GME GameStop Cor...

Fundamental Data

Get detailed Fundamental insights of GameStop Corp. and compare it to the S&P500.
1-Day Range
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1-Year Range
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Company Stats

Mkt Cap $0 Volume 0
Price $undefined Prev. Close $undefined
Alpha 0.59 Beta -
EPS undefined PE undefined

Worst 10 Drawdowns of GME

Started Recovered Drawdown Days
Aug 17, 2015 Jan 21, 2021 -94.10% 1985
Jan 28, 2021 Jul 19, 2024 -88.48% 1269
Mar 24, 2015 May 28, 2015 -8.90% 66
Jan 28, 2015 Feb 27, 2015 -7.94% 31
Jan 6, 2015 Jan 13, 2015 -7.03% 8
Jul 14, 2015 Aug 13, 2015 -5.07% 31
Jan 15, 2015 Jan 15, 2015 -4.75% 1
Jun 25, 2015 Jul 6, 2015 -4.04% 12
Jun 8, 2015 Jun 22, 2015 -3.71% 15
Mar 10, 2015 Mar 13, 2015 -3.33% 4

GME vs. S&P500

Comparison of company stats against the S&P500 Index.

Time Period between January 5, 2015 - July 19, 2024

Annual Return (%)

GME
S&P500
Metric GME S&P500
Cumulative Return +195.5% +167.24%
Compound Annual Growth Rate (CAGR) +8.15% +7.37%
Sharpe 0.61 0.67
Sortino 1.19 0.93
Max Drawdown -94.1% -34.1%
Longest Drawdown Days 1985 745
Volatility (ann.) 119.15% 17.83%
Correlation 16.73% -
R^2 0.03 -
Calmar 0.09 0.22
Skew 5.59 -0.55
Kurtosis 83.76 12.70
Expected Daily +0.05% +0.04%
Expected Monthly +0.95% +0.86%
Expected Yearly +11.44% +10.33%
Kelly Criterion 5.13% 6.53%
Risk of Ruin 0% 0%
Daily Value-at-Risk -12.06% -1.80%
Expected Shortfall (cVaR) -12.06% -1.80%
Max Consecutive Wins 10 10
Max Consecutive Losses 11 8
Gain/Pain Ratio 0.18 0.14
Gain/Pain (1M) 0.93 0.76
Payoff Ratio 1.14 0.96
Profit Factor 1.18 1.14
Outlier Win Ratio 3.38 17.62
Outlier Loss Ratio 2.61 11.33
MTD +1.13% +0.88%
3M +142.19% +9.90%
6M +74.74% +15.22%
YTD +42.44% +15.50%
1Y +8.19% +20.87%
3Y (ann.) -10.15% +5.42%
Best Day +134.87% +9.06%
Worst Day -60.00% -10.94%
Best Month -60.00% -10.94%
Worst Month -68.69% -13.00%
Best Year +687.69% +28.79%
Worst Year -51.90% -19.48%
Avg. Drawdown -14.41% -1.80%
Avg. Drawdown Days 214 21
Recovery Factor 7.35 3.33
Ulcer Index 0.65 0.08
Avg. Up Month +19.07% +3.94%
Avg. Down Month -12.17% -4.55%
Win Days 49.40% 54.28%
Win Month 43.48% 66.96%
Win Quarter 48.72% 76.92%
Win Year 30.00% 70.00%