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GoPro, Inc. (GPRO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS38268T1034
CUSIP38268T103
SectorTechnology
IndustryConsumer Electronics

Highlights

Market Cap$254.82M
EPS-$0.35
PE Ratio20.96
PEG Ratio1.01
Revenue (TTM)$1.01B
Gross Profit (TTM)$414.97M
EBITDA (TTM)-$67.74M
Year Range$1.68 - $4.52
Target Price$2.20
Short %5.43%
Short Ratio3.38

Share Price Chart


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GoPro, Inc.

Popular comparisons: GPRO vs. WMT

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in GoPro, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-40.00%-20.00%0.00%20.00%40.00%NovemberDecember2024FebruaryMarchApril
-31.20%
21.11%
GPRO (GoPro, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

GoPro, Inc. had a return of -48.41% year-to-date (YTD) and -59.68% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-48.41%6.30%
1 month-22.84%-3.13%
6 months-32.20%19.37%
1 year-59.68%22.56%
5 years (annualized)-21.66%11.65%
10 years (annualized)N/A10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-14.12%-21.48%-4.70%
2023-13.62%-20.06%43.82%-3.88%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GPRO is 5, indicating that it is in the bottom 5% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of GPRO is 55
GoPro, Inc.(GPRO)
The Sharpe Ratio Rank of GPRO is 22Sharpe Ratio Rank
The Sortino Ratio Rank of GPRO is 33Sortino Ratio Rank
The Omega Ratio Rank of GPRO is 55Omega Ratio Rank
The Calmar Ratio Rank of GPRO is 1515Calmar Ratio Rank
The Martin Ratio Rank of GPRO is 11Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for GoPro, Inc. (GPRO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


GPRO
Sharpe ratio
The chart of Sharpe ratio for GPRO, currently valued at -1.17, compared to the broader market-2.00-1.000.001.002.003.00-1.17
Sortino ratio
The chart of Sortino ratio for GPRO, currently valued at -2.11, compared to the broader market-4.00-2.000.002.004.006.00-2.11
Omega ratio
The chart of Omega ratio for GPRO, currently valued at 0.77, compared to the broader market0.501.001.500.77
Calmar ratio
The chart of Calmar ratio for GPRO, currently valued at -0.61, compared to the broader market0.001.002.003.004.005.00-0.61
Martin ratio
The chart of Martin ratio for GPRO, currently valued at -1.98, compared to the broader market0.0010.0020.0030.00-1.98
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-2.00-1.000.001.002.003.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market-4.00-2.000.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.001.002.003.004.005.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.007.64

Sharpe Ratio

The current GoPro, Inc. Sharpe ratio is -1.17. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-1.17
1.92
GPRO (GoPro, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


GoPro, Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2024FebruaryMarchApril
-98.09%
-3.50%
GPRO (GoPro, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the GoPro, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the GoPro, Inc. was 98.20%, occurring on Apr 22, 2024. The portfolio has not yet recovered.

The current GoPro, Inc. drawdown is 98.09%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-98.2%Oct 8, 20142400Apr 22, 2024
-24.51%Jul 2, 20148Jul 14, 201433Aug 28, 201441
-8.79%Oct 1, 20142Oct 2, 20142Oct 6, 20144
-6.65%Sep 4, 20141Sep 4, 20141Sep 5, 20142
-5.71%Sep 15, 20142Sep 16, 20145Sep 23, 20147

Volatility

Volatility Chart

The current GoPro, Inc. volatility is 11.52%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
11.52%
3.58%
GPRO (GoPro, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of GoPro, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items