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 18.72%/yr vs 11.23%/yr for IWD. At a 0.39 correlation, their price movements are largely independent.
Performance
TTWO vs. IWD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TTWO achieves a -15.71% return, which is significantly lower than IWD's 14.20% return. Over the past 10 years, TTWO has outperformed IWD with an annualized return of 18.72%, while IWD has yielded a comparatively lower 11.23% annualized return.
TTWO
- 1D
- -2.96%
- 1M
- -4.17%
- YTD
- -15.71%
- 6M
- -11.90%
- 1Y
- -6.03%
- 3Y*
- 16.21%
- 5Y*
- 3.19%
- 10Y*
- 18.72%
IWD
- 1D
- -0.01%
- 1M
- 4.22%
- YTD
- 14.20%
- 6M
- 14.76%
- 1Y
- 28.16%
- 3Y*
- 18.40%
- 5Y*
- 10.17%
- 10Y*
- 11.23%
TTWO vs. IWD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TTWO Take-Two Interactive Software, Inc. | -15.71% | 39.09% | 14.37% | 54.57% | -41.41% | -14.47% | 69.72% | 18.93% | -6.23% | 122.72% |
IWD iShares Russell 1000 Value ETF | 14.20% | 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 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
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 30, 2000 | 0.39 |
Over the past year, the correlation between TTWO and IWD has dropped to 0.14 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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.
| TTWO | IWD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.84 | ||
| Sortino ratioReturn per unit of downside risk | -3.80 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.47 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 4.17 | -4.39 |
| Martin ratioReturn relative to average drawdown | -0.49 | 17.46 | -17.95 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| TTWO | IWD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.21 | 2.63 | -2.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.10 | 0.69 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.65 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.43 | -0.13 |
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.
Loading charts...
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 | -17.72% | -0.01% | -17.71% |
Average DrawdownAverage peak-to-trough decline | -27.81% | -8.65% | -19.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.42% | 1.62% | +10.80% |
Volatility
TTWO vs. IWD - Volatility Comparison
Take-Two Interactive Software, Inc. (TTWO) has a higher volatility of 10.64% compared to iShares Russell 1000 Value ETF (IWD) at 2.90%. 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.
Loading charts...
Volatility by Period
| TTWO | IWD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.64% | 2.90% | +7.74% |
Volatility (6M)Calculated over the trailing 6-month period | 23.96% | 8.06% | +15.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.36% | 10.77% | +18.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.35% | 14.81% | +17.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.04% | 17.29% | +16.75% |
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 1.50%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWD iShares Russell 1000 Value ETF | 1.50% | 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 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TTWO has higher volatility (10.64%) compared to IWD (2.90%). In terms of maximum drawdown, TTWO dropped -80.85% vs IWD's -60.10%.
IWD currently has the higher Sharpe Ratio (2.63 vs -0.21), 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.
Find the right allocation for TTWO and IWD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer