TTWO vs. DTD
TTWO (Take-Two Interactive Software, Inc.) is a stock, while DTD (WisdomTree U.S. Total Dividend Fund) is Large Cap Value Equities fund tracking the WisdomTree U.S. Dividend Index. Over the past 10 years, TTWO returned 19.72%/yr vs 12.11%/yr for DTD. Their 0.41 correlation means their historical movements had little consistent relationship.
Performance
TTWO vs. DTD - Performance Comparison
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Returns By Period
In the year-to-date period, TTWO achieves a -5.12% return, which is significantly lower than DTD's 13.44% return. Over the past 10 years, TTWO has outperformed DTD with an annualized return of 19.72%, while DTD has yielded a comparatively lower 12.11% annualized return.
TTWO
- 1D
- -1.82%
- 1M
- -4.73%
- 6M
- 10.27%
- YTD
- -5.12%
- 1Y
- 10.13%
- 3Y*
- 16.97%
- 5Y*
- 6.97%
- 10Y*
- 19.72%
- ALL TIME*
- 15.39%
DTD
- 1D
- 0.26%
- 1M
- 1.60%
- 6M
- 9.46%
- YTD
- 13.44%
- 1Y
- 21.76%
- 3Y*
- 16.62%
- 5Y*
- 12.17%
- 10Y*
- 12.11%
- ALL TIME*
- 9.76%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.59M | $1.86M | $1.80M | |
| $418.48M | $439.37M | $590.49M |
TTWO vs. DTD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TTWO Take-Two Interactive Software, Inc. | -5.12% | 39.09% | 14.37% | 54.57% | -41.41% | -14.47% | 69.72% | 18.93% | -6.23% | 122.72% |
DTD WisdomTree U.S. Total Dividend Fund | 13.44% | 14.25% | 18.56% | 10.63% | -3.83% | 26.26% | 2.45% | 28.19% | -6.47% | 17.35% |
Correlation
The correlation between TTWO and DTD is 0.17, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.17 |
Correlation (3Y) Balances recent behavior with more history. | 0.29 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.36 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.34 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2006 | 0.41 |
Over the past year, the correlation between TTWO and DTD has dropped to 0.17 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.
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Return for Risk
TTWO vs. DTD — Risk / Return Rank
TTWO
DTD
TTWO vs. DTD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Take-Two Interactive Software, Inc. (TTWO) and WisdomTree U.S. Total Dividend Fund (DTD). 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.
| TTWO | DTD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.97 | ||
| Sortino ratioReturn per unit of downside risk | -2.57 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.41 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | 0.33 | 3.33 | -3.00 |
| Martin ratioReturn relative to average drawdown | 0.70 | 13.89 | -13.19 |
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Drawdowns
TTWO vs. DTD - Drawdown Comparison
The maximum TTWO drawdown since its inception was -80.85%, which is greater than DTD's maximum drawdown of -58.19%. Use the drawdown chart below to compare losses from any high point for TTWO and DTD.
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Drawdown Indicators
| TTWO | DTD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.85% | -58.19% | -22.66% |
Max Drawdown (1Y)Largest decline over 1 year | -27.68% | -6.30% | -21.38% |
Max Drawdown (3Y)Largest decline over 3 years | -27.68% | -14.41% | -13.27% |
Max Drawdown (5Y)Largest decline over 5 years | -51.50% | -16.14% | -35.36% |
Max Drawdown (10Y)Largest decline over 10 years | -56.14% | -37.29% | -18.85% |
Current DrawdownCurrent decline from peak | -7.38% | -0.63% | -6.75% |
Average DrawdownAverage peak-to-trough decline | -27.70% | -7.29% | -20.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.00% | 1.51% | +11.49% |
Volatility
TTWO vs. DTD - Volatility Comparison
Take-Two Interactive Software, Inc. (TTWO) has a higher volatility of 8.99% compared to WisdomTree U.S. Total Dividend Fund (DTD) at 2.50%. This indicates that TTWO's price experiences larger fluctuations and is considered to be riskier than DTD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TTWO | DTD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.99% | 2.50% | +6.49% |
Volatility (6M)Calculated over the trailing 6-month period | 26.42% | 7.00% | +19.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.46% | 9.32% | +22.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.57% | 13.53% | +19.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.13% | 16.16% | +17.97% |
Dividends
TTWO vs. DTD - Dividend Comparison
TTWO has not paid dividends to shareholders, while DTD's dividend yield for the trailing twelve months is around 1.82%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTD WisdomTree U.S. Total Dividend Fund | 1.82% | 1.99% | 2.07% | 2.43% | 2.62% | 2.04% | 2.73% | 2.50% | 2.93% | 2.36% | 2.66% | 2.81% |
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% |
Frequently Asked Questions
TTWO and DTD have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TTWO has higher volatility (8.99%) compared to DTD (2.50%). In terms of maximum drawdown, TTWO dropped -80.85% vs DTD's -58.19%.
DTD currently has the higher Sharpe Ratio (2.26 vs 0.29), 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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