PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CPNG vs. CROX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CPNG and CROX is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

CPNG vs. CROX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Coupang, Inc. (CPNG) and Crocs, Inc. (CROX). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
7.08%
-23.86%
CPNG
CROX

Key characteristics

Sharpe Ratio

CPNG:

1.30

CROX:

0.01

Sortino Ratio

CPNG:

1.88

CROX:

0.31

Omega Ratio

CPNG:

1.26

CROX:

1.04

Calmar Ratio

CPNG:

0.65

CROX:

0.01

Martin Ratio

CPNG:

5.83

CROX:

0.03

Ulcer Index

CPNG:

8.13%

CROX:

18.29%

Daily Std Dev

CPNG:

36.48%

CROX:

41.57%

Max Drawdown

CPNG:

-81.47%

CROX:

-98.74%

Current Drawdown

CPNG:

-56.27%

CROX:

-44.64%

Fundamentals

Market Cap

CPNG:

$40.15B

CROX:

$5.98B

EPS

CPNG:

$0.56

CROX:

$13.40

PE Ratio

CPNG:

39.39

CROX:

7.46

PEG Ratio

CPNG:

40.30

CROX:

-31.83

Total Revenue (TTM)

CPNG:

$22.30B

CROX:

$3.11B

Gross Profit (TTM)

CPNG:

$6.34B

CROX:

$1.84B

EBITDA (TTM)

CPNG:

$619.00M

CROX:

$873.17M

Returns By Period

In the year-to-date period, CPNG achieves a 0.36% return, which is significantly higher than CROX's -8.73% return.


CPNG

YTD

0.36%

1M

-3.84%

6M

7.04%

1Y

47.66%

5Y*

N/A

10Y*

N/A

CROX

YTD

-8.73%

1M

-10.63%

6M

-24.99%

1Y

-1.36%

5Y*

18.81%

10Y*

25.05%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CPNG vs. CROX — Risk-Adjusted Performance Rank

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

CPNG
The Risk-Adjusted Performance Rank of CPNG is 7979
Overall Rank
The Sharpe Ratio Rank of CPNG is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of CPNG is 7878
Sortino Ratio Rank
The Omega Ratio Rank of CPNG is 7979
Omega Ratio Rank
The Calmar Ratio Rank of CPNG is 7272
Calmar Ratio Rank
The Martin Ratio Rank of CPNG is 8383
Martin Ratio Rank

CROX
The Risk-Adjusted Performance Rank of CROX is 4343
Overall Rank
The Sharpe Ratio Rank of CROX is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of CROX is 4040
Sortino Ratio Rank
The Omega Ratio Rank of CROX is 4040
Omega Ratio Rank
The Calmar Ratio Rank of CROX is 4646
Calmar Ratio Rank
The Martin Ratio Rank of CROX is 4545
Martin 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.

CPNG vs. CROX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Coupang, Inc. (CPNG) and Crocs, Inc. (CROX). 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.


Sharpe ratio
The chart of Sharpe ratio for CPNG, currently valued at 1.30, compared to the broader market-2.000.002.004.001.300.01
The chart of Sortino ratio for CPNG, currently valued at 1.88, compared to the broader market-4.00-2.000.002.004.006.001.880.31
The chart of Omega ratio for CPNG, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.04
The chart of Calmar ratio for CPNG, currently valued at 0.65, compared to the broader market0.002.004.006.000.650.01
The chart of Martin ratio for CPNG, currently valued at 5.83, compared to the broader market-10.000.0010.0020.0030.005.830.03
CPNG
CROX

The current CPNG Sharpe Ratio is 1.30, which is higher than the CROX Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of CPNG and CROX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
1.30
0.01
CPNG
CROX

Dividends

CPNG vs. CROX - Dividend Comparison

Neither CPNG nor CROX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CPNG vs. CROX - Drawdown Comparison

The maximum CPNG drawdown since its inception was -81.47%, smaller than the maximum CROX drawdown of -98.74%. Use the drawdown chart below to compare losses from any high point for CPNG and CROX. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%AugustSeptemberOctoberNovemberDecember2025
-56.27%
-44.64%
CPNG
CROX

Volatility

CPNG vs. CROX - Volatility Comparison

The current volatility for Coupang, Inc. (CPNG) is 8.10%, while Crocs, Inc. (CROX) has a volatility of 9.99%. This indicates that CPNG experiences smaller price fluctuations and is considered to be less risky than CROX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
8.10%
9.99%
CPNG
CROX

Financials

CPNG vs. CROX - Financials Comparison

This section allows you to compare key financial metrics between Coupang, Inc. and Crocs, 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab