XYZ vs. GME
XYZ (Block, Inc) and GME (GameStop Corp.) are both stocks. XYZ operates in Software - Infrastructure (Technology), while GME operates in Specialty Retail (Consumer Cyclical). Over the past 10 years, XYZ returned 23.46%/yr vs 15.45%/yr for GME. At a 0.29 correlation, their price movements are largely independent.
Performance
XYZ vs. GME - Performance Comparison
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Returns By Period
In the year-to-date period, XYZ achieves a 14.23% return, which is significantly higher than GME's 8.27% return. Over the past 10 years, XYZ has outperformed GME with an annualized return of 23.46%, while GME has yielded a comparatively lower 15.45% annualized return.
XYZ
- 1D
- 6.95%
- 1M
- 5.67%
- YTD
- 14.23%
- 6M
- 16.14%
- 1Y
- 20.76%
- 3Y*
- 3.78%
- 5Y*
- -19.87%
- 10Y*
- 23.46%
GME
- 1D
- -0.14%
- 1M
- 0.69%
- YTD
- 8.27%
- 6M
- -1.58%
- 1Y
- -1.81%
- 3Y*
- -3.98%
- 5Y*
- -17.16%
- 10Y*
- 15.45%
XYZ vs. GME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
XYZ Block, Inc | 14.23% | -23.41% | 9.88% | 23.09% | -61.09% | -25.79% | 247.89% | 11.54% | 61.78% | 154.37% |
GME GameStop Corp. | 8.27% | -35.93% | 78.78% | -5.04% | -50.24% | 687.63% | 209.87% | -50.19% | -22.17% | -23.66% |
Correlation
The correlation between XYZ and GME is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Nov 19, 2015 | 0.29 |
The correlation between XYZ and GME shifts across timeframes, from 0.27 (1 year) to 0.40 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
XYZ:
$1.31
GME:
$1.81
XYZ:
56.78
GME:
12.02
XYZ:
0.01
GME:
0.03
XYZ:
1.87
GME:
3.16
XYZ:
$24.48B
GME:
$2.90B
XYZ:
$11.01B
GME:
$943.30M
XYZ:
$2.42B
GME:
$418.40M
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Return for Risk
XYZ vs. GME — Risk / Return Rank
XYZ
GME
XYZ vs. GME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Block, Inc (XYZ) 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.
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.
| XYZ | GME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.02 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 0.53 | -0.06 | +0.59 |
| Martin ratioReturn relative to average drawdown | 1.21 | -0.12 | +1.33 |
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Drawdowns
XYZ vs. GME - Drawdown Comparison
The maximum XYZ drawdown since its inception was -86.08%, smaller than the maximum GME drawdown of -93.43%. Use the drawdown chart below to compare losses from any high point for XYZ and GME.
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Drawdown Indicators
| XYZ | GME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.08% | -93.43% | +7.35% |
Max Drawdown (1Y)Largest decline over 1 year | -39.48% | -27.99% | -11.49% |
Max Drawdown (3Y)Largest decline over 3 years | -52.96% | -62.42% | +9.46% |
Max Drawdown (5Y)Largest decline over 5 years | -86.08% | -83.83% | -2.25% |
Max Drawdown (10Y)Largest decline over 10 years | -86.08% | -88.99% | +2.91% |
Current DrawdownCurrent decline from peak | -73.62% | -74.98% | +1.36% |
Average DrawdownAverage peak-to-trough decline | -41.06% | -49.29% | +8.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.16% | 15.32% | +1.84% |
Volatility
XYZ vs. GME - Volatility Comparison
Block, Inc (XYZ) has a higher volatility of 14.28% compared to GameStop Corp. (GME) at 8.74%. This indicates that XYZ'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.
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Volatility by Period
| XYZ | GME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.28% | 8.74% | +5.54% |
Volatility (6M)Calculated over the trailing 6-month period | 36.11% | 28.48% | +7.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.36% | 36.51% | +10.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 60.05% | 95.02% | -34.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 56.76% | 117.90% | -61.14% |
Dividends
XYZ vs. GME - Dividend Comparison
Neither XYZ nor GME has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GME GameStop Corp. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 6.25% | 12.04% | 8.47% | 5.86% | 5.14% |
XYZ Block, 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% |
Financials
XYZ vs. GME - Financials Comparison
This section allows you to compare key financial metrics between Block, Inc 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
XYZ and GME have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XYZ has higher volatility (14.28%) compared to GME (8.74%). In terms of maximum drawdown, XYZ dropped -86.08% vs GME's -93.43%.
XYZ currently has the higher Sharpe Ratio (0.44 vs -0.05), 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.
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