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GLBE vs. ZVRA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GLBE vs. ZVRA - Performance Comparison

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

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Returns By Period

In the year-to-date period, GLBE achieves a -16.74% return, which is significantly lower than ZVRA's 41.18% return.


GLBE

1D
-1.48%
1M
18.85%
YTD
-16.74%
6M
-18.48%
1Y
-1.59%
3Y*
-4.73%
5Y*
-6.79%
10Y*

ZVRA

1D
-2.47%
1M
13.76%
YTD
41.18%
6M
51.86%
1Y
35.01%
3Y*
29.54%
5Y*
-2.85%
10Y*
-16.40%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLBE vs. ZVRA - Yearly Performance Comparison


2026 (YTD)20252024202320222021
GLBE
Global-e Online Ltd.
-16.74%-27.91%37.60%92.01%-67.44%161.40%
ZVRA
Zevra Therapeutics Inc.
41.18%7.43%27.33%42.70%-47.30%-0.23%

Correlation

The correlation between GLBE and ZVRA 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

0.20

Correlation (5Y)
Calculated over the trailing 5-year period

0.28

Correlation (All Time)
Calculated using the full available price history since May 12, 2021

0.28

The correlation between GLBE and ZVRA shifts across timeframes, from 0.11 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

GLBE:

$5.70B

ZVRA:

$761.92M

EPS

GLBE:

$0.67

ZVRA:

$2.16

PE Ratio

GLBE:

48.88

ZVRA:

5.85

PS Ratio

GLBE:

5.56

ZVRA:

5.94

PB Ratio

GLBE:

6.25

ZVRA:

3.70

Total Revenue (TTM)

GLBE:

$1.02B

ZVRA:

$122.29M

Gross Profit (TTM)

GLBE:

$467.05M

ZVRA:

$104.94M

EBITDA (TTM)

GLBE:

$146.46M

ZVRA:

$149.15M

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Return for Risk

GLBE vs. ZVRA — Risk / Return Rank

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

GLBE
GLBE Risk / Return Rank: 4040
Overall Rank
GLBE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
GLBE Sortino Ratio Rank: 3939
Sortino Ratio Rank
GLBE Omega Ratio Rank: 3838
Omega Ratio Rank
GLBE Calmar Ratio Rank: 4141
Calmar Ratio Rank
GLBE Martin Ratio Rank: 4141
Martin Ratio Rank

ZVRA
ZVRA Risk / Return Rank: 6060
Overall Rank
ZVRA Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
ZVRA Sortino Ratio Rank: 6262
Sortino Ratio Rank
ZVRA Omega Ratio Rank: 6161
Omega Ratio Rank
ZVRA Calmar Ratio Rank: 6060
Calmar Ratio Rank
ZVRA Martin Ratio Rank: 5757
Martin Ratio Rank
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.

GLBE vs. ZVRA - Risk-Adjusted Trends Comparison

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


GLBEZVRADifference
Sharpe ratioReturn per unit of total volatility

-0.59

Sortino ratioReturn per unit of downside risk

-0.97

Omega ratioGain probability vs. loss probability

1.04

1.16

-0.12

Calmar ratioReturn relative to maximum drawdown

-0.05

0.81

-0.86

Martin ratioReturn relative to average drawdown

-0.11

1.41

-1.52

GLBE vs. ZVRA - Sharpe Ratio Comparison

The current GLBE Sharpe Ratio is -0.03, which is lower than the ZVRA Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of GLBE and ZVRA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

GLBE vs. ZVRA - Drawdown Comparison

The maximum GLBE drawdown since its inception was -79.10%, smaller than the maximum ZVRA drawdown of -99.27%. Use the drawdown chart below to compare losses from any high point for GLBE and ZVRA.


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Drawdown Indicators


GLBEZVRADifference

Max Drawdown

Largest peak-to-trough decline

-79.10%

-99.27%

+20.17%

Max Drawdown (1Y)

Largest decline over 1 year

-33.78%

-43.47%

+9.69%

Max Drawdown (3Y)

Largest decline over 3 years

-56.17%

-43.47%

-12.70%

Max Drawdown (5Y)

Largest decline over 5 years

-79.10%

-74.01%

-5.09%

Max Drawdown (10Y)

Largest decline over 10 years

-97.85%

Current Drawdown

Current decline from peak

-59.93%

-96.65%

+36.72%

Average Drawdown

Average peak-to-trough decline

-52.28%

-86.41%

+34.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.59%

24.87%

-10.28%

Volatility

GLBE vs. ZVRA - Volatility Comparison

The current volatility for Global-e Online Ltd. (GLBE) is 13.51%, while Zevra Therapeutics Inc. (ZVRA) has a volatility of 24.56%. This indicates that GLBE experiences smaller price fluctuations and is considered to be less risky than ZVRA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GLBEZVRADifference

Volatility (1M)

Calculated over the trailing 1-month period

13.51%

24.56%

-11.05%

Volatility (6M)

Calculated over the trailing 6-month period

36.12%

40.23%

-4.11%

Volatility (1Y)

Calculated over the trailing 1-year period

46.63%

62.90%

-16.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.03%

60.49%

+7.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

68.12%

81.46%

-13.34%

Dividends

GLBE vs. ZVRA - Dividend Comparison

Neither GLBE nor ZVRA has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

GLBE vs. ZVRA - Financials Comparison

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


0.0050.00M100.00M150.00M200.00M250.00M300.00M350.00M20222023202420252026
252.09M
36.22M
(GLBE) Total Revenue
(ZVRA) Total Revenue
Values in USD except per share items

Frequently Asked Questions


GLBE and ZVRA 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.

ZVRA has higher volatility (24.56%) compared to GLBE (13.51%). In terms of maximum drawdown, GLBE dropped -79.10% vs ZVRA's -99.27%.

ZVRA currently has the higher Sharpe Ratio (0.56 vs -0.03), 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.

Portfolio Optimizer

Find the right allocation for GLBE and ZVRA

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