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

Correlation

The correlation between KSS and GME is 0.34, 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.


-0.50.00.51.00.3

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.

-40.00%-20.00%0.00%20.00%40.00%AugustSeptemberOctoberNovemberDecember2025
-34.44%
10.17%
KSS
GME

Key characteristics

Sharpe Ratio

KSS:

-0.80

GME:

0.64

Sortino Ratio

KSS:

-0.98

GME:

2.18

Omega Ratio

KSS:

0.87

GME:

1.33

Calmar Ratio

KSS:

-0.54

GME:

1.08

Martin Ratio

KSS:

-1.50

GME:

2.28

Ulcer Index

KSS:

28.22%

GME:

41.75%

Daily Std Dev

KSS:

52.64%

GME:

149.25%

Max Drawdown

KSS:

-84.54%

GME:

-93.43%

Current Drawdown

KSS:

-77.30%

GME:

-68.33%

Fundamentals

Market Cap

KSS:

$1.45B

GME:

$12.39B

EPS

KSS:

$2.25

GME:

$0.20

PE Ratio

KSS:

5.78

GME:

137.55

PEG Ratio

KSS:

2.34

GME:

0.86

Total Revenue (TTM)

KSS:

$16.78B

GME:

$4.33B

Gross Profit (TTM)

KSS:

$6.17B

GME:

$1.17B

EBITDA (TTM)

KSS:

$1.35B

GME:

$16.60M

Returns By Period

In the year-to-date period, KSS achieves a -7.41% return, which is significantly higher than GME's -12.22% return. Over the past 10 years, KSS has underperformed GME with an annualized return of -9.44%, while GME has yielded a comparatively higher 15.18% annualized return.


KSS

YTD

-7.41%

1M

-6.27%

6M

-34.43%

1Y

-41.50%

5Y*

-17.94%

10Y*

-9.44%

GME

YTD

-12.22%

1M

-3.64%

6M

10.17%

1Y

92.51%

5Y*

87.77%

10Y*

15.18%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 1010
Overall Rank
The Sharpe Ratio Rank of KSS is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of KSS is 1111
Sortino Ratio Rank
The Omega Ratio Rank of KSS is 1111
Omega Ratio Rank
The Calmar Ratio Rank of KSS is 1515
Calmar Ratio Rank
The Martin Ratio Rank of KSS is 55
Martin Ratio Rank

GME
The Risk-Adjusted Performance Rank of GME is 7777
Overall Rank
The Sharpe Ratio Rank of GME is 6969
Sharpe Ratio Rank
The Sortino Ratio Rank of GME is 8383
Sortino Ratio Rank
The Omega Ratio Rank of GME is 8686
Omega Ratio Rank
The Calmar Ratio Rank of GME is 8181
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.


Sharpe ratio
The chart of Sharpe ratio for KSS, currently valued at -0.80, compared to the broader market-2.000.002.004.00-0.800.64
The chart of Sortino ratio for KSS, currently valued at -0.98, compared to the broader market-4.00-2.000.002.004.00-0.982.18
The chart of Omega ratio for KSS, currently valued at 0.87, compared to the broader market0.501.001.502.000.871.33
The chart of Calmar ratio for KSS, currently valued at -0.54, compared to the broader market0.002.004.006.00-0.541.08
The chart of Martin ratio for KSS, currently valued at -1.50, compared to the broader market-10.000.0010.0020.00-1.502.28
KSS
GME

The current KSS Sharpe Ratio is -0.80, which is lower than the GME Sharpe Ratio of 0.64. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00AugustSeptemberOctoberNovemberDecember2025
-0.80
0.64
KSS
GME

Dividends

KSS vs. GME - Dividend Comparison

KSS's dividend yield for the trailing twelve months is around 15.38%, while GME has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
KSS
Kohl's Corporation
15.38%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 -84.54%, smaller than 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.


-75.00%-70.00%-65.00%-60.00%AugustSeptemberOctoberNovemberDecember2025
-77.30%
-68.33%
KSS
GME

Volatility

KSS vs. GME - Volatility Comparison

The current volatility for Kohl's Corporation (KSS) is 9.58%, while GameStop Corp. (GME) has a volatility of 19.22%. This indicates that KSS 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.


10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
9.58%
19.22%
KSS
GME

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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