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GRPN vs. EBIZ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between GRPN and EBIZ is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

GRPN vs. EBIZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Groupon, Inc. (GRPN) and Global X E-commerce ETF (EBIZ). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

GRPN:

1.41

EBIZ:

0.69

Sortino Ratio

GRPN:

2.50

EBIZ:

1.08

Omega Ratio

GRPN:

1.32

EBIZ:

1.13

Calmar Ratio

GRPN:

1.30

EBIZ:

0.43

Martin Ratio

GRPN:

4.17

EBIZ:

2.25

Ulcer Index

GRPN:

30.81%

EBIZ:

7.72%

Daily Std Dev

GRPN:

98.96%

EBIZ:

25.92%

Max Drawdown

GRPN:

-99.43%

EBIZ:

-61.58%

Current Drawdown

GRPN:

-95.23%

EBIZ:

-22.99%

Returns By Period

In the year-to-date period, GRPN achieves a 105.68% return, which is significantly higher than EBIZ's 3.46% return.


GRPN

YTD

105.68%

1M

39.53%

6M

128.01%

1Y

92.68%

5Y*

2.40%

10Y*

-15.54%

EBIZ

YTD

3.46%

1M

13.08%

6M

5.31%

1Y

18.71%

5Y*

7.03%

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

GRPN vs. EBIZ — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GRPN
The Risk-Adjusted Performance Rank of GRPN is 8888
Overall Rank
The Sharpe Ratio Rank of GRPN is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of GRPN is 9191
Sortino Ratio Rank
The Omega Ratio Rank of GRPN is 8989
Omega Ratio Rank
The Calmar Ratio Rank of GRPN is 8888
Calmar Ratio Rank
The Martin Ratio Rank of GRPN is 8484
Martin Ratio Rank

EBIZ
The Risk-Adjusted Performance Rank of EBIZ is 6666
Overall Rank
The Sharpe Ratio Rank of EBIZ is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of EBIZ is 7171
Sortino Ratio Rank
The Omega Ratio Rank of EBIZ is 6565
Omega Ratio Rank
The Calmar Ratio Rank of EBIZ is 5757
Calmar Ratio Rank
The Martin Ratio Rank of EBIZ is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GRPN vs. EBIZ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Groupon, Inc. (GRPN) and Global X E-commerce ETF (EBIZ). 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.


The current GRPN Sharpe Ratio is 1.41, which is higher than the EBIZ Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of GRPN and EBIZ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

GRPN vs. EBIZ - Dividend Comparison

GRPN has not paid dividends to shareholders, while EBIZ's dividend yield for the trailing twelve months is around 0.23%.


TTM202420232022202120202019
GRPN
Groupon, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EBIZ
Global X E-commerce ETF
0.23%0.23%0.00%0.10%0.57%0.84%0.18%

Drawdowns

GRPN vs. EBIZ - Drawdown Comparison

The maximum GRPN drawdown since its inception was -99.43%, which is greater than EBIZ's maximum drawdown of -61.58%. Use the drawdown chart below to compare losses from any high point for GRPN and EBIZ. For additional features, visit the drawdowns tool.


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Volatility

GRPN vs. EBIZ - Volatility Comparison

Groupon, Inc. (GRPN) has a higher volatility of 38.60% compared to Global X E-commerce ETF (EBIZ) at 8.04%. This indicates that GRPN's price experiences larger fluctuations and is considered to be riskier than EBIZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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