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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 10.17% return, which is significantly higher than GME's 4.98% return. Over the past 10 years, MHH has underperformed GME with an annualized return of 8.52%, while GME has yielded a comparatively higher 15.45% annualized return.


MHH

1D
-3.03%
1M
18.67%
YTD
10.17%
6M
5.34%
1Y
15.64%
3Y*
-8.47%
5Y*
-12.59%
10Y*
8.52%

GME

1D
-0.28%
1M
-4.01%
YTD
4.98%
6M
-1.40%
1Y
-7.62%
3Y*
-3.83%
5Y*
-16.86%
10Y*
15.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MHH vs. GME - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MHH
Mastech Digital, Inc.
10.17%-53.15%76.79%-23.45%-35.50%7.36%43.63%75.71%25.25%47.72%
GME
GameStop Corp.
4.98%-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 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.07

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

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

0.09

Fundamentals

EPS

MHH:

$0.19

GME:

$1.81

PE Ratio

MHH:

39.45

GME:

11.65

PS Ratio

MHH:

0.50

GME:

3.07

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

MHH
MHH Risk / Return Rank: 5353
Overall Rank
MHH Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
MHH Sortino Ratio Rank: 5353
Sortino Ratio Rank
MHH Omega Ratio Rank: 5151
Omega Ratio Rank
MHH Calmar Ratio Rank: 5454
Calmar Ratio Rank
MHH Martin Ratio Rank: 5454
Martin Ratio Rank

GME
GME Risk / Return Rank: 3232
Overall Rank
GME Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
GME Sortino Ratio Rank: 3030
Sortino Ratio Rank
GME Omega Ratio Rank: 3030
Omega Ratio Rank
GME Calmar Ratio Rank: 3434
Calmar Ratio Rank
GME Martin Ratio Rank: 3434
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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

+0.48

Sortino ratioReturn per unit of downside risk

+0.92

Omega ratioGain probability vs. loss probability

1.10

0.99

+0.11

Calmar ratioReturn relative to maximum drawdown

0.48

-0.27

+0.75

Martin ratioReturn relative to average drawdown

1.02

-0.49

+1.51

MHH vs. GME - Sharpe Ratio Comparison

The current MHH Sharpe Ratio is 0.26, which is higher than the GME Sharpe Ratio of -0.21. 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

-32.76%

-27.99%

-4.77%

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

-73.18%

-75.74%

+2.56%

Average Drawdown

Average peak-to-trough decline

-48.95%

-49.31%

+0.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.37%

15.66%

-0.29%

Volatility

MHH vs. GME - Volatility Comparison

Mastech Digital, Inc. (MHH) has a higher volatility of 22.84% compared to GameStop Corp. (GME) at 8.49%. 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

22.84%

8.49%

+14.35%

Volatility (6M)

Calculated over the trailing 6-month period

45.88%

27.84%

+18.04%

Volatility (1Y)

Calculated over the trailing 1-year period

59.39%

36.03%

+23.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

55.25%

94.89%

-39.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.43%

117.91%

-58.48%

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


0.00500.00M1.00B1.50B2.00B20222023202420252026
41.08M
0
(MHH) Total Revenue
(GME) Total Revenue
Values in USD except per share items

Frequently Asked Questions


MHH and GME have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MHH has higher volatility (22.84%) compared to GME (8.49%). In terms of maximum drawdown, MHH dropped -89.23% vs GME's -93.43%.

MHH currently has the higher Sharpe Ratio (0.26 vs -0.21), 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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