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TTWO vs. 8PSG.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TTWO vs. 8PSG.DE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Take-Two Interactive Software, Inc. (TTWO) and Invesco Physical Gold ETC (8PSG.DE). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

TTWO is traded in USD, while 8PSG.DE is traded in EUR. To make them comparable, the 8PSG.DE values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TTWO achieves a -17.29% return, which is significantly lower than 8PSG.DE's 1.53% return.


TTWO

1D
-0.16%
1M
-12.65%
YTD
-17.29%
6M
-12.31%
1Y
-8.03%
3Y*
15.77%
5Y*
2.58%
10Y*
18.63%

8PSG.DE

1D
0.69%
1M
-4.63%
YTD
1.53%
6M
4.30%
1Y
30.56%
3Y*
31.51%
5Y*
18.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TTWO vs. 8PSG.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
TTWO
Take-Two Interactive Software, Inc.
-17.29%39.09%14.37%54.57%-41.41%-14.47%93.33%
8PSG.DE
Invesco Physical Gold ETC
1.53%68.18%26.61%12.89%1.11%-4.38%16.65%

Correlation

The correlation between TTWO and 8PSG.DE is 0.08, 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

0.08

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

0.11

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

0.08

Correlation (All Time)
Calculated using the full available price history since Mar 2, 2020

0.09

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Return for Risk

TTWO vs. 8PSG.DE — Risk / Return Rank

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

TTWO
TTWO Risk / Return Rank: 2828
Overall Rank
TTWO Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
TTWO Sortino Ratio Rank: 2626
Sortino Ratio Rank
TTWO Omega Ratio Rank: 2626
Omega Ratio Rank
TTWO Calmar Ratio Rank: 3232
Calmar Ratio Rank
TTWO Martin Ratio Rank: 2929
Martin Ratio Rank

8PSG.DE
8PSG.DE Risk / Return Rank: 3636
Overall Rank
8PSG.DE Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
8PSG.DE Sortino Ratio Rank: 3434
Sortino Ratio Rank
8PSG.DE Omega Ratio Rank: 4040
Omega Ratio Rank
8PSG.DE Calmar Ratio Rank: 3737
Calmar Ratio Rank
8PSG.DE Martin Ratio Rank: 3232
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.

TTWO vs. 8PSG.DE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Take-Two Interactive Software, Inc. (TTWO) and Invesco Physical Gold ETC (8PSG.DE). 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.


TTWO8PSG.DEDifference
Sharpe ratioReturn per unit of total volatility

-1.66

Sortino ratioReturn per unit of downside risk

-2.04

Omega ratioGain probability vs. loss probability

0.96

1.25

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.35

1.88

-2.23

Martin ratioReturn relative to average drawdown

-0.76

4.79

-5.55

TTWO vs. 8PSG.DE - Sharpe Ratio Comparison

The current TTWO Sharpe Ratio is -0.33, which is lower than the 8PSG.DE Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of TTWO and 8PSG.DE, 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

TTWO vs. 8PSG.DE - Drawdown Comparison

The maximum TTWO drawdown since its inception was -80.85%, which is greater than 8PSG.DE's maximum drawdown of -21.38%. Use the drawdown chart below to compare losses from any high point for TTWO and 8PSG.DE.


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Drawdown Indicators


TTWO8PSG.DEDifference

Max Drawdown

Largest peak-to-trough decline

-80.85%

-21.38%

-59.47%

Max Drawdown (1Y)

Largest decline over 1 year

-27.68%

-17.16%

-10.52%

Max Drawdown (3Y)

Largest decline over 3 years

-27.68%

-17.16%

-10.52%

Max Drawdown (5Y)

Largest decline over 5 years

-51.50%

-21.38%

-30.12%

Max Drawdown (10Y)

Largest decline over 10 years

-56.14%

Current Drawdown

Current decline from peak

-19.27%

-15.62%

-3.65%

Average Drawdown

Average peak-to-trough decline

-27.79%

-6.92%

-20.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.81%

6.75%

+6.06%

Volatility

TTWO vs. 8PSG.DE - Volatility Comparison

Take-Two Interactive Software, Inc. (TTWO) has a higher volatility of 10.33% compared to Invesco Physical Gold ETC (8PSG.DE) at 5.66%. This indicates that TTWO's price experiences larger fluctuations and is considered to be riskier than 8PSG.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TTWO8PSG.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.33%

5.66%

+4.67%

Volatility (6M)

Calculated over the trailing 6-month period

23.93%

21.07%

+2.86%

Volatility (1Y)

Calculated over the trailing 1-year period

29.37%

24.33%

+5.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.30%

17.32%

+14.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.03%

17.49%

+16.54%

Dividends

TTWO vs. 8PSG.DE - Dividend Comparison

Neither TTWO nor 8PSG.DE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


TTWO and 8PSG.DE have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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