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GLBE vs. SHOP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GLBE and SHOP is 0.64, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

GLBE vs. SHOP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global-e Online Ltd. (GLBE) and Shopify Inc. (SHOP). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%NovemberDecember2025FebruaryMarchApril
-19.44%
-6.80%
GLBE
SHOP

Key characteristics

Sharpe Ratio

GLBE:

-0.25

SHOP:

0.04

Sortino Ratio

GLBE:

-0.03

SHOP:

0.48

Omega Ratio

GLBE:

1.00

SHOP:

1.07

Calmar Ratio

GLBE:

-0.18

SHOP:

0.03

Martin Ratio

GLBE:

-0.72

SHOP:

0.17

Ulcer Index

GLBE:

16.53%

SHOP:

14.34%

Daily Std Dev

GLBE:

47.63%

SHOP:

58.03%

Max Drawdown

GLBE:

-79.10%

SHOP:

-84.82%

Current Drawdown

GLBE:

-63.52%

SHOP:

-54.40%

Fundamentals

Market Cap

GLBE:

$4.94B

SHOP:

$141.30B

EPS

GLBE:

-$0.45

SHOP:

$0.99

Total Revenue (TTM)

GLBE:

$606.89M

SHOP:

$7.02B

Gross Profit (TTM)

GLBE:

$276.15M

SHOP:

$3.51B

EBITDA (TTM)

GLBE:

$14.20M

SHOP:

$1.23B

Returns By Period

In the year-to-date period, GLBE achieves a -45.35% return, which is significantly lower than SHOP's -27.50% return.


GLBE

YTD

-45.35%

1M

-23.22%

6M

-19.35%

1Y

-18.09%

5Y*

N/A

10Y*

N/A

SHOP

YTD

-27.50%

1M

-23.01%

6M

-6.65%

1Y

3.64%

5Y*

13.09%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

GLBE vs. SHOP — Risk-Adjusted Performance Rank

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

GLBE
The Risk-Adjusted Performance Rank of GLBE is 4848
Overall Rank
The Sharpe Ratio Rank of GLBE is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of GLBE is 4747
Sortino Ratio Rank
The Omega Ratio Rank of GLBE is 4646
Omega Ratio Rank
The Calmar Ratio Rank of GLBE is 5050
Calmar Ratio Rank
The Martin Ratio Rank of GLBE is 4848
Martin Ratio Rank

SHOP
The Risk-Adjusted Performance Rank of SHOP is 6363
Overall Rank
The Sharpe Ratio Rank of SHOP is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of SHOP is 6262
Sortino Ratio Rank
The Omega Ratio Rank of SHOP is 6262
Omega Ratio Rank
The Calmar Ratio Rank of SHOP is 6363
Calmar Ratio Rank
The Martin Ratio Rank of SHOP is 6464
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.

GLBE vs. SHOP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global-e Online Ltd. (GLBE) and Shopify Inc. (SHOP). 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.


The chart of Sharpe ratio for GLBE, currently valued at -0.25, compared to the broader market-2.00-1.000.001.002.00
GLBE: -0.25
SHOP: 0.04
The chart of Sortino ratio for GLBE, currently valued at -0.03, compared to the broader market-6.00-4.00-2.000.002.004.00
GLBE: -0.03
SHOP: 0.48
The chart of Omega ratio for GLBE, currently valued at 1.00, compared to the broader market0.501.001.502.00
GLBE: 1.00
SHOP: 1.07
The chart of Calmar ratio for GLBE, currently valued at -0.18, compared to the broader market0.001.002.003.004.00
GLBE: -0.18
SHOP: 0.03
The chart of Martin ratio for GLBE, currently valued at -0.72, compared to the broader market-5.000.005.0010.0015.00
GLBE: -0.72
SHOP: 0.17

The current GLBE Sharpe Ratio is -0.25, which is lower than the SHOP Sharpe Ratio of 0.04. The chart below compares the historical Sharpe Ratios of GLBE and SHOP, 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 Ratio0.000.501.001.50NovemberDecember2025FebruaryMarchApril
-0.25
0.04
GLBE
SHOP

Dividends

GLBE vs. SHOP - Dividend Comparison

Neither GLBE nor SHOP has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GLBE vs. SHOP - Drawdown Comparison

The maximum GLBE drawdown since its inception was -79.10%, smaller than the maximum SHOP drawdown of -84.82%. Use the drawdown chart below to compare losses from any high point for GLBE and SHOP. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2025FebruaryMarchApril
-63.52%
-54.40%
GLBE
SHOP

Volatility

GLBE vs. SHOP - Volatility Comparison

The current volatility for Global-e Online Ltd. (GLBE) is 22.60%, while Shopify Inc. (SHOP) has a volatility of 27.12%. This indicates that GLBE experiences smaller price fluctuations and is considered to be less risky than SHOP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
22.60%
27.12%
GLBE
SHOP

Financials

GLBE vs. SHOP - Financials Comparison

This section allows you to compare key financial metrics between Global-e Online Ltd. and Shopify 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


Values in USD except per share items