XSMC.TO vs. TTWO

In the year-to-date period, XSMC.TO achieves a -12.22% return, which is significantly lower than TTWO's 22.78% return.

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This table presents a comparison of risk-adjusted performance metrics for iShares S&P U.S. Small-Cap Index ETF (XSMC.TO) and Take-Two Interactive Software, Inc. (TTWO). 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 XSMC.TO Sharpe Ratio is -0.07, which is lower than the TTWO Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of XSMC.TO and TTWO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

XSMC.TO's dividend yield for the trailing twelve months is around 1.98%, while TTWO has not paid dividends to shareholders.

The maximum XSMC.TO drawdown since its inception was -37.30%, smaller than the maximum TTWO drawdown of -80.84%. Use the drawdown chart below to compare losses from any high point for XSMC.TO and TTWO. For additional features, visit the drawdowns tool.

The current volatility for iShares S&P U.S. Small-Cap Index ETF (XSMC.TO) is 7.07%, while Take-Two Interactive Software, Inc. (TTWO) has a volatility of 12.06%. This indicates that XSMC.TO experiences smaller price fluctuations and is considered to be less risky than TTWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.