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GRAL vs. FUBO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GRAL vs. FUBO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GRAIL, Inc (GRAL) and fuboTV Inc. (FUBO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GRAL achieves a -17.90% return, which is significantly higher than FUBO's -68.22% return.


GRAL

1D
2.49%
1M
1.68%
6M
-32.22%
YTD
-17.90%
1Y
114.30%
3Y*
5Y*
10Y*
ALL TIME*
87.87%

FUBO

1D
8.59%
1M
-5.78%
6M
-64.72%
YTD
-68.22%
1Y
-78.64%
3Y*
-36.72%
5Y*
-49.85%
10Y*
ALL TIME*
-24.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$10.99M$12.52M$13.90M
$34.34M$35.18M$43.99M

GRAL vs. FUBO - Yearly Performance Comparison


2026 (YTD)20252024
GRAL
GRAIL, Inc
-17.90%379.50%-4.19%
FUBO
fuboTV Inc.
-68.22%100.00%9.57%

Correlation

The correlation between GRAL and FUBO is 0.20, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.20

Correlation (All Time)
Calculated using the full available price history since Jun 25, 2024

0.27

Fundamentals

Market Cap

GRAL:

$3.02B

FUBO:

$1.05B

EPS

GRAL:

-$10.09

FUBO:

-$1.30

PS Ratio

GRAL:

17.63

FUBO:

0.07

PB Ratio

GRAL:

1.14

FUBO:

0.36

Total Revenue (TTM)

GRAL:

$156.12M

FUBO:

$3.88B

Gross Profit (TTM)

GRAL:

-$23.10M

FUBO:

$233.58M

EBITDA (TTM)

GRAL:

-$392.68M

FUBO:

$35.16M

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Return for Risk

GRAL vs. FUBO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

GRAL
GRAL Risk / Return Rank: 7777
Overall Rank
GRAL Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
GRAL Sortino Ratio Rank: 7777
Sortino Ratio Rank
GRAL Omega Ratio Rank: 8282
Omega Ratio Rank
GRAL Calmar Ratio Rank: 7777
Calmar Ratio Rank
GRAL Martin Ratio Rank: 7272
Martin Ratio Rank

FUBO
FUBO Risk / Return Rank: 55
Overall Rank
FUBO Sharpe Ratio Rank: 44
Sharpe Ratio Rank
FUBO Sortino Ratio Rank: 22
Sortino Ratio Rank
FUBO Omega Ratio Rank: 33
Omega Ratio Rank
FUBO Calmar Ratio Rank: 66
Calmar Ratio Rank
FUBO Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

GRAL vs. FUBO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GRAIL, Inc (GRAL) and fuboTV Inc. (FUBO). 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.


GRALFUBODifference
Sharpe ratioReturn per unit of total volatility

+2.22

Sortino ratioReturn per unit of downside risk

+4.23

Omega ratioGain probability vs. loss probability

1.29

0.74

+0.55

Calmar ratioReturn relative to maximum drawdown

1.83

-0.92

+2.75

Martin ratioReturn relative to average drawdown

3.35

-1.33

+4.69

GRAL vs. FUBO - Sharpe Ratio Comparison

The current GRAL Sharpe Ratio is 1.17, which is higher than the FUBO Sharpe Ratio of -1.05. The chart below compares the historical Sharpe Ratios of GRAL and FUBO, 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

GRAL vs. FUBO - Drawdown Comparison

The maximum GRAL drawdown since its inception was -62.92%, smaller than the maximum FUBO drawdown of -98.99%. Use the drawdown chart below to compare losses from any high point for GRAL and FUBO.


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Drawdown Indicators


GRALFUBODifference

Max Drawdown

Largest peak-to-trough decline

-62.92%

-98.99%

+36.07%

Max Drawdown (1Y)

Largest decline over 1 year

-62.92%

-85.22%

+22.30%

Max Drawdown (3Y)

Largest decline over 3 years

-87.65%

Max Drawdown (5Y)

Largest decline over 5 years

-98.01%

Current Drawdown

Current decline from peak

-39.45%

-98.80%

+59.35%

Average Drawdown

Average peak-to-trough decline

-28.37%

-85.80%

+57.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.20%

59.00%

-24.80%

Volatility

GRAL vs. FUBO - Volatility Comparison

GRAIL, Inc (GRAL) and fuboTV Inc. (FUBO) have volatilities of 19.29% and 19.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GRALFUBODifference

Volatility (1M)

Calculated over the trailing 1-month period

19.29%

19.34%

-0.05%

Volatility (6M)

Calculated over the trailing 6-month period

89.28%

65.14%

+24.14%

Volatility (1Y)

Calculated over the trailing 1-year period

98.40%

75.43%

+22.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

103.95%

145.01%

-41.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

103.95%

170.08%

-66.13%

Dividends

GRAL vs. FUBO - Dividend Comparison

Neither GRAL nor FUBO has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

GRAL vs. FUBO - Financials Comparison

This section allows you to compare key financial metrics between GRAIL, Inc and fuboTV 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

Frequently Asked Questions


GRAL and FUBO have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FUBO has higher volatility (19.34%) compared to GRAL (19.29%). In terms of maximum drawdown, GRAL dropped -62.92% vs FUBO's -98.99%.

GRAL currently has the higher Sharpe Ratio (1.17 vs -1.05), 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

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