TTWO vs. XSMC.TO

Last updated Jun 3, 2026

TTWO (Take-Two Interactive Software, Inc.) is a stock, while XSMC.TO (iShares S&P U.S. Small-Cap Index ETF) is Small Cap Blend Equities fund tracking the S&P SmallCap 600 Index. Over the past 5 years, TTWO returned 4.58%/yr vs 5.45%/yr for XSMC.TO. At a 0.26 correlation, their price movements are largely independent.

Performance

TTWO vs. XSMC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Take-Two Interactive Software, Inc. (TTWO) and iShares S&P U.S. Small-Cap Index ETF (XSMC.TO). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

TTWO is traded in USD, while XSMC.TO is traded in CAD. To make them comparable, the XSMC.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, TTWO achieves a -13.14% return, which is significantly lower than XSMC.TO's 16.29% return.

TTWO

• 1D: -2.03%
• 1M: 2.94%
• YTD: -13.14%
• 6M: -9.91%
• 1Y: -2.29%
• 3Y*: 17.38%
• 5Y*: 4.58%
• 10Y*: 19.08%

XSMC.TO

• 1D: 1.10%
• 1M: 1.61%
• YTD: 16.29%
• 6M: 16.27%
• 1Y: 34.51%
• 3Y*: 14.41%
• 5Y*: 5.45%
• 10Y*: —

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

TTWO vs. XSMC.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
TTWO Take-Two Interactive Software, Inc.	-13.14%	39.09%	14.37%	54.57%	-41.41%	-14.47%	69.72%	-3.02%
XSMC.TO iShares S&P U.S. Small-Cap Index ETF	16.29%	5.63%	7.81%	15.82%	-16.54%	26.05%	10.84%	5.58%

Correlation

The correlation between TTWO and XSMC.TO 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	0.27
Correlation (5Y) Calculated over the trailing 5-year period	0.32
Correlation (All Time) Calculated using the full available price history since Sep 13, 2019	0.26

The correlation between TTWO and XSMC.TO shifts across timeframes, from 0.15 (1 year) to 0.32 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

TTWO vs. XSMC.TO — Risk / Return Rank

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

TTWO

TTWO Risk / Return Rank: 35
TTWO Sharpe Ratio Rank: 37
TTWO Sortino Ratio Rank: 32
TTWO Omega Ratio Rank: 32
TTWO Calmar Ratio Rank: 37
TTWO Martin Ratio Rank: 38

XSMC.TO

XSMC.TO Risk / Return Rank: 66
XSMC.TO Sharpe Ratio Rank: 58
XSMC.TO Sortino Ratio Rank: 62
XSMC.TO Omega Ratio Rank: 55
XSMC.TO Calmar Ratio Rank: 79
XSMC.TO Martin Ratio Rank: 74

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. XSMC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Take-Two Interactive Software, Inc. (TTWO) and iShares S&P U.S. Small-Cap Index ETF (XSMC.TO). 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	XSMC.TO	Difference
Sharpe ratio Return per unit of total volatility	-0.08	1.91	-1.99
Sortino ratio Return per unit of downside risk	0.09	2.83	-2.74
Omega ratio Gain probability vs. loss probability	1.01	1.33	-0.31
Calmar ratio Return relative to maximum drawdown	-0.06	3.92	-3.98
Martin ratio Return relative to average drawdown	-0.14	13.30	-13.44
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. XSMC.TO - Sharpe Ratio Comparison

The current TTWO Sharpe Ratio is -0.08, which is lower than the XSMC.TO Sharpe Ratio of 1.91. The chart below compares the historical Sharpe Ratios of TTWO and XSMC.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TTWO	XSMC.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.08	1.91	-1.99
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.14	0.25	-0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.56	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	0.39	-0.09

Drawdowns

TTWO vs. XSMC.TO - Drawdown Comparison

The maximum TTWO drawdown since its inception was -80.85%, which is greater than XSMC.TO's maximum drawdown of -43.64%. Use the drawdown chart below to compare losses from any high point for TTWO and XSMC.TO.

Drawdown Indicators

	TTWO	XSMC.TO	Difference
Max Drawdown Largest peak-to-trough decline	-80.85%	-43.64%	-37.21%
Max Drawdown (1Y) Largest decline over 1 year	-27.68%	-8.84%	-18.84%
Max Drawdown (3Y) Largest decline over 3 years	-27.68%	-28.36%	+0.68%
Max Drawdown (5Y) Largest decline over 5 years	-51.50%	-28.36%	-23.14%
Max Drawdown (10Y) Largest decline over 10 years	-56.14%	—	—
Current Drawdown Current decline from peak	-15.22%	0.00%	-15.22%
Average Drawdown Average peak-to-trough decline	-27.81%	-10.46%	-17.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.37%	2.60%	+9.77%

Volatility

TTWO vs. XSMC.TO - Volatility Comparison

Take-Two Interactive Software, Inc. (TTWO) has a higher volatility of 11.05% compared to iShares S&P U.S. Small-Cap Index ETF (XSMC.TO) at 4.32%. This indicates that TTWO's price experiences larger fluctuations and is considered to be riskier than XSMC.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TTWO	XSMC.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.05%	4.32%	+6.73%
Volatility (6M) Calculated over the trailing 6-month period	23.82%	11.75%	+12.07%
Volatility (1Y) Calculated over the trailing 1-year period	29.22%	18.19%	+11.03%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.32%	21.53%	+10.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.04%	25.75%	+8.29%

Dividends

TTWO vs. XSMC.TO - Dividend Comparison

TTWO has not paid dividends to shareholders, while XSMC.TO's dividend yield for the trailing twelve months is around 0.99%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
TTWO Take-Two Interactive Software, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XSMC.TO iShares S&P U.S. Small-Cap Index ETF	0.99%	1.16%	1.74%	1.00%	1.09%	1.19%	0.78%	0.60%

Frequently Asked Questions

Can I hold both TTWO and XSMC.TO in my portfolio?

TTWO and XSMC.TO 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.