VSCO vs. GME

In the year-to-date period, VSCO achieves a -55.17% return, which is significantly lower than GME's -13.59% return.

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This table presents a comparison of risk-adjusted performance metrics for Victoria's Secret & Co. (VSCO) and GameStop Corp. (GME). 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.

The current VSCO Sharpe Ratio is 0.13, which is lower than the GME Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of VSCO and GME, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither VSCO nor GME has paid dividends to shareholders.

The maximum VSCO drawdown since its inception was -80.87%, smaller than the maximum GME drawdown of -93.43%. Use the drawdown chart below to compare losses from any high point for VSCO and GME. For additional features, visit the drawdowns tool.

Victoria's Secret & Co. (VSCO) has a higher volatility of 39.56% compared to GameStop Corp. (GME) at 33.69%. This indicates that VSCO's price experiences larger fluctuations and is considered to be riskier than GME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between Victoria's Secret & Co. and GameStop Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.