GRPN vs. ^GSPC
Compare and contrast key facts about Groupon, Inc. (GRPN) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GRPN or ^GSPC.
Correlation
The correlation between GRPN and ^GSPC is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
GRPN vs. ^GSPC - Performance Comparison
Key characteristics
GRPN:
-0.10
^GSPC:
2.06
GRPN:
0.50
^GSPC:
2.74
GRPN:
1.07
^GSPC:
1.38
GRPN:
-0.09
^GSPC:
3.13
GRPN:
-0.26
^GSPC:
12.83
GRPN:
33.77%
^GSPC:
2.07%
GRPN:
87.58%
^GSPC:
12.85%
GRPN:
-99.43%
^GSPC:
-56.78%
GRPN:
-97.94%
^GSPC:
-0.67%
Returns By Period
In the year-to-date period, GRPN achieves a -11.19% return, which is significantly lower than ^GSPC's 2.85% return. Over the past 10 years, GRPN has underperformed ^GSPC with an annualized return of -23.01%, while ^GSPC has yielded a comparatively higher 11.45% annualized return.
GRPN
-11.19%
3.75%
-40.32%
-6.66%
-29.24%
-23.01%
^GSPC
2.85%
2.00%
8.88%
24.72%
12.77%
11.45%
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Risk-Adjusted Performance
GRPN vs. ^GSPC — Risk-Adjusted Performance Rank
GRPN
^GSPC
GRPN vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Groupon, Inc. (GRPN) and S&P 500 (^GSPC). 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.
Drawdowns
GRPN vs. ^GSPC - Drawdown Comparison
The maximum GRPN drawdown since its inception was -99.43%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for GRPN and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
GRPN vs. ^GSPC - Volatility Comparison
Groupon, Inc. (GRPN) has a higher volatility of 16.70% compared to S&P 500 (^GSPC) at 5.14%. This indicates that GRPN's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.