Take-Two Interactive (TTWO): analysis and statistics
Return, volatility, Sharpe ratio and risk for Take-Two Interactive, a component of both the S&P 500 and the Nasdaq 100 in the Communication Services. Data as of 2026-10-29.
| Last close price | $195.29 |
| Sector (GICS) | Communication Services |
| Annualized return (3.0 yr) | +13.33% |
| Total return over period | +45.27% |
| Annualized volatility | 29.42% |
| Period volatility | 50.82% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.65 |
| Sortino ratio | 0.94 |
| Max drawdown | -27.68% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.30% |
| Correlation with the S&P 500 | 0.33 |
| Period range | $133.35 – $262.29 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Take-Two Interactive (TTWO) has posted an annualized return of +13.33% with annual volatility of 29.42%, a Sharpe ratio of 0.65. Its worst stretch (max drawdown from a peak) was -27.68%. Its correlation with the S&P 500 is 0.33, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how TTWO would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Take-Two Interactive (TTWO) is of both the S&P 500 and the Nasdaq 100.
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