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Grom Social Enterprises, Inc. (GROM)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS39878L3087
CUSIP39878L308
SectorCommunication Services
IndustryInternet Content & Information

Highlights

Market Cap$5.27M
EPS-$15.54
Revenue (TTM)$4.04M
Gross Profit (TTM)$1.76M
EBITDA (TTM)-$8.12M
Year Range$0.55 - $11.76
Target Price$12.00
Short %0.56%
Short Ratio0.42

Share Price Chart


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Grom Social Enterprises, Inc.

Performance

Performance Chart

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


-100.00%-50.00%0.00%50.00%100.00%December2024FebruaryMarchAprilMay
-100.00%
111.15%
GROM (Grom Social Enterprises, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Grom Social Enterprises, Inc. had a return of -53.01% year-to-date (YTD) and -94.58% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-53.01%9.49%
1 month-29.07%1.20%
6 months-58.52%18.29%
1 year-94.58%26.44%
5 years (annualized)-85.07%12.64%
10 years (annualized)N/A10.67%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-31.42%2.98%4.01%-25.75%
2023-5.84%-10.85%-1.74%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of GROM is 7, indicating that it is in the bottom 7% of stocks on our website 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 GROM is 77
GROM (Grom Social Enterprises, Inc.)
The Sharpe Ratio Rank of GROM is 1414Sharpe Ratio Rank
The Sortino Ratio Rank of GROM is 22Sortino Ratio Rank
The Omega Ratio Rank of GROM is 44Omega Ratio Rank
The Calmar Ratio Rank of GROM is 22Calmar Ratio Rank
The Martin Ratio Rank of GROM is 1313Martin 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 Grom Social Enterprises, Inc. (GROM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


GROM
Sharpe ratio
The chart of Sharpe ratio for GROM, currently valued at -0.66, compared to the broader market-2.00-1.000.001.002.003.00-0.66
Sortino ratio
The chart of Sortino ratio for GROM, currently valued at -2.16, compared to the broader market-4.00-2.000.002.004.006.00-2.16
Omega ratio
The chart of Omega ratio for GROM, currently valued at 0.75, compared to the broader market0.501.001.502.000.75
Calmar ratio
The chart of Calmar ratio for GROM, currently valued at -0.94, compared to the broader market0.002.004.006.00-0.94
Martin ratio
The chart of Martin ratio for GROM, currently valued at -1.24, compared to the broader market-10.000.0010.0020.0030.00-1.24
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.27, compared to the broader market-2.00-1.000.001.002.003.002.27
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.22, compared to the broader market-4.00-2.000.002.004.006.003.22
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.501.001.502.001.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.83, compared to the broader market0.002.004.006.001.83
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.69, compared to the broader market-10.000.0010.0020.0030.008.69

Sharpe Ratio

The current Grom Social Enterprises, Inc. Sharpe ratio is -0.66. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Grom Social Enterprises, Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.66
2.27
GROM (Grom Social Enterprises, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


Grom Social Enterprises, 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%December2024FebruaryMarchAprilMay
-100.00%
-0.60%
GROM (Grom Social Enterprises, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Grom Social Enterprises, 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 Grom Social Enterprises, Inc. was 100.00%, occurring on May 10, 2024. The portfolio has not yet recovered.

The current Grom Social Enterprises, Inc. drawdown is 100.00%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-100%Sep 13, 20171533May 10, 2024
-30%Jul 28, 20175Aug 11, 20178Sep 8, 201713

Volatility

Volatility Chart

The current Grom Social Enterprises, Inc. volatility is 17.68%, 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%10.00%20.00%30.00%40.00%50.00%60.00%December2024FebruaryMarchAprilMay
17.68%
3.93%
GROM (Grom Social Enterprises, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Grom Social Enterprises, 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

0.00

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