GRPN vs. EBIZ
Compare and contrast key facts about Groupon, Inc. (GRPN) and Global X E-commerce ETF (EBIZ).
EBIZ is a passively managed fund by Global X that tracks the performance of the Solactive E-commerce Index. It was launched on Nov 27, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GRPN or EBIZ.
Key characteristics
| GRPN | EBIZ | |
|---|---|---|
| YTD Return | -15.15% | 30.09% |
| 1Y Return | -21.73% | 51.62% |
| 3Y Return (Ann) | -25.47% | -4.60% |
| 5Y Return (Ann) | -28.68% | 10.23% |
| Sharpe Ratio | -0.30 | 2.37 |
| Sortino Ratio | 0.15 | 3.21 |
| Omega Ratio | 1.02 | 1.39 |
| Calmar Ratio | -0.27 | 0.97 |
| Martin Ratio | -0.92 | 12.62 |
| Ulcer Index | 29.19% | 3.99% |
| Daily Std Dev | 88.27% | 21.25% |
| Max Drawdown | -99.43% | -61.58% |
| Current Drawdown | -97.92% | -26.23% |
Correlation
The correlation between GRPN and EBIZ is 0.46, 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
In the year-to-date period, GRPN achieves a -15.15% return, which is significantly lower than EBIZ's 30.09% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
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 0.21%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
GRPN Groupon, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EBIZ Global X E-commerce ETF | 0.21% | 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.
Volatility
GRPN vs. EBIZ - Volatility Comparison
Groupon, Inc. (GRPN) has a higher volatility of 19.08% compared to Global X E-commerce ETF (EBIZ) at 4.68%. 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.