SPY vs TTWO: returns, Sharpe ratio and drawdown

Over the past year, SPY returned +15.31% against -18.43% for TTWO. Over five years, SPY averaged +11.69% a year, compared with +4.20% for TTWO. SPY had the higher Sharpe ratio over the past year (0.83 vs -0.60), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.13% for SPY and -27.68% for TTWO.