KSS vs. GME
KSS (Kohl's Corporation) and GME (GameStop Corp.) are both stocks. Both are in the Consumer Cyclical sector — KSS in Department Stores, GME in Specialty Retail. Over the past 10 years, KSS returned -1.56%/yr vs 12.46%/yr for GME. Their 0.33 correlation means their historical movements had little consistent relationship.
Performance
KSS vs. GME - Performance Comparison
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Returns By Period
In the year-to-date period, KSS achieves a 0.24% return, which is significantly higher than GME's -4.33% return. Over the past 10 years, KSS has underperformed GME with an annualized return of -1.56%, while GME has yielded a comparatively higher 12.46% annualized return.
KSS
- 1D
- 0.00%
- 1M
- 10.50%
- 6M
- 13.10%
- YTD
- 0.24%
- 1Y
- 81.96%
- 3Y*
- -5.55%
- 5Y*
- -11.91%
- 10Y*
- -1.56%
- ALL TIME*
- 9.52%
GME
- 1D
- 0.79%
- 1M
- -15.82%
- 6M
- -21.66%
- YTD
- -4.33%
- 1Y
- -15.11%
- 3Y*
- -2.90%
- 5Y*
- -12.92%
- 10Y*
- 12.46%
- ALL TIME*
- 10.63%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $153.96M | $108.31M | $127.31M | |
| $64.22M | $60.66M | $78.91M |
KSS vs. GME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KSS Kohl's Corporation | 0.24% | 51.46% | -45.83% | 23.77% | -45.98% | 23.58% | -17.18% | -19.22% | 26.65% | 15.75% |
GME GameStop Corp. | -4.33% | -35.93% | 78.78% | -5.04% | -50.24% | 687.63% | 209.87% | -50.19% | -22.17% | -23.66% |
Correlation
The correlation between KSS and GME is 0.21, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.21 |
Correlation (3Y) Balances recent behavior with more history. | 0.26 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.33 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.35 |
Correlation (All Time) Calculated using the full available price history since Feb 13, 2002 | 0.33 |
The correlation between KSS and GME shifts across timeframes, from 0.21 (1 year) to 0.35 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
KSS:
$2.28B
GME:
$8.62B
KSS:
$3.55
GME:
$2.01
KSS:
5.67
GME:
9.57
KSS:
0.31
GME:
0.03
KSS:
0.10
GME:
2.52
KSS:
$15.46B
GME:
$2.90B
KSS:
$4.94B
GME:
$943.30M
KSS:
$1.31B
GME:
$418.40M
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Return for Risk
KSS vs. GME — Risk / Return Rank
KSS
GME
KSS vs. GME - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| KSS | GME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.46 | ||
| Sortino ratioReturn per unit of downside risk | +2.59 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 0.96 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 1.59 | -0.49 | +2.08 |
| Martin ratioReturn relative to average drawdown | 3.01 | -0.88 | +3.89 |
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Drawdowns
KSS vs. GME - Drawdown Comparison
The maximum KSS drawdown since its inception was -89.16%, 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.
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Drawdown Indicators
| KSS | GME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.16% | -93.43% | +4.27% |
Max Drawdown (1Y)Largest decline over 1 year | -51.84% | -31.17% | -20.67% |
Max Drawdown (3Y)Largest decline over 3 years | -77.01% | -62.42% | -14.59% |
Max Drawdown (5Y)Largest decline over 5 years | -87.56% | -83.83% | -3.73% |
Max Drawdown (10Y)Largest decline over 10 years | -89.16% | -88.99% | -0.17% |
Current DrawdownCurrent decline from peak | -62.85% | -77.89% | +15.04% |
Average DrawdownAverage peak-to-trough decline | -29.55% | -49.43% | +19.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 27.33% | 17.12% | +10.21% |
Volatility
KSS vs. GME - Volatility Comparison
The current volatility for Kohl's Corporation (KSS) is 13.36%, while GameStop Corp. (GME) has a volatility of 14.41%. 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.
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Volatility by Period
| KSS | GME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.36% | 14.41% | -1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 45.35% | 27.96% | +17.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 78.53% | 37.61% | +40.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 69.83% | 94.75% | -24.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 63.79% | 117.95% | -54.16% |
Dividends
KSS vs. GME - Dividend Comparison
KSS's dividend yield for the trailing twelve months is around 2.49%, while GME has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GME GameStop Corp. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 6.25% | 12.04% | 8.47% | 5.86% | 5.14% |
KSS Kohl's Corporation | 2.49% | 2.45% | 14.25% | 6.97% | 7.92% | 2.02% | 1.73% | 5.26% | 3.68% | 4.06% | 4.05% | 3.78% |
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
KSS and GME have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GME has higher volatility (14.41%) compared to KSS (13.36%). In terms of maximum drawdown, KSS dropped -89.16% vs GME's -93.43%.
KSS currently has the higher Sharpe Ratio (1.05 vs -0.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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