STHH vs. GGME
STHH (STMicroelectronics NV ADRhedged) and GGME (Invesco Next Gen Media and Gaming ETF) are both Technology Equities funds - STHH tracks the STMicroelectronics NV Local Shares Total Return while GGME tracks the STOXX World AC NexGen Media Index - Benchmark TR Gross. Both are passively managed. Over the past year, STHH returned 115.16% vs -0.42% for GGME. Their 0.52 correlation means they have sometimes moved together and sometimes differently. STHH charges 0.19%/yr vs 0.60%/yr for GGME.
Performance
STHH vs. GGME - Performance Comparison
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Returns By Period
In the year-to-date period, STHH achieves a 108.31% return, which is significantly higher than GGME's 1.32% return.
STHH
- 1D
- -1.39%
- 1M
- -22.86%
- 6M
- 95.26%
- YTD
- 108.31%
- 1Y
- 115.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 102.44%
GGME
- 1D
- -1.68%
- 1M
- -0.65%
- 6M
- 7.73%
- YTD
- 1.32%
- 1Y
- -0.42%
- 3Y*
- 18.70%
- 5Y*
- 3.29%
- 10Y*
- 9.85%
- ALL TIME*
- 7.48%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $77.20K | $185.55K | $134.81K | |
| $187.95K | $364.56K | $515.16K |
STHH vs. GGME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
STHH STMicroelectronics NV ADRhedged | 108.31% | 17.60% |
GGME Invesco Next Gen Media and Gaming ETF | 1.32% | 24.73% |
Correlation
The correlation between STHH and GGME is 0.52, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.52 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 2025 | 0.52 |
The correlation between STHH and GGME has been stable across timeframes, ranging from 0.52 to 0.52 - a consistent structural relationship.
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Return for Risk
STHH vs. GGME — Risk / Return Rank
STHH
GGME
STHH vs. GGME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for STMicroelectronics NV ADRhedged (STHH) and Invesco Next Gen Media and Gaming ETF (GGME). 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.
| STHH | GGME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.07 | ||
| Sortino ratioReturn per unit of downside risk | +2.48 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.00 | +0.34 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | -0.09 | +3.00 |
| Martin ratioReturn relative to average drawdown | 9.62 | -0.19 | +9.81 |
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Drawdowns
STHH vs. GGME - Drawdown Comparison
The maximum STHH drawdown since its inception was -37.98%, smaller than the maximum GGME drawdown of -69.13%. Use the drawdown chart below to compare losses from any high point for STHH and GGME.
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Drawdown Indicators
| STHH | GGME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.98% | -69.13% | +31.15% |
Max Drawdown (1Y)Largest decline over 1 year | -37.98% | -25.23% | -12.75% |
Max Drawdown (3Y)Largest decline over 3 years | — | -25.23% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -44.72% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -46.35% | — |
Current DrawdownCurrent decline from peak | -33.48% | -8.44% | -25.04% |
Average DrawdownAverage peak-to-trough decline | -10.84% | -14.49% | +3.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.47% | 11.66% | -0.19% |
Volatility
STHH vs. GGME - Volatility Comparison
STMicroelectronics NV ADRhedged (STHH) has a higher volatility of 26.97% compared to Invesco Next Gen Media and Gaming ETF (GGME) at 4.48%. This indicates that STHH's price experiences larger fluctuations and is considered to be riskier than GGME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STHH | GGME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.97% | 4.48% | +22.49% |
Volatility (6M)Calculated over the trailing 6-month period | 48.55% | 16.42% | +32.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.49% | 19.97% | +36.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.17% | 24.32% | +30.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.17% | 23.21% | +31.96% |
STHH vs. GGME - Expense Ratio Comparison
STHH has a 0.19% expense ratio, which is lower than GGME's 0.60% expense ratio.
Dividends
STHH vs. GGME - Dividend Comparison
STHH's dividend yield for the trailing twelve months is around 0.97%, more than GGME's 0.02% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GGME Invesco Next Gen Media and Gaming ETF | 0.02% | 0.17% | 0.08% | 2.31% | 0.76% | 0.39% | 0.38% | 0.50% | 0.93% | 0.33% | 0.16% | 1.11% |
STHH STMicroelectronics NV ADRhedged | 0.97% | 0.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
STHH and GGME have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STHH has higher volatility (26.97%) compared to GGME (4.48%). In terms of maximum drawdown, STHH dropped -37.98% vs GGME's -69.13%.
On 1-year performance, STHH leads with 115.16% vs -0.42% for GGME. On fees, STHH is cheaper at 0.19% per year. On volatility, GGME has been the lower-risk option at 4.48%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, STHH has performed better with a 115.16% return vs -0.42%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
STHH is cheaper with a 0.19% expense ratio, compared with 0.60% for GGME.
STHH has the higher dividend yield at 0.97%, compared with 0.02% for GGME.
STHH tracks STMicroelectronics NV Local Shares Total Return, while GGME tracks STOXX World AC NexGen Media Index - Benchmark TR Gross. They also come from different issuers: ADRhedged and Invesco. Their fees differ too: 0.19% for STHH and 0.60% for GGME.
STHH currently has the higher Sharpe Ratio (1.96 vs -0.11), 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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