PVH vs. TTWO

Last updated Apr 1, 2026

Compare and contrast key facts about PVH Corp. (PVH) and Take-Two Interactive Software, Inc. (TTWO).

Performance

PVH vs. TTWO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PVH Corp. (PVH) and Take-Two Interactive Software, Inc. (TTWO). The values are adjusted to include any dividend payments, if applicable.

PVH vs. TTWO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PVH PVH Corp.	4.15%	-36.50%	-13.29%	73.32%	-33.66%	13.63%	-10.61%	13.30%	-32.18%	52.26%
TTWO Take-Two Interactive Software, Inc.	-22.86%	39.09%	14.37%	54.57%	-41.41%	-14.47%	69.72%	18.93%	-6.23%	122.72%

Fundamentals

EPS PVH : $0.69 TTWO : -$21.67
PS Ratio PVH : 0.29 TTWO : 5.51
Total Revenue (TTM) PVH : $8.95B TTWO : $6.56B
Gross Profit (TTM) PVH : $5.15B TTWO : $3.67B
EBITDA (TTM) PVH : $862.20M TTWO : -$3.33B

Returns By Period

In the year-to-date period, PVH achieves a 4.15% return, which is significantly higher than TTWO's -22.86% return. Over the past 10 years, PVH has underperformed TTWO with an annualized return of -3.34%, while TTWO has yielded a comparatively higher 17.92% annualized return.

PVH

• 1D: 4.81%
• 1M: 1.75%
• YTD: 4.15%
• 6M: -16.64%
• 1Y: 8.13%
• 3Y*: -7.70%
• 5Y*: -6.98%
• 10Y*: -3.34%

TTWO

• 1D: 2.29%
• 1M: -6.61%
• YTD: -22.86%
• 6M: -23.56%
• 1Y: -4.70%
• 3Y*: 18.30%
• 5Y*: 1.86%
• 10Y*: 17.92%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

PVH vs. TTWO — Risk / Return Rank

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

PVH

PVH Risk / Return Rank: 47
PVH Sharpe Ratio Rank: 48
PVH Sortino Ratio Rank: 45
PVH Omega Ratio Rank: 46
PVH Calmar Ratio Rank: 48
PVH Martin Ratio Rank: 46

TTWO

TTWO Risk / Return Rank: 33
TTWO Sharpe Ratio Rank: 35
TTWO Sortino Ratio Rank: 30
TTWO Omega Ratio Rank: 30
TTWO Calmar Ratio Rank: 36
TTWO Martin Ratio Rank: 32

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.

PVH vs. TTWO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PVH Corp. (PVH) and Take-Two Interactive Software, Inc. (TTWO). 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.

	PVH	TTWO	Difference
Sharpe ratio Return per unit of total volatility	0.16	-0.15	+0.31
Sortino ratio Return per unit of downside risk	0.60	-0.00	+0.61
Omega ratio Gain probability vs. loss probability	1.08	1.00	+0.08
Calmar ratio Return relative to maximum drawdown	0.25	-0.22	+0.47
Martin ratio Return relative to average drawdown	0.45	-0.61	+1.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PVH vs. TTWO - Sharpe Ratio Comparison

The current PVH Sharpe Ratio is 0.16, which is higher than the TTWO Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of PVH and TTWO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	PVH	TTWO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.16	-0.15	+0.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.15	0.06	-0.21
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.07	0.53	-0.60
Sharpe Ratio (All Time) Calculated using the full available price history	0.12	0.29	-0.16

Correlation

The correlation between PVH and TTWO is 0.21, 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.

Dividends

PVH vs. TTWO - Dividend Comparison

PVH's dividend yield for the trailing twelve months is around 0.22%, while TTWO has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
PVH PVH Corp.	0.22%	0.22%	0.14%	0.12%	0.21%	0.04%	0.04%	0.14%	0.16%	0.11%	0.17%	0.20%
TTWO Take-Two Interactive Software, 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%

Drawdowns

PVH vs. TTWO - Drawdown Comparison

The maximum PVH drawdown since its inception was -85.13%, which is greater than TTWO's maximum drawdown of -80.85%. Use the drawdown chart below to compare losses from any high point for PVH and TTWO.

Drawdown Indicators

	PVH	TTWO	Difference
Max Drawdown Largest peak-to-trough decline	-85.13%	-80.85%	-4.28%
Max Drawdown (1Y) Largest decline over 1 year	-31.93%	-27.68%	-4.25%
Max Drawdown (5Y) Largest decline over 5 years	-63.58%	-51.50%	-12.08%
Max Drawdown (10Y) Largest decline over 10 years	-82.67%	-56.14%	-26.53%
Current Drawdown Current decline from peak	-58.04%	-24.70%	-33.34%
Average Drawdown Average peak-to-trough decline	-36.99%	-27.87%	-9.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.84%	10.12%	+7.72%

Volatility

PVH vs. TTWO - Volatility Comparison

PVH Corp. (PVH) has a higher volatility of 9.73% compared to Take-Two Interactive Software, Inc. (TTWO) at 7.70%. This indicates that PVH's price experiences larger fluctuations and is considered to be riskier than TTWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	PVH	TTWO	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.73%	7.70%	+2.03%
Volatility (6M) Calculated over the trailing 6-month period	29.04%	22.47%	+6.57%
Volatility (1Y) Calculated over the trailing 1-year period	52.62%	30.72%	+21.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	46.54%	32.11%	+14.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	48.35%	33.98%	+14.37%

Financials

PVH vs. TTWO - Profitability Comparison

The chart below illustrates the profitability comparison between PVH Corp. and Take-Two Interactive Software, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

PVH - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, PVH Corp. reported a gross profit of 1.46B and revenue of 2.51B. Therefore, the gross margin over that period was 58.5%.

TTWO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Take-Two Interactive Software, Inc. reported a gross profit of 945.50M and revenue of 1.70B. Therefore, the gross margin over that period was 55.7%.

PVH - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, PVH Corp. reported an operating income of 225.00M and revenue of 2.51B, resulting in an operating margin of 9.0%.

TTWO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Take-Two Interactive Software, Inc. reported an operating income of -38.70M and revenue of 1.70B, resulting in an operating margin of -2.3%.

PVH - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, PVH Corp. reported a net income of -158.30M and revenue of 2.51B, resulting in a net margin of -6.3%.

TTWO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Take-Two Interactive Software, Inc. reported a net income of -92.90M and revenue of 1.70B, resulting in a net margin of -5.5%.