GRPN vs. ^GSPC
GRPN (Groupon, Inc.) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 10 years, GRPN returned -12.37%/yr vs 13.71%/yr for ^GSPC. At a 0.37 correlation, their price movements are largely independent.
Performance
GRPN vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, GRPN achieves a -4.83% return, which is significantly lower than ^GSPC's 7.60% return. Over the past 10 years, GRPN has underperformed ^GSPC with an annualized return of -12.37%, while ^GSPC has yielded a comparatively higher 13.71% annualized return.
GRPN
- 1D
- -0.83%
- 1M
- -11.46%
- YTD
- -4.83%
- 6M
- -7.66%
- 1Y
- -54.62%
- 3Y*
- 45.07%
- 5Y*
- -18.41%
- 10Y*
- -12.37%
^GSPC
- 1D
- -1.44%
- 1M
- -1.45%
- YTD
- 7.60%
- 6M
- 6.59%
- 1Y
- 22.24%
- 3Y*
- 19.20%
- 5Y*
- 11.54%
- 10Y*
- 13.71%
GRPN vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GRPN Groupon, Inc. | -4.83% | 44.94% | -5.37% | 49.65% | -62.95% | -39.04% | -20.51% | -25.31% | -37.25% | 53.61% |
^GSPC S&P 500 Index | 7.60% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 28.88% | -6.24% | 19.42% |
Correlation
The correlation between GRPN and ^GSPC is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2011 | 0.37 |
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Return for Risk
GRPN vs. ^GSPC — Risk / Return Rank
GRPN
^GSPC
GRPN vs. ^GSPC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Groupon, Inc. (GRPN) and S&P 500 Index (^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.
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.
| GRPN | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.57 | ||
| Sortino ratioReturn per unit of downside risk | -3.60 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.32 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.74 | 2.46 | -3.19 |
| Martin ratioReturn relative to average drawdown | -1.08 | 10.92 | -12.00 |
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Drawdowns
GRPN vs. ^GSPC - Drawdown Comparison
The maximum GRPN drawdown since its inception was -99.47%, 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.
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Drawdown Indicators
| GRPN | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.47% | -56.78% | -42.69% |
Max Drawdown (1Y)Largest decline over 1 year | -74.20% | -9.10% | -65.10% |
Max Drawdown (3Y)Largest decline over 3 years | -74.20% | -18.90% | -55.30% |
Max Drawdown (5Y)Largest decline over 5 years | -93.52% | -25.43% | -68.09% |
Max Drawdown (10Y)Largest decline over 10 years | -97.48% | -33.92% | -63.56% |
Current DrawdownCurrent decline from peak | -97.01% | -3.21% | -93.80% |
Average DrawdownAverage peak-to-trough decline | -86.13% | -10.71% | -75.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 50.69% | 2.04% | +48.65% |
Volatility
GRPN vs. ^GSPC - Volatility Comparison
Groupon, Inc. (GRPN) has a higher volatility of 23.21% compared to S&P 500 Index (^GSPC) at 4.89%. 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.
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Volatility by Period
| GRPN | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.21% | 4.89% | +18.32% |
Volatility (6M)Calculated over the trailing 6-month period | 53.14% | 9.93% | +43.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.32% | 12.57% | +56.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 89.04% | 17.00% | +72.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 82.33% | 18.08% | +64.25% |
Frequently Asked Questions
GRPN and ^GSPC have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GRPN has higher volatility (23.21%) compared to ^GSPC (4.89%). In terms of maximum drawdown, GRPN dropped -99.47% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.78 vs -0.79), 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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