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CPNG vs. VRM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CPNG vs. VRM - Performance Comparison

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

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Returns By Period

In the year-to-date period, CPNG achieves a -28.70% return, which is significantly higher than VRM's -63.68% return.


CPNG

1D
-2.49%
1M
4.34%
YTD
-28.70%
6M
-34.37%
1Y
-40.14%
3Y*
0.44%
5Y*
-15.31%
10Y*

VRM

1D
-8.03%
1M
-35.42%
YTD
-63.68%
6M
-72.42%
1Y
-73.36%
3Y*
-57.91%
5Y*
-71.03%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CPNG vs. VRM - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CPNG
Coupang, Inc.
-28.70%7.32%35.76%10.06%-49.93%-53.73%
VRM
Vroom, Inc.
-63.68%296.81%-89.61%-40.93%-90.55%-68.36%

Correlation

The correlation between CPNG and VRM is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2021

0.25

Over the past year, the correlation between CPNG and VRM has dropped to 0.00 - well below their long-term average of 0.25, suggesting their price drivers have been diverging.

Fundamentals

EPS

CPNG:

-$0.09

VRM:

-$12.02

PS Ratio

CPNG:

1.09

VRM:

0.56

Total Revenue (TTM)

CPNG:

$28.65B

VRM:

$50.29M

Gross Profit (TTM)

CPNG:

$3.65B

VRM:

$24.05M

EBITDA (TTM)

CPNG:

$80.00M

VRM:

-$2.99M

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Return for Risk

CPNG vs. VRM — Risk / Return Rank

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

CPNG
CPNG Risk / Return Rank: 1010
Overall Rank
CPNG Sharpe Ratio Rank: 77
Sharpe Ratio Rank
CPNG Sortino Ratio Rank: 99
Sortino Ratio Rank
CPNG Omega Ratio Rank: 88
Omega Ratio Rank
CPNG Calmar Ratio Rank: 1515
Calmar Ratio Rank
CPNG Martin Ratio Rank: 1212
Martin Ratio Rank

VRM
VRM Risk / Return Rank: 66
Overall Rank
VRM Sharpe Ratio Rank: 99
Sharpe Ratio Rank
VRM Sortino Ratio Rank: 66
Sortino Ratio Rank
VRM Omega Ratio Rank: 99
Omega Ratio Rank
VRM Calmar Ratio Rank: 55
Calmar Ratio Rank
VRM Martin Ratio Rank: 22
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.

CPNG vs. VRM - Risk-Adjusted Trends Comparison

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

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CPNGVRMDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

+0.23

Omega ratioGain probability vs. loss probability

0.83

0.83

0.00

Calmar ratioReturn relative to maximum drawdown

-0.74

-0.94

+0.20

Martin ratioReturn relative to average drawdown

-1.32

-1.79

+0.47

CPNG vs. VRM - Sharpe Ratio Comparison

The current CPNG Sharpe Ratio is -0.92, which is comparable to the VRM Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of CPNG and VRM, 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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Drawdowns

CPNG vs. VRM - Drawdown Comparison

The maximum CPNG drawdown since its inception was -85.28%, smaller than the maximum VRM drawdown of -99.93%. Use the drawdown chart below to compare losses from any high point for CPNG and VRM.


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Drawdown Indicators


CPNGVRMDifference

Max Drawdown

Largest peak-to-trough decline

-85.28%

-99.93%

+14.65%

Max Drawdown (1Y)

Largest decline over 1 year

-54.91%

-77.99%

+23.08%

Max Drawdown (3Y)

Largest decline over 3 years

-54.91%

-98.01%

+43.10%

Max Drawdown (5Y)

Largest decline over 5 years

-79.01%

-99.88%

+20.87%

Current Drawdown

Current decline from peak

-73.51%

-99.88%

+26.37%

Average Drawdown

Average peak-to-trough decline

-64.19%

-84.17%

+19.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.85%

41.01%

-10.16%

Volatility

CPNG vs. VRM - Volatility Comparison

The current volatility for Coupang, Inc. (CPNG) is 21.03%, while Vroom, Inc. (VRM) has a volatility of 26.47%. This indicates that CPNG experiences smaller price fluctuations and is considered to be less risky than VRM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CPNGVRMDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.03%

26.47%

-5.44%

Volatility (6M)

Calculated over the trailing 6-month period

39.57%

73.49%

-33.92%

Volatility (1Y)

Calculated over the trailing 1-year period

44.14%

88.66%

-44.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.50%

261.66%

-209.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

53.74%

239.80%

-186.06%

Dividends

CPNG vs. VRM - Dividend Comparison

Neither CPNG nor VRM has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

CPNG vs. VRM - Financials Comparison

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


0.002.00B4.00B6.00B8.00B10.00B20222023202420252026
2.03B
0
(CPNG) Total Revenue
(VRM) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CPNG and VRM have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VRM has higher volatility (26.47%) compared to CPNG (21.03%). In terms of maximum drawdown, CPNG dropped -85.28% vs VRM's -99.93%.

VRM currently has the higher Sharpe Ratio (-0.83 vs -0.92), 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

Find the right allocation for CPNG and VRM

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