Annualized

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Risk-Adjusted Performance

KSS vs. GME — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

KSS
The Risk-Adjusted Performance Rank of KSS is 66
Overall Rank
The Sharpe Ratio Rank of KSS is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of KSS is 66
Sortino Ratio Rank
The Omega Ratio Rank of KSS is 66
Omega Ratio Rank
The Calmar Ratio Rank of KSS is 77
Calmar Ratio Rank
The Martin Ratio Rank of KSS is 44
Martin Ratio Rank

GME
The Risk-Adjusted Performance Rank of GME is 7878
Overall Rank
The Sharpe Ratio Rank of GME is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of GME is 8585
Sortino Ratio Rank
The Omega Ratio Rank of GME is 8989
Omega Ratio Rank
The Calmar Ratio Rank of GME is 8383
Calmar Ratio Rank
The Martin Ratio Rank of GME is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KSS vs. GME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Kohl's Corporation (KSS) 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 KSS Sharpe Ratio is -0.90, which is lower than the GME Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of KSS 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.


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Dividends

KSS vs. GME - Dividend Comparison

KSS's dividend yield for the trailing twelve months is around 21.47%, while GME has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
KSS
Kohl's Corporation
21.47%14.25%6.97%7.92%2.02%1.73%5.26%3.68%4.06%4.05%3.78%2.56%
GME
GameStop Corp.
0.00%0.00%0.00%0.00%0.00%0.00%6.25%12.04%8.47%5.86%5.14%3.91%

Drawdowns

KSS vs. GME - Drawdown Comparison

The maximum KSS drawdown since its inception was -89.13%, roughly equal to the maximum GME drawdown of -93.43%. Use the drawdown chart below to compare losses from any high point for KSS and GME. For additional features, visit the drawdowns tool.


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Volatility

KSS vs. GME - Volatility Comparison

Kohl's Corporation (KSS) has a higher volatility of 24.53% compared to GameStop Corp. (GME) at 10.32%. This indicates that KSS'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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Financials

KSS vs. GME - Financials Comparison

This section allows you to compare key financial metrics between Kohl's Corporation 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


1.00B2.00B3.00B4.00B5.00B6.00BJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
5.40B
1.28B
(KSS) Total Revenue
(GME) Total Revenue
Values in USD except per share items

KSS vs. GME - Profitability Comparison

The chart below illustrates the profitability comparison between Kohl's Corporation and GameStop Corp. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%JulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
0.6%
28.3%
(KSS) Gross Margin
(GME) Gross Margin
KSS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Kohl's Corporation reported a gross profit of 32.90M and revenue of 5.40B. Therefore, the gross margin over that period was 0.6%.

GME - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, GameStop Corp. reported a gross profit of 363.40M and revenue of 1.28B. Therefore, the gross margin over that period was 28.3%.

KSS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Kohl's Corporation reported an operating income of 126.00M and revenue of 5.40B, resulting in an operating margin of 2.3%.

GME - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, GameStop Corp. reported an operating income of 79.80M and revenue of 1.28B, resulting in an operating margin of 6.2%.

KSS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Kohl's Corporation reported a net income of 48.00M and revenue of 5.40B, resulting in a net margin of 0.9%.

GME - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, GameStop Corp. reported a net income of 131.30M and revenue of 1.28B, resulting in a net margin of 10.2%.