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MHH vs. GME
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MHH vs. GME - Performance Comparison

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

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Returns By Period

In the year-to-date period, MHH achieves a 11.17% return, which is significantly higher than GME's 8.17% return. Over the past 10 years, MHH has underperformed GME with an annualized return of 7.33%, while GME has yielded a comparatively higher 14.15% annualized return.


MHH

1D
-2.39%
1M
-1.65%
6M
11.82%
YTD
11.17%
1Y
5.60%
3Y*
-11.57%
5Y*
-15.04%
10Y*
7.33%
ALL TIME*
6.32%

GME

1D
-0.73%
1M
-4.82%
6M
-9.05%
YTD
8.17%
1Y
-1.72%
3Y*
0.34%
5Y*
-11.62%
10Y*
14.15%
ALL TIME*
11.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$68.60M$70.74M$136.27M
$80.11K$77.69K$155.62K

MHH vs. GME - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MHH
Mastech Digital, Inc.
11.17%-53.15%76.79%-23.45%-35.50%7.36%43.63%75.71%25.25%47.72%
GME
GameStop Corp.
8.17%-35.93%78.78%-5.04%-50.24%687.63%209.87%-50.19%-22.17%-23.66%

Correlation

The correlation between MHH and GME is 0.06, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.06

Correlation (3Y)
Balances recent behavior with more history.

0.07

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.12

Correlation (10Y)
Provides a long-term view across more market conditions.

0.11

Correlation (All Time)
Calculated using the full available price history since Sep 19, 2008

0.09

Fundamentals

Market Cap

MHH:

$92.75M

GME:

$9.75B

EPS

MHH:

$0.20

GME:

$1.81

PE Ratio

MHH:

39.69

GME:

12.00

PS Ratio

MHH:

0.50

GME:

3.16

Total Revenue (TTM)

MHH:

$184.14M

GME:

$2.90B

Gross Profit (TTM)

MHH:

$50.54M

GME:

$943.30M

EBITDA (TTM)

MHH:

$4.01M

GME:

$418.40M

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Return for Risk

MHH vs. GME — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MHH
MHH Risk / Return Rank: 5050
Overall Rank
MHH Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
MHH Sortino Ratio Rank: 5050
Sortino Ratio Rank
MHH Omega Ratio Rank: 4949
Omega Ratio Rank
MHH Calmar Ratio Rank: 5151
Calmar Ratio Rank
MHH Martin Ratio Rank: 5151
Martin Ratio Rank

GME
GME Risk / Return Rank: 3939
Overall Rank
GME Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
GME Sortino Ratio Rank: 3636
Sortino Ratio Rank
GME Omega Ratio Rank: 3636
Omega Ratio Rank
GME Calmar Ratio Rank: 4141
Calmar Ratio Rank
GME Martin Ratio Rank: 4141
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MHH vs. GME - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mastech Digital, Inc. (MHH) 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.


MHHGMEDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.54

Omega ratioGain probability vs. loss probability

1.08

1.01

+0.06

Calmar ratioReturn relative to maximum drawdown

0.23

-0.12

+0.35

Martin ratioReturn relative to average drawdown

0.52

-0.19

+0.71

MHH vs. GME - Sharpe Ratio Comparison

The current MHH Sharpe Ratio is 0.13, which is higher than the GME Sharpe Ratio of -0.09. The chart below compares the historical Sharpe Ratios of MHH and GME, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MHH vs. GME - Drawdown Comparison

The maximum MHH drawdown since its inception was -89.23%, roughly equal to the maximum GME drawdown of -93.43%. Use the drawdown chart below to compare losses from any high point for MHH and GME.


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Drawdown Indicators


MHHGMEDifference

Max Drawdown

Largest peak-to-trough decline

-89.23%

-93.43%

+4.20%

Max Drawdown (1Y)

Largest decline over 1 year

-32.01%

-27.99%

-4.02%

Max Drawdown (3Y)

Largest decline over 3 years

-65.58%

-62.42%

-3.16%

Max Drawdown (5Y)

Largest decline over 5 years

-74.14%

-83.83%

+9.69%

Max Drawdown (10Y)

Largest decline over 10 years

-80.82%

-88.99%

+8.17%

Current Drawdown

Current decline from peak

-72.93%

-75.00%

+2.07%

Average Drawdown

Average peak-to-trough decline

-49.09%

-49.42%

+0.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.46%

16.90%

-2.44%

Volatility

MHH vs. GME - Volatility Comparison

Mastech Digital, Inc. (MHH) has a higher volatility of 9.33% compared to GameStop Corp. (GME) at 6.49%. This indicates that MHH'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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Volatility by Period


MHHGMEDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.33%

6.49%

+2.84%

Volatility (6M)

Calculated over the trailing 6-month period

43.13%

26.47%

+16.66%

Volatility (1Y)

Calculated over the trailing 1-year period

58.15%

35.58%

+22.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.05%

94.58%

-39.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

58.84%

117.84%

-59.00%

Dividends

MHH vs. GME - Dividend Comparison

Neither MHH nor GME has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
MHH
Mastech Digital, 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%

Financials

MHH vs. GME - Financials Comparison

This section allows you to compare key financial metrics between Mastech Digital, 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

Frequently Asked Questions


MHH and GME have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MHH has higher volatility (9.33%) compared to GME (6.49%). In terms of maximum drawdown, MHH dropped -89.23% vs GME's -93.43%.

MHH currently has the higher Sharpe Ratio (0.13 vs -0.09), 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.

Portfolio Optimizer

Find the right allocation for MHH and GME

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