TTWO vs. RBLX

Last updated Apr 2, 2026

Compare and contrast key facts about Take-Two Interactive Software, Inc. (TTWO) and Roblox Corporation (RBLX).

Performance

TTWO vs. RBLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Take-Two Interactive Software, Inc. (TTWO) and Roblox Corporation (RBLX). The values are adjusted to include any dividend payments, if applicable.

TTWO vs. RBLX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
TTWO Take-Two Interactive Software, Inc.	-22.59%	39.09%	14.37%	54.57%	-41.41%	7.83%
RBLX Roblox Corporation	-28.88%	40.04%	26.55%	60.65%	-72.41%	48.43%

Fundamentals

Market Cap TTWO : $36.35B RBLX : $40.45B
EPS TTWO : -$21.67 RBLX : -$1.53
PS Ratio TTWO : 5.53 RBLX : 8.19
PB Ratio TTWO : 10.40 RBLX : 102.54
Total Revenue (TTM) TTWO : $6.56B RBLX : $4.89B
Gross Profit (TTM) TTWO : $3.67B RBLX : $1.16B
EBITDA (TTM) TTWO : -$3.33B RBLX : -$1.01B

Returns By Period

In the year-to-date period, TTWO achieves a -22.59% return, which is significantly higher than RBLX's -28.88% return.

TTWO

• 1D: 0.35%
• 1M: -7.33%
• YTD: -22.59%
• 6M: -22.40%
• 1Y: -5.68%
• 3Y*: 18.44%
• 5Y*: 1.93%
• 10Y*: 17.96%

RBLX

• 1D: 1.89%
• 1M: -14.55%
• YTD: -28.88%
• 6M: -57.01%
• 1Y: -5.51%
• 3Y*: 8.61%
• 5Y*: -3.07%
• 10Y*: —

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

Return for Risk

TTWO vs. RBLX — Risk / Return Rank

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

TTWO

TTWO Risk / Return Rank: 31
TTWO Sharpe Ratio Rank: 32
TTWO Sortino Ratio Rank: 28
TTWO Omega Ratio Rank: 28
TTWO Calmar Ratio Rank: 36
TTWO Martin Ratio Rank: 33

RBLX

RBLX Risk / Return Rank: 37
RBLX Sharpe Ratio Rank: 35
RBLX Sortino Ratio Rank: 35
RBLX Omega Ratio Rank: 35
RBLX Calmar Ratio Rank: 40
RBLX Martin Ratio Rank: 40

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. RBLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Take-Two Interactive Software, Inc. (TTWO) and Roblox Corporation (RBLX). 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	RBLX	Difference
Sharpe ratio Return per unit of total volatility	-0.19	-0.10	-0.09
Sortino ratio Return per unit of downside risk	-0.05	0.25	-0.30
Omega ratio Gain probability vs. loss probability	0.99	1.03	-0.04
Calmar ratio Return relative to maximum drawdown	-0.16	-0.02	-0.14
Martin ratio Return relative to average drawdown	-0.43	-0.04	-0.39
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TTWO vs. RBLX - Sharpe Ratio Comparison

The current TTWO Sharpe Ratio is -0.19, which is lower than the RBLX Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of TTWO and RBLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TTWO	RBLX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.19	-0.10	-0.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.06	-0.04	+0.10
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.53	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	-0.05	+0.34

Correlation

The correlation between TTWO and RBLX is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

TTWO vs. RBLX - Dividend Comparison

Neither TTWO nor RBLX has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

TTWO vs. RBLX - Drawdown Comparison

The maximum TTWO drawdown since its inception was -80.85%, roughly equal to the maximum RBLX drawdown of -82.79%. Use the drawdown chart below to compare losses from any high point for TTWO and RBLX.

Drawdown Indicators

	TTWO	RBLX	Difference
Max Drawdown Largest peak-to-trough decline	-80.85%	-82.79%	+1.94%
Max Drawdown (1Y) Largest decline over 1 year	-27.68%	-63.33%	+35.65%
Max Drawdown (5Y) Largest decline over 5 years	-51.50%	-82.79%	+31.29%
Max Drawdown (10Y) Largest decline over 10 years	-56.14%	—	—
Current Drawdown Current decline from peak	-24.43%	-59.29%	+34.86%
Average Drawdown Average peak-to-trough decline	-27.87%	-52.58%	+24.71%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.24%	30.15%	-19.91%

Volatility

TTWO vs. RBLX - Volatility Comparison

The current volatility for Take-Two Interactive Software, Inc. (TTWO) is 7.50%, while Roblox Corporation (RBLX) has a volatility of 16.83%. This indicates that TTWO experiences smaller price fluctuations and is considered to be less risky than RBLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TTWO	RBLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.50%	16.83%	-9.33%
Volatility (6M) Calculated over the trailing 6-month period	22.48%	44.10%	-21.62%
Volatility (1Y) Calculated over the trailing 1-year period	30.68%	56.25%	-25.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.10%	69.90%	-37.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.97%	70.09%	-36.12%

Financials