GPRO vs. LBRT
GPRO (GoPro, Inc.) and LBRT (Liberty Oilfield Services Inc.) are both stocks. GPRO operates in Consumer Electronics (Technology), while LBRT operates in Oil & Gas Equipment & Services (Energy). Over the past 5 years, GPRO returned -38.14%/yr vs 13.92%/yr for LBRT. At a 0.24 correlation, their price movements are largely independent.
Performance
GPRO vs. LBRT - Performance Comparison
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Returns By Period
In the year-to-date period, GPRO achieves a -29.08% return, which is significantly lower than LBRT's 72.02% return.
GPRO
- 1D
- -4.31%
- 1M
- -31.51%
- YTD
- -29.08%
- 6M
- -45.65%
- 1Y
- 45.75%
- 3Y*
- -38.17%
- 5Y*
- -38.14%
- 10Y*
- -21.26%
LBRT
- 1D
- 1.91%
- 1M
- -6.08%
- YTD
- 72.02%
- 6M
- 61.44%
- 1Y
- 168.62%
- 3Y*
- 37.21%
- 5Y*
- 13.92%
- 10Y*
- —
GPRO vs. LBRT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
GPRO GoPro, Inc. | -29.08% | 29.36% | -68.59% | -30.32% | -51.70% | 24.52% | 90.78% | 2.36% | -31.94% |
LBRT Liberty Oilfield Services Inc. | 72.02% | -4.91% | 11.23% | 14.83% | 65.57% | -5.92% | -6.51% | -12.62% | -40.12% |
Correlation
The correlation between GPRO and LBRT is 0.07, 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 | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jan 16, 2018 | 0.24 |
The correlation between GPRO and LBRT shifts across timeframes, from 0.07 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
Fundamentals
GPRO:
$163.21M
LBRT:
$5.25B
GPRO:
-$0.80
LBRT:
$0.91
GPRO:
0.26
LBRT:
1.29
GPRO:
$616.30M
LBRT:
$4.05B
GPRO:
$180.32M
LBRT:
$433.12M
GPRO:
-$67.88M
LBRT:
$688.45M
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Return for Risk
GPRO vs. LBRT — Risk / Return Rank
GPRO
LBRT
GPRO vs. LBRT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GoPro, Inc. (GPRO) and Liberty Oilfield Services Inc. (LBRT). 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.
| GPRO | LBRT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.36 | ||
| Sortino ratioReturn per unit of downside risk | -2.03 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.44 | -0.26 |
| Calmar ratioReturn relative to maximum drawdown | 0.59 | 6.48 | -5.89 |
| Martin ratioReturn relative to average drawdown | 1.00 | 15.96 | -14.97 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GPRO | LBRT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.39 | 2.75 | -2.36 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.53 | 0.25 | -0.79 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.32 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.37 | 0.09 | -0.45 |
Drawdowns
GPRO vs. LBRT - Drawdown Comparison
The maximum GPRO drawdown since its inception was -99.49%, which is greater than LBRT's maximum drawdown of -90.02%. Use the drawdown chart below to compare losses from any high point for GPRO and LBRT.
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Drawdown Indicators
| GPRO | LBRT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.49% | -90.02% | -9.47% |
Max Drawdown (1Y)Largest decline over 1 year | -78.28% | -26.19% | -52.09% |
Max Drawdown (3Y)Largest decline over 3 years | -88.99% | -58.84% | -30.15% |
Max Drawdown (5Y)Largest decline over 5 years | -96.18% | -58.84% | -37.34% |
Max Drawdown (10Y)Largest decline over 10 years | -97.19% | — | — |
Current DrawdownCurrent decline from peak | -98.93% | -6.71% | -92.22% |
Average DrawdownAverage peak-to-trough decline | -87.02% | -35.65% | -51.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 46.06% | 10.61% | +35.45% |
Volatility
GPRO vs. LBRT - Volatility Comparison
GoPro, Inc. (GPRO) has a higher volatility of 31.76% compared to Liberty Oilfield Services Inc. (LBRT) at 12.30%. This indicates that GPRO's price experiences larger fluctuations and is considered to be riskier than LBRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GPRO | LBRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 31.76% | 12.30% | +19.46% |
Volatility (6M)Calculated over the trailing 6-month period | 76.11% | 36.64% | +39.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 118.13% | 61.93% | +56.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 71.61% | 54.95% | +16.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.37% | 64.77% | +2.60% |
Dividends
GPRO vs. LBRT - Dividend Comparison
GPRO has not paid dividends to shareholders, while LBRT's dividend yield for the trailing twelve months is around 1.36%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
GPRO GoPro, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LBRT Liberty Oilfield Services Inc. | 1.36% | 1.79% | 1.46% | 1.21% | 0.31% | 0.00% | 0.48% | 1.80% | 0.77% |
Financials
GPRO vs. LBRT - Financials Comparison
This section allows you to compare key financial metrics between GoPro, Inc. and Liberty Oilfield Services 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.
Total Revenue: Total amount of money received from sales and other business activities
GPRO vs. LBRT - Profitability Comparison
GPRO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, GoPro, Inc. reported a gross profit of 4.31M and revenue of 99.07M. Therefore, the gross margin over that period was 4.4%.
LBRT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Liberty Oilfield Services Inc. reported a gross profit of 63.31M and revenue of 1.02B. Therefore, the gross margin over that period was 6.2%.
GPRO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, GoPro, Inc. reported an operating income of -57.25M and revenue of 99.07M, resulting in an operating margin of -57.8%.
LBRT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Liberty Oilfield Services Inc. reported an operating income of 3.77M and revenue of 1.02B, resulting in an operating margin of 0.4%.
GPRO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, GoPro, Inc. reported a net income of -80.82M and revenue of 99.07M, resulting in a net margin of -81.6%.
LBRT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Liberty Oilfield Services Inc. reported a net income of 22.56M and revenue of 1.02B, resulting in a net margin of 2.2%.
Frequently Asked Questions
GPRO and LBRT have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GPRO has higher volatility (31.76%) compared to LBRT (12.30%). In terms of maximum drawdown, GPRO dropped -99.49% vs LBRT's -90.02%.
LBRT currently has the higher Sharpe Ratio (2.75 vs 0.39), 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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