GITS vs. SEZL

Last updated Jun 4, 2026

GITS (Global Interactive Technologies, Inc) and SEZL (Sezzle Inc. Common Stock) are both stocks. GITS operates in Internet Content & Information (Communication Services), while SEZL operates in Credit Services (Financial Services). Over the past year, GITS returned 3.47% vs -0.76% for SEZL. At a 0.08 correlation, their price movements are largely independent.

Performance

GITS vs. SEZL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global Interactive Technologies, Inc (GITS) and Sezzle Inc. Common Stock (SEZL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GITS achieves a 195.41% return, which is significantly higher than SEZL's 78.32% return.

GITS

• 1D: -9.91%
• 1M: 46.15%
• YTD: 195.41%
• 6M: 69.92%
• 1Y: 3.47%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SEZL

• 1D: -4.42%
• 1M: 31.68%
• YTD: 78.32%
• 6M: 75.65%
• 1Y: -0.76%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

GITS vs. SEZL - Yearly Performance Comparison

	2026 (YTD)	2025	2024
GITS Global Interactive Technologies, Inc	195.41%	-85.68%	-14.20%
SEZL Sezzle Inc. Common Stock	78.32%	48.89%	-18.84%

Correlation

The correlation between GITS and SEZL is 0.09, 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	0.09
Correlation (All Time) Calculated using the full available price history since Dec 18, 2024	0.08

Fundamentals

Market Cap GITS : $7.68M SEZL : $3.95B
EPS GITS : -$1.40 SEZL : $4.15
PS Ratio GITS : 3.58K SEZL : 8.42
PB Ratio GITS : 2.23 SEZL : 20.10
Total Revenue (TTM) GITS : $1.93K SEZL : $480.91M
Gross Profit (TTM) GITS : $1.93K SEZL : $426.79M
EBITDA (TTM) GITS : -$3.60M SEZL : $193.18M

Return for Risk

GITS vs. SEZL — Risk / Return Rank

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

GITS

GITS Risk / Return Rank: 56
GITS Sharpe Ratio Rank: 42
GITS Sortino Ratio Rank: 79
GITS Omega Ratio Rank: 76
GITS Calmar Ratio Rank: 41
GITS Martin Ratio Rank: 41

SEZL

SEZL Risk / Return Rank: 42
SEZL Sharpe Ratio Rank: 40
SEZL Sortino Ratio Rank: 45
SEZL Omega Ratio Rank: 45
SEZL Calmar Ratio Rank: 40
SEZL Martin Ratio Rank: 39

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.

GITS vs. SEZL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global Interactive Technologies, Inc (GITS) and Sezzle Inc. Common Stock (SEZL). 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.

	GITS	SEZL	Difference
Sharpe ratio: Return per unit of total volatility	0.01	-0.01	+0.02
Sortino ratio: Return per unit of downside risk	2.23	0.64	+1.59
Omega ratio: Gain probability vs. loss probability	1.27	1.08	+0.19
Calmar ratio: Return relative to maximum drawdown	0.04	-0.01	+0.05
Martin ratio: Return relative to average drawdown	0.07	-0.01	+0.08
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GITS vs. SEZL - Sharpe Ratio Comparison

The current GITS Sharpe Ratio is 0.01, which is higher than the SEZL Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of GITS and SEZL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GITS	SEZL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.01	-0.01	+0.02
Sharpe Ratio (All Time) Calculated using the full available price history	-0.20	0.85	-1.05

Drawdowns

GITS vs. SEZL - Drawdown Comparison

The maximum GITS drawdown since its inception was -89.80%, roughly equal to the maximum SEZL drawdown of -89.95%. Use the drawdown chart below to compare losses from any high point for GITS and SEZL.

Drawdown Indicators

	GITS	SEZL	Difference
Max Drawdown Largest peak-to-trough decline	-89.80%	-89.95%	+0.15%
Max Drawdown (1Y) Largest decline over 1 year	-82.58%	-72.02%	-10.56%
Current Drawdown Current decline from peak	-69.43%	-37.86%	-31.57%
Average Drawdown Average peak-to-trough decline	-69.33%	-40.43%	-28.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	52.22%	53.34%	-1.12%

Volatility

GITS vs. SEZL - Volatility Comparison

Global Interactive Technologies, Inc (GITS) has a higher volatility of 47.66% compared to Sezzle Inc. Common Stock (SEZL) at 21.11%. This indicates that GITS's price experiences larger fluctuations and is considered to be riskier than SEZL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GITS	SEZL	Difference
Volatility (1M) Calculated over the trailing 1-month period	47.66%	21.11%	+26.55%
Volatility (6M) Calculated over the trailing 6-month period	152.46%	61.86%	+90.60%
Volatility (1Y) Calculated over the trailing 1-year period	242.75%	87.75%	+155.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	253.14%	135.88%	+117.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	253.14%	135.88%	+117.26%

Dividends

GITS vs. SEZL - Dividend Comparison

Neither GITS nor SEZL has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both GITS and SEZL in my portfolio?

GITS and SEZL have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, GITS or SEZL?

GITS has higher volatility (47.66%) compared to SEZL (21.11%). In terms of maximum drawdown, GITS dropped -89.80% vs SEZL's -89.95%.

Which has better risk-adjusted returns?

GITS currently has the higher Sharpe Ratio (0.01 vs -0.01), 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.