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 -10.30%/yr vs 13.27%/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 33.67% return, which is significantly higher than ^GSPC's 9.79% return. Over the past 10 years, GRPN has underperformed ^GSPC with an annualized return of -10.30%, while ^GSPC has yielded a comparatively higher 13.27% annualized return.
GRPN
- 1D
- -9.64%
- 1M
- 38.39%
- 6M
- 46.12%
- YTD
- 33.67%
- 1Y
- -30.00%
- 3Y*
- 55.71%
- 5Y*
- -10.28%
- 10Y*
- -10.30%
^GSPC
- 1D
- -0.79%
- 1M
- 1.13%
- 6M
- 7.71%
- YTD
- 9.79%
- 1Y
- 20.06%
- 3Y*
- 18.60%
- 5Y*
- 11.43%
- 10Y*
- 13.27%
GRPN vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GRPN Groupon, Inc. | 33.67% | 44.94% | -5.37% | 49.65% | -62.95% | -39.04% | -20.51% | -25.31% | -37.25% | 53.61% |
^GSPC S&P 500 Index | 9.79% | 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 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
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 | -2.01 | ||
| Sortino ratioReturn per unit of downside risk | -2.40 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.29 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.41 | 2.21 | -2.62 |
| Martin ratioReturn relative to average drawdown | -0.59 | 9.61 | -10.20 |
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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 | -92.53% | -25.43% | -67.10% |
Max Drawdown (10Y)Largest decline over 10 years | -97.48% | -33.92% | -63.56% |
Current DrawdownCurrent decline from peak | -95.80% | -1.24% | -94.56% |
Average DrawdownAverage peak-to-trough decline | -86.17% | -10.71% | -75.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 50.65% | 2.09% | +48.56% |
Volatility
GRPN vs. ^GSPC - Volatility Comparison
Groupon, Inc. (GRPN) has a higher volatility of 29.13% compared to S&P 500 Index (^GSPC) at 3.96%. 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 | 29.13% | 3.96% | +25.17% |
Volatility (6M)Calculated over the trailing 6-month period | 59.57% | 9.99% | +49.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 75.26% | 12.57% | +62.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 89.98% | 17.01% | +72.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 82.83% | 18.05% | +64.78% |
Frequently Asked Questions
GRPN and ^GSPC have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GRPN has higher volatility (29.13%) compared to ^GSPC (3.96%). In terms of maximum drawdown, GRPN dropped -99.47% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.61 vs -0.40), 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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