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

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.


-0.50.00.51.00.5

Performance

EBIZ vs. GRPN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X E-commerce ETF (EBIZ) and Groupon, Inc. (GRPN). The values are adjusted to include any dividend payments, if applicable.

-100.00%-50.00%0.00%50.00%100.00%AugustSeptemberOctoberNovemberDecember2025
88.04%
-82.65%
EBIZ
GRPN

Key characteristics

Sharpe Ratio

EBIZ:

2.05

GRPN:

-0.11

Sortino Ratio

EBIZ:

2.77

GRPN:

0.48

Omega Ratio

EBIZ:

1.34

GRPN:

1.07

Calmar Ratio

EBIZ:

0.95

GRPN:

-0.10

Martin Ratio

EBIZ:

10.20

GRPN:

-0.29

Ulcer Index

EBIZ:

4.30%

GRPN:

33.66%

Daily Std Dev

EBIZ:

21.42%

GRPN:

87.40%

Max Drawdown

EBIZ:

-61.58%

GRPN:

-99.43%

Current Drawdown

EBIZ:

-22.77%

GRPN:

-97.97%

Returns By Period

In the year-to-date period, EBIZ achieves a 3.75% return, which is significantly higher than GRPN's -12.35% return.


EBIZ

YTD

3.75%

1M

2.89%

6M

19.65%

1Y

41.38%

5Y*

8.33%

10Y*

N/A

GRPN

YTD

-12.35%

1M

3.00%

6M

-36.38%

1Y

-9.21%

5Y*

-29.34%

10Y*

-22.93%

*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

EBIZ vs. GRPN — Risk-Adjusted Performance Rank

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

EBIZ
The Risk-Adjusted Performance Rank of EBIZ is 6868
Overall Rank
The Sharpe Ratio Rank of EBIZ is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of EBIZ is 7676
Sortino Ratio Rank
The Omega Ratio Rank of EBIZ is 7171
Omega Ratio Rank
The Calmar Ratio Rank of EBIZ is 4040
Calmar Ratio Rank
The Martin Ratio Rank of EBIZ is 7373
Martin Ratio Rank

GRPN
The Risk-Adjusted Performance Rank of GRPN is 4242
Overall Rank
The Sharpe Ratio Rank of GRPN is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of GRPN is 4545
Sortino Ratio Rank
The Omega Ratio Rank of GRPN is 4545
Omega Ratio Rank
The Calmar Ratio Rank of GRPN is 4040
Calmar Ratio Rank
The Martin Ratio Rank of GRPN is 4040
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.

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.


Sharpe ratio
The chart of Sharpe ratio for EBIZ, currently valued at 2.05, compared to the broader market0.002.004.002.05-0.11
The chart of Sortino ratio for EBIZ, currently valued at 2.77, compared to the broader market0.005.0010.002.770.48
The chart of Omega ratio for EBIZ, currently valued at 1.34, compared to the broader market1.002.003.001.341.07
The chart of Calmar ratio for EBIZ, currently valued at 0.95, compared to the broader market0.005.0010.0015.0020.000.95-0.11
The chart of Martin ratio for EBIZ, currently valued at 10.20, compared to the broader market0.0020.0040.0060.0080.00100.0010.20-0.29
EBIZ
GRPN

The current EBIZ Sharpe Ratio is 2.05, which is higher than the GRPN Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of EBIZ and GRPN, 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 Ratio-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
2.05
-0.11
EBIZ
GRPN

Dividends

EBIZ vs. GRPN - Dividend Comparison

EBIZ's dividend yield for the trailing twelve months is around 0.23%, while GRPN has not paid dividends to shareholders.


TTM202420232022202120202019
EBIZ
Global X E-commerce ETF
0.23%0.23%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%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.


-80.00%-60.00%-40.00%-20.00%AugustSeptemberOctoberNovemberDecember2025
-22.77%
-86.55%
EBIZ
GRPN

Volatility

EBIZ vs. GRPN - Volatility Comparison

The current volatility for Global X E-commerce ETF (EBIZ) is 6.95%, while Groupon, Inc. (GRPN) has a volatility of 16.71%. 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.


0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
6.95%
16.71%
EBIZ
GRPN
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