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 -12.26%/yr vs 13.26%/yr for ^GSPC. Their 0.37 correlation means their historical movements had little consistent relationship.
Performance
GRPN vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, GRPN achieves a 56.62% return, which is significantly higher than ^GSPC's 9.41% return. Over the past 10 years, GRPN has underperformed ^GSPC with an annualized return of -12.26%, while ^GSPC has yielded a comparatively higher 13.26% annualized return.
GRPN
- 1D
- -1.11%
- 1M
- 7.82%
- 6M
- 94.91%
- YTD
- 56.62%
- 1Y
- -5.09%
- 3Y*
- 53.07%
- 5Y*
- -5.38%
- 10Y*
- -12.26%
- ALL TIME*
- -18.48%
^GSPC
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
^GSPC S&P 500 Index | $37.98T | $37.61T | $41.48T |
GRPN Groupon, Inc. | $35.71M | $38.89M | $37.92M |
GRPN vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GRPN Groupon, Inc. | 56.62% | 44.94% | -5.37% | 49.65% | -62.95% | -39.04% | -20.51% | -25.31% | -37.25% | 53.61% |
^GSPC S&P 500 Index | 9.41% | 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 0.31, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.31 |
Correlation (3Y) Balances recent behavior with more history. | 0.30 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.38 |
Correlation (10Y) Provides a long-term view across more market conditions. | 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 | -1.55 | ||
| Sortino ratioReturn per unit of downside risk | -1.61 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.25 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 2.00 | -2.15 |
| Martin ratioReturn relative to average drawdown | -0.21 | 8.49 | -8.70 |
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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 | -73.87% | -9.10% | -64.77% |
Max Drawdown (3Y)Largest decline over 3 years | -74.20% | -18.90% | -55.30% |
Max Drawdown (5Y)Largest decline over 5 years | -91.71% | -25.43% | -66.28% |
Max Drawdown (10Y)Largest decline over 10 years | -97.48% | -33.92% | -63.56% |
Current DrawdownCurrent decline from peak | -95.07% | -1.58% | -93.49% |
Average DrawdownAverage peak-to-trough decline | -86.20% | -10.70% | -75.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 51.00% | 2.14% | +48.86% |
Volatility
GRPN vs. ^GSPC - Volatility Comparison
Groupon, Inc. (GRPN) has a higher volatility of 24.78% compared to S&P 500 Index (^GSPC) at 3.51%. 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 | 24.78% | 3.51% | +21.27% |
Volatility (6M)Calculated over the trailing 6-month period | 62.38% | 10.11% | +52.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 77.33% | 12.87% | +64.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 90.29% | 17.01% | +73.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 82.46% | 18.07% | +64.39% |
Frequently Asked Questions
GRPN and ^GSPC have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GRPN has higher volatility (24.78%) compared to ^GSPC (3.51%). In terms of maximum drawdown, GRPN dropped -99.47% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.42 vs -0.14), 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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