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COUR vs. SAIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

COUR vs. SAIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Coursera, Inc. (COUR) and SailPoint, Inc (SAIL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, COUR achieves a -24.32% return, which is significantly lower than SAIL's -8.01% return.


COUR

1D
4.50%
1M
-6.07%
YTD
-24.32%
6M
-33.45%
1Y
-40.62%
3Y*
-25.33%
5Y*
-32.47%
10Y*

SAIL

1D
1.25%
1M
53.17%
YTD
-8.01%
6M
-6.25%
1Y
3.10%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

COUR vs. SAIL - Yearly Performance Comparison


2026 (YTD)2025
COUR
Coursera, Inc.
-24.32%-8.11%
SAIL
SailPoint, Inc
-8.01%-8.05%

Correlation

The correlation between COUR and SAIL is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.37

Correlation (All Time)
Calculated using the full available price history since Feb 14, 2025

0.41

Fundamentals

Market Cap

COUR:

$939.66M

SAIL:

$10.46B

EPS

COUR:

-$0.38

SAIL:

-$0.48

PS Ratio

COUR:

1.19

SAIL:

9.70

PB Ratio

COUR:

1.49

SAIL:

1.53

Total Revenue (TTM)

COUR:

$773.90M

SAIL:

$1.07B

Gross Profit (TTM)

COUR:

$424.10M

SAIL:

$690.79M

EBITDA (TTM)

COUR:

-$43.20M

SAIL:

-$90.59M

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Return for Risk

COUR vs. SAIL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

COUR
COUR Risk / Return Rank: 1616
Overall Rank
COUR Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
COUR Sortino Ratio Rank: 1515
Sortino Ratio Rank
COUR Omega Ratio Rank: 1515
Omega Ratio Rank
COUR Calmar Ratio Rank: 1717
Calmar Ratio Rank
COUR Martin Ratio Rank: 1919
Martin Ratio Rank

SAIL
SAIL Risk / Return Rank: 4242
Overall Rank
SAIL Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
SAIL Sortino Ratio Rank: 4242
Sortino Ratio Rank
SAIL Omega Ratio Rank: 4242
Omega Ratio Rank
SAIL Calmar Ratio Rank: 4242
Calmar Ratio Rank
SAIL Martin Ratio Rank: 4343
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

COUR vs. SAIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Coursera, Inc. (COUR) and SailPoint, Inc (SAIL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


COURSAILDifference
Sharpe ratioReturn per unit of total volatility

-0.69

Sortino ratioReturn per unit of downside risk

-1.29

Omega ratioGain probability vs. loss probability

0.90

1.06

-0.16

Calmar ratioReturn relative to maximum drawdown

-0.68

0.05

-0.73

Martin ratioReturn relative to average drawdown

-1.07

0.11

-1.18

COUR vs. SAIL - Sharpe Ratio Comparison

The current COUR Sharpe Ratio is -0.64, which is lower than the SAIL Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of COUR and SAIL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


COURSAILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.64

0.05

-0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.56

-0.20

-0.35

Drawdowns

COUR vs. SAIL - Drawdown Comparison

The maximum COUR drawdown since its inception was -91.22%, which is greater than SAIL's maximum drawdown of -59.18%. Use the drawdown chart below to compare losses from any high point for COUR and SAIL.


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Drawdown Indicators


COURSAILDifference

Max Drawdown

Largest peak-to-trough decline

-91.22%

-59.18%

-32.04%

Max Drawdown (1Y)

Largest decline over 1 year

-59.92%

-56.76%

-3.16%

Max Drawdown (3Y)

Largest decline over 3 years

-75.81%

Max Drawdown (5Y)

Largest decline over 5 years

-89.16%

Current Drawdown

Current decline from peak

-90.40%

-27.59%

-62.81%

Average Drawdown

Average peak-to-trough decline

-72.98%

-27.70%

-45.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.18%

28.62%

+9.56%

Volatility

COUR vs. SAIL - Volatility Comparison

The current volatility for Coursera, Inc. (COUR) is 20.62%, while SailPoint, Inc (SAIL) has a volatility of 22.48%. This indicates that COUR experiences smaller price fluctuations and is considered to be less risky than SAIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COURSAILDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.62%

22.48%

-1.86%

Volatility (6M)

Calculated over the trailing 6-month period

41.95%

46.75%

-4.80%

Volatility (1Y)

Calculated over the trailing 1-year period

64.01%

59.49%

+4.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

58.81%

60.15%

-1.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.94%

60.15%

-0.21%

Dividends

COUR vs. SAIL - Dividend Comparison

Neither COUR nor SAIL has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

COUR vs. SAIL - Financials Comparison

This section allows you to compare key financial metrics between Coursera, Inc. and SailPoint, Inc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


100.00M150.00M200.00M250.00M300.00M20222023202420252026
195.70M
294.65M
(COUR) Total Revenue
(SAIL) Total Revenue
Values in USD except per share items

COUR vs. SAIL - Profitability Comparison

The chart below illustrates the profitability comparison between Coursera, Inc. and SailPoint, Inc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%20222023202420252026
55.5%
67.3%
Portfolio components
COUR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Coursera, Inc. reported a gross profit of 108.60M and revenue of 195.70M. Therefore, the gross margin over that period was 55.5%.

SAIL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SailPoint, Inc reported a gross profit of 198.28M and revenue of 294.65M. Therefore, the gross margin over that period was 67.3%.

COUR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Coursera, Inc. reported an operating income of -25.30M and revenue of 195.70M, resulting in an operating margin of -12.9%.

SAIL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SailPoint, Inc reported an operating income of -40.10M and revenue of 294.65M, resulting in an operating margin of -13.6%.

COUR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Coursera, Inc. reported a net income of -20.50M and revenue of 195.70M, resulting in a net margin of -10.5%.

SAIL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SailPoint, Inc reported a net income of -36.22M and revenue of 294.65M, resulting in a net margin of -12.3%.


Frequently Asked Questions


COUR and SAIL have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SAIL has higher volatility (22.48%) compared to COUR (20.62%). In terms of maximum drawdown, COUR dropped -91.22% vs SAIL's -59.18%.

SAIL currently has the higher Sharpe Ratio (0.05 vs -0.64), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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