TTWO vs. JHMM

Last updated Jul 17, 2026

TTWO (Take-Two Interactive Software, Inc.) is a stock, while JHMM (John Hancock Multifactor Mid Cap ETF) is Mid Cap Growth Equities fund tracking the John Hancock Dimensional Mid Cap Index. Over the past 10 years, TTWO returned 19.41%/yr vs 11.64%/yr for JHMM. At a 0.40 correlation, their price movements are largely independent.

Performance

TTWO vs. JHMM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Take-Two Interactive Software, Inc. (TTWO) and John Hancock Multifactor Mid Cap ETF (JHMM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TTWO achieves a -6.43% return, which is significantly lower than JHMM's 13.68% return. Over the past 10 years, TTWO has outperformed JHMM with an annualized return of 19.41%, while JHMM has yielded a comparatively lower 11.64% annualized return.

TTWO

• 1D: -1.74%
• 1M: 4.17%
• 6M: -1.95%
• YTD: -6.43%
• 1Y: 0.35%
• 3Y*: 16.20%
• 5Y*: 7.04%
• 10Y*: 19.41%

JHMM

• 1D: 0.52%
• 1M: 0.06%
• 6M: 7.64%
• YTD: 13.68%
• 1Y: 21.68%
• 3Y*: 14.57%
• 5Y*: 8.98%
• 10Y*: 11.64%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TTWO vs. JHMM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TTWO Take-Two Interactive Software, Inc.	-6.43%	39.09%	14.37%	54.57%	-41.41%	-14.47%	69.72%	18.93%	-6.23%	122.72%
JHMM John Hancock Multifactor Mid Cap ETF	13.68%	10.73%	14.61%	14.53%	-15.30%	24.54%	16.22%	30.01%	-9.57%	19.96%

Correlation

The correlation between TTWO and JHMM is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.18
Correlation (3Y) Calculated over the trailing 3-year period	0.33
Correlation (5Y) Calculated over the trailing 5-year period	0.41
Correlation (10Y) Calculated over the trailing 10-year period	0.39
Correlation (All Time) Calculated using the full available price history since Sep 29, 2015	0.40

Over the past year, the correlation between TTWO and JHMM has dropped to 0.18 - well below their long-term average of 0.40, suggesting their price drivers have been diverging.

Return for Risk

TTWO vs. JHMM — Risk / Return Rank

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

TTWO

TTWO Risk / Return Rank: 43
TTWO Sharpe Ratio Rank: 45
TTWO Sortino Ratio Rank: 39
TTWO Omega Ratio Rank: 39
TTWO Calmar Ratio Rank: 45
TTWO Martin Ratio Rank: 45

JHMM

JHMM Risk / Return Rank: 59
JHMM Sharpe Ratio Rank: 56
JHMM Sortino Ratio Rank: 58
JHMM Omega Ratio Rank: 52
JHMM Calmar Ratio Rank: 63
JHMM Martin Ratio Rank: 68

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. JHMM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Take-Two Interactive Software, Inc. (TTWO) and John Hancock Multifactor Mid Cap ETF (JHMM). 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	JHMM	Difference
Sharpe ratio: Return per unit of total volatility	0.01	1.52	-1.51
Sortino ratio: Return per unit of downside risk	0.23	2.22	-1.99
Omega ratio: Gain probability vs. loss probability	1.03	1.27	-0.24
Calmar ratio: Return relative to maximum drawdown	0.01	2.52	-2.51
Martin ratio: Return relative to average drawdown	0.03	9.67	-9.64

TTWO vs. JHMM - Sharpe Ratio Comparison

The current TTWO Sharpe Ratio is 0.01, which is lower than the JHMM Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of TTWO and JHMM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TTWO vs. JHMM - Drawdown Comparison

The maximum TTWO drawdown since its inception was -80.85%, which is greater than JHMM's maximum drawdown of -40.71%. Use the drawdown chart below to compare losses from any high point for TTWO and JHMM.

Drawdown Indicators

	TTWO	JHMM	Difference
Max Drawdown Largest peak-to-trough decline	-80.85%	-40.71%	-40.14%
Max Drawdown (1Y) Largest decline over 1 year	-27.68%	-8.64%	-19.04%
Max Drawdown (3Y) Largest decline over 3 years	-27.68%	-21.88%	-5.80%
Max Drawdown (5Y) Largest decline over 5 years	-51.50%	-24.10%	-27.40%
Max Drawdown (10Y) Largest decline over 10 years	-56.14%	-40.71%	-15.43%
Current Drawdown Current decline from peak	-8.66%	-1.08%	-7.58%
Average Drawdown Average peak-to-trough decline	-27.73%	-5.38%	-22.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.96%	2.25%	+10.71%

Volatility

TTWO vs. JHMM - Volatility Comparison

Take-Two Interactive Software, Inc. (TTWO) has a higher volatility of 11.20% compared to John Hancock Multifactor Mid Cap ETF (JHMM) at 3.29%. This indicates that TTWO's price experiences larger fluctuations and is considered to be riskier than JHMM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TTWO	JHMM	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.20%	3.29%	+7.91%
Volatility (6M) Calculated over the trailing 6-month period	25.91%	10.75%	+15.16%
Volatility (1Y) Calculated over the trailing 1-year period	30.96%	14.35%	+16.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.52%	18.34%	+14.18%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.09%	19.54%	+14.55%

Dividends

TTWO vs. JHMM - Dividend Comparison

TTWO has not paid dividends to shareholders, while JHMM's dividend yield for the trailing twelve months is around 0.89%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JHMM John Hancock Multifactor Mid Cap ETF	0.89%	0.98%	1.01%	1.17%	1.16%	0.72%	1.04%	1.02%	1.36%	0.90%	1.15%	0.33%
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

Can I hold both TTWO and JHMM in my portfolio?

TTWO and JHMM have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TTWO or JHMM?

TTWO has higher volatility (11.20%) compared to JHMM (3.29%). In terms of maximum drawdown, TTWO dropped -80.85% vs JHMM's -40.71%.

Which has better risk-adjusted returns?

JHMM currently has the higher Sharpe Ratio (1.52 vs 0.01), 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.