SMLR vs. GME

In the year-to-date period, SMLR achieves a -11.69% return, which is significantly higher than GME's -17.07% return. Over the past 10 years, SMLR has outperformed GME with an annualized return of 28.28%, while GME has yielded a comparatively lower 14.14% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Semler Scientific, Inc. (SMLR) 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.

The current SMLR Sharpe Ratio is 0.00, which is lower than the GME Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of SMLR 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.

Neither SMLR nor GME has paid dividends to shareholders.

The maximum SMLR drawdown since its inception was -87.15%, smaller than the maximum GME drawdown of -93.43%. Use the drawdown chart below to compare losses from any high point for SMLR and GME. For additional features, visit the drawdowns tool.

Semler Scientific, Inc. (SMLR) has a higher volatility of 21.07% compared to GameStop Corp. (GME) at 16.68%. This indicates that SMLR'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.

This section allows you to compare key financial metrics between Semler Scientific, 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.