EBIZ vs. GRPN
Compare and contrast key facts about Global X E-commerce ETF (EBIZ) and Groupon, Inc. (GRPN).
EBIZ is a passively managed fund by Global X that tracks the performance of the Solactive E-commerce Index. It was launched on Nov 27, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EBIZ or GRPN.
Key characteristics
| EBIZ | GRPN | |
|---|---|---|
| YTD Return | 28.95% | -14.64% |
| 1Y Return | 52.82% | -19.05% |
| 3Y Return (Ann) | -4.90% | -25.17% |
| 5Y Return (Ann) | 10.03% | -28.57% |
| Sharpe Ratio | 2.37 | -0.24 |
| Sortino Ratio | 3.20 | 0.27 |
| Omega Ratio | 1.39 | 1.04 |
| Calmar Ratio | 0.96 | -0.22 |
| Martin Ratio | 12.58 | -0.73 |
| Ulcer Index | 4.00% | 29.08% |
| Daily Std Dev | 21.25% | 88.02% |
| Max Drawdown | -61.58% | -99.43% |
| Current Drawdown | -26.88% | -97.91% |
Correlation
The correlation between EBIZ and GRPN is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EBIZ vs. GRPN - Performance Comparison
In the year-to-date period, EBIZ achieves a 28.95% return, which is significantly higher than GRPN's -14.64% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EBIZ vs. GRPN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X E-commerce ETF (EBIZ) and Groupon, Inc. (GRPN). 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.
Dividends
EBIZ vs. GRPN - Dividend Comparison
EBIZ's dividend yield for the trailing twelve months is around 0.21%, while GRPN has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
EBIZ Global X E-commerce ETF | 0.21% | 0.00% | 0.10% | 0.57% | 0.84% | 0.18% |
GRPN Groupon, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EBIZ vs. GRPN - Drawdown Comparison
The maximum EBIZ drawdown since its inception was -61.58%, smaller than the maximum GRPN drawdown of -99.43%. Use the drawdown chart below to compare losses from any high point for EBIZ and GRPN. For additional features, visit the drawdowns tool.
Volatility
EBIZ vs. GRPN - Volatility Comparison
The current volatility for Global X E-commerce ETF (EBIZ) is 4.76%, while Groupon, Inc. (GRPN) has a volatility of 18.98%. This indicates that EBIZ experiences smaller price fluctuations and is considered to be less risky than GRPN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.