GGRP vs. CCL
GGRP (The Glimpse Group, Inc.) and CCL (Carnival Corporation & Plc) are both stocks. GGRP operates in Software - Infrastructure (Technology), while CCL operates in Travel Services (Consumer Cyclical). Over the past 5 years, GGRP returned -39.77%/yr vs 2.25%/yr for CCL. At a 0.20 correlation, their price movements are largely independent.
Performance
GGRP vs. CCL - Performance Comparison
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Returns By Period
In the year-to-date period, GGRP achieves a -16.88% return, which is significantly lower than CCL's -11.20% return.
GGRP
- 1D
- 2.61%
- 1M
- -4.98%
- 6M
- -30.03%
- YTD
- -16.88%
- 1Y
- -51.89%
- 3Y*
- -41.83%
- 5Y*
- -39.77%
- 10Y*
- —
CCL
- 1D
- 0.41%
- 1M
- -8.05%
- 6M
- -15.60%
- YTD
- -11.20%
- 1Y
- -5.38%
- 3Y*
- 12.79%
- 5Y*
- 2.25%
- 10Y*
- -4.13%
GGRP vs. CCL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GGRP The Glimpse Group, Inc. | -16.88% | -62.51% | 118.58% | -62.71% | -69.27% | -16.09% |
CCL Carnival Corporation & Plc | -11.20% | 22.55% | 34.41% | 130.02% | -59.94% | -23.67% |
Correlation
The correlation between GGRP and CCL is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2021 | 0.20 |
Fundamentals
GGRP:
$16.70M
CCL:
$36.75B
GGRP:
-$0.71
CCL:
$2.20
GGRP:
2.37
CCL:
1.37
GGRP:
5.99
CCL:
2.87
GGRP:
$6.85M
CCL:
$27.31B
GGRP:
$4.52M
CCL:
$9.40B
GGRP:
-$4.34M
CCL:
$7.16B
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Return for Risk
GGRP vs. CCL — Risk / Return Rank
GGRP
CCL
GGRP vs. CCL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Glimpse Group, Inc. (GGRP) and Carnival Corporation & Plc (CCL). 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.
| GGRP | CCL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.49 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.01 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.63 | -0.23 | -0.40 |
| Martin ratioReturn relative to average drawdown | -0.98 | -0.45 | -0.53 |
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Drawdowns
GGRP vs. CCL - Drawdown Comparison
The maximum GGRP drawdown since its inception was -97.25%, which is greater than CCL's maximum drawdown of -90.37%. Use the drawdown chart below to compare losses from any high point for GGRP and CCL.
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Drawdown Indicators
| GGRP | CCL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.25% | -90.37% | -6.88% |
Max Drawdown (1Y)Largest decline over 1 year | -73.15% | -29.30% | -43.85% |
Max Drawdown (3Y)Largest decline over 3 years | -88.23% | -42.33% | -45.90% |
Max Drawdown (5Y)Largest decline over 5 years | -97.16% | -75.82% | -21.34% |
Max Drawdown (10Y)Largest decline over 10 years | — | -90.37% | — |
Current DrawdownCurrent decline from peak | -95.64% | -59.05% | -36.59% |
Average DrawdownAverage peak-to-trough decline | -81.15% | -28.63% | -52.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 47.16% | 15.11% | +32.05% |
Volatility
GGRP vs. CCL - Volatility Comparison
The Glimpse Group, Inc. (GGRP) has a higher volatility of 23.47% compared to Carnival Corporation & Plc (CCL) at 16.06%. This indicates that GGRP's price experiences larger fluctuations and is considered to be riskier than CCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GGRP | CCL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.47% | 16.06% | +7.41% |
Volatility (6M)Calculated over the trailing 6-month period | 63.41% | 38.56% | +24.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 89.76% | 47.23% | +42.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 107.53% | 55.57% | +51.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 110.61% | 57.68% | +52.93% |
Dividends
GGRP vs. CCL - Dividend Comparison
GGRP has not paid dividends to shareholders, while CCL's dividend yield for the trailing twelve months is around 1.12%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCL Carnival Corporation & Plc | 1.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.31% | 3.93% | 3.96% | 2.41% | 2.59% | 2.02% |
GGRP The Glimpse Group, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
GGRP vs. CCL - Financials Comparison
This section allows you to compare key financial metrics between The Glimpse Group, Inc. and Carnival Corporation & Plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
GGRP and CCL have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GGRP has higher volatility (23.47%) compared to CCL (16.06%). In terms of maximum drawdown, GGRP dropped -97.25% vs CCL's -90.37%.
CCL currently has the higher Sharpe Ratio (-0.14 vs -0.52), 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.
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