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

Correlation

The correlation between GPN and SHOP is 0.41, 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.


-0.50.00.51.00.4

Performance

GPN vs. SHOP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global Payments Inc. (GPN) 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%80.00%SeptemberOctoberNovemberDecember2025February
-2.91%
66.18%
GPN
SHOP

Key characteristics

Sharpe Ratio

GPN:

-0.71

SHOP:

1.01

Sortino Ratio

GPN:

-0.86

SHOP:

1.71

Omega Ratio

GPN:

0.89

SHOP:

1.24

Calmar Ratio

GPN:

-0.36

SHOP:

0.75

Martin Ratio

GPN:

-1.06

SHOP:

3.74

Ulcer Index

GPN:

19.36%

SHOP:

13.88%

Daily Std Dev

GPN:

28.84%

SHOP:

51.24%

Max Drawdown

GPN:

-56.97%

SHOP:

-84.82%

Current Drawdown

GPN:

-50.34%

SHOP:

-26.97%

Fundamentals

Market Cap

GPN:

$26.39B

SHOP:

$141.30B

EPS

GPN:

$6.16

SHOP:

$0.99

PE Ratio

GPN:

17.30

SHOP:

110.02

PEG Ratio

GPN:

0.45

SHOP:

11.14

Total Revenue (TTM)

GPN:

$10.11B

SHOP:

$8.88B

Gross Profit (TTM)

GPN:

$6.35B

SHOP:

$4.47B

EBITDA (TTM)

GPN:

$3.99B

SHOP:

$1.38B

Returns By Period

In the year-to-date period, GPN achieves a -5.78% return, which is significantly lower than SHOP's 16.12% return.


GPN

YTD

-5.78%

1M

-2.75%

6M

-2.91%

1Y

-19.57%

5Y*

-11.78%

10Y*

9.09%

SHOP

YTD

16.12%

1M

16.17%

6M

66.18%

1Y

63.34%

5Y*

18.92%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

GPN vs. SHOP — Risk-Adjusted Performance Rank

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

GPN
The Risk-Adjusted Performance Rank of GPN is 1616
Overall Rank
The Sharpe Ratio Rank of GPN is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of GPN is 1313
Sortino Ratio Rank
The Omega Ratio Rank of GPN is 1313
Omega Ratio Rank
The Calmar Ratio Rank of GPN is 2525
Calmar Ratio Rank
The Martin Ratio Rank of GPN is 2020
Martin Ratio Rank

SHOP
The Risk-Adjusted Performance Rank of SHOP is 7676
Overall Rank
The Sharpe Ratio Rank of SHOP is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of SHOP is 7575
Sortino Ratio Rank
The Omega Ratio Rank of SHOP is 7676
Omega Ratio Rank
The Calmar Ratio Rank of SHOP is 7474
Calmar Ratio Rank
The Martin Ratio Rank of SHOP is 7676
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.

GPN vs. SHOP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global Payments Inc. (GPN) 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 GPN, currently valued at -0.71, compared to the broader market-2.000.002.00-0.711.01
The chart of Sortino ratio for GPN, currently valued at -0.86, compared to the broader market-4.00-2.000.002.004.006.00-0.861.71
The chart of Omega ratio for GPN, currently valued at 0.89, compared to the broader market0.501.001.502.000.891.24
The chart of Calmar ratio for GPN, currently valued at -0.36, compared to the broader market0.002.004.006.00-0.360.75
The chart of Martin ratio for GPN, currently valued at -1.06, compared to the broader market-10.000.0010.0020.0030.00-1.063.74
GPN
SHOP

The current GPN Sharpe Ratio is -0.71, which is lower than the SHOP Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of GPN 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 Ratio-1.00-0.500.000.501.001.50SeptemberOctoberNovemberDecember2025February
-0.71
1.01
GPN
SHOP

Dividends

GPN vs. SHOP - Dividend Comparison

GPN's dividend yield for the trailing twelve months is around 0.95%, while SHOP has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
GPN
Global Payments Inc.
0.95%0.89%0.79%1.01%0.66%0.36%0.12%0.04%0.04%0.06%0.06%0.10%
SHOP
Shopify 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%

Drawdowns

GPN vs. SHOP - Drawdown Comparison

The maximum GPN drawdown since its inception was -56.97%, smaller than the maximum SHOP drawdown of -84.82%. Use the drawdown chart below to compare losses from any high point for GPN and SHOP. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%SeptemberOctoberNovemberDecember2025February
-50.34%
-26.97%
GPN
SHOP

Volatility

GPN vs. SHOP - Volatility Comparison

The current volatility for Global Payments Inc. (GPN) is 7.30%, while Shopify Inc. (SHOP) has a volatility of 13.82%. This indicates that GPN 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%SeptemberOctoberNovemberDecember2025February
7.30%
13.82%
GPN
SHOP

Financials

GPN vs. SHOP - Financials Comparison

This section allows you to compare key financial metrics between Global Payments Inc. 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