TTWO vs. IWD
TTWO (Take-Two Interactive Software, Inc.) is a stock, while IWD (iShares Russell 1000 Value ETF) is Large Cap Value Equities fund tracking the Russell 1000 Value Index. Over the past 10 years, TTWO returned 19.69%/yr vs 11.25%/yr for IWD. At a 0.39 correlation, their price movements are largely independent.
Performance
TTWO vs. IWD - Performance Comparison
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Returns By Period
In the year-to-date period, TTWO achieves a -4.66% return, which is significantly lower than IWD's 18.54% return. Over the past 10 years, TTWO has outperformed IWD with an annualized return of 19.69%, while IWD has yielded a comparatively lower 11.25% annualized return.
TTWO
- 1D
- 0.37%
- 1M
- 15.28%
- 6M
- -1.94%
- YTD
- -4.66%
- 1Y
- 4.35%
- 3Y*
- 17.62%
- 5Y*
- 7.27%
- 10Y*
- 19.69%
IWD
- 1D
- 0.32%
- 1M
- 2.59%
- 6M
- 14.53%
- YTD
- 18.54%
- 1Y
- 28.21%
- 3Y*
- 18.08%
- 5Y*
- 11.41%
- 10Y*
- 11.25%
TTWO vs. IWD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TTWO Take-Two Interactive Software, Inc. | -4.66% | 39.09% | 14.37% | 54.57% | -41.41% | -14.47% | 69.72% | 18.93% | -6.23% | 122.72% |
IWD iShares Russell 1000 Value ETF | 18.54% | 15.68% | 14.17% | 11.34% | -7.75% | 24.95% | 2.73% | 26.12% | -8.45% | 13.45% |
Correlation
The correlation between TTWO and IWD is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since May 26, 2000 | 0.39 |
Over the past year, the correlation between TTWO and IWD has dropped to 0.15 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.
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Return for Risk
TTWO vs. IWD — Risk / Return Rank
TTWO
IWD
TTWO vs. IWD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Take-Two Interactive Software, Inc. (TTWO) and iShares Russell 1000 Value ETF (IWD). 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 | IWD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.36 | ||
| Sortino ratioReturn per unit of downside risk | -3.10 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.45 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | 0.16 | 4.18 | -4.02 |
| Martin ratioReturn relative to average drawdown | 0.34 | 17.33 | -16.99 |
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Drawdowns
TTWO vs. IWD - Drawdown Comparison
The maximum TTWO drawdown since its inception was -80.85%, which is greater than IWD's maximum drawdown of -60.10%. Use the drawdown chart below to compare losses from any high point for TTWO and IWD.
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Drawdown Indicators
| TTWO | IWD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.85% | -60.10% | -20.75% |
Max Drawdown (1Y)Largest decline over 1 year | -27.68% | -6.79% | -20.89% |
Max Drawdown (3Y)Largest decline over 3 years | -27.68% | -15.71% | -11.97% |
Max Drawdown (5Y)Largest decline over 5 years | -51.50% | -19.04% | -32.46% |
Max Drawdown (10Y)Largest decline over 10 years | -56.14% | -38.51% | -17.63% |
Current DrawdownCurrent decline from peak | -6.94% | -0.05% | -6.89% |
Average DrawdownAverage peak-to-trough decline | -27.74% | -8.62% | -19.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.93% | 1.63% | +11.30% |
Volatility
TTWO vs. IWD - Volatility Comparison
Take-Two Interactive Software, Inc. (TTWO) has a higher volatility of 10.22% compared to iShares Russell 1000 Value ETF (IWD) at 3.72%. This indicates that TTWO's price experiences larger fluctuations and is considered to be riskier than IWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TTWO | IWD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.22% | 3.72% | +6.50% |
Volatility (6M)Calculated over the trailing 6-month period | 25.55% | 8.65% | +16.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.76% | 11.34% | +19.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.48% | 14.84% | +17.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.07% | 17.24% | +16.83% |
Dividends
TTWO vs. IWD - Dividend Comparison
TTWO has not paid dividends to shareholders, while IWD's dividend yield for the trailing twelve months is around 1.41%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWD iShares Russell 1000 Value ETF | 1.41% | 1.69% | 1.87% | 2.02% | 2.15% | 1.62% | 2.05% | 2.45% | 2.71% | 2.09% | 2.25% | 2.47% |
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 IWD have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TTWO has higher volatility (10.22%) compared to IWD (3.72%). In terms of maximum drawdown, TTWO dropped -80.85% vs IWD's -60.10%.
IWD currently has the higher Sharpe Ratio (2.50 vs 0.14), 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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