GRPN vs. EBIZ

Last updated Apr 2, 2026

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.

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.

GRPN vs. EBIZ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
GRPN Groupon, Inc.	-36.46%	44.94%	-5.37%	49.65%	-62.95%	-39.04%	-20.51%	-25.31%	4.23%
EBIZ Global X E-commerce ETF	-17.78%	17.74%	31.26%	30.88%	-40.96%	-13.26%	74.39%	32.76%	-11.01%

Returns By Period

In the year-to-date period, GRPN achieves a -36.46% return, which is significantly lower than EBIZ's -17.78% return.

GRPN

• 1D: -5.97%
• 1M: -10.34%
• YTD: -36.46%
• 6M: -49.80%
• 1Y: -39.61%
• 3Y*: 38.52%
• 5Y*: -25.86%
• 10Y*: -17.69%

EBIZ

• 1D: -0.20%
• 1M: -4.69%
• YTD: -17.78%
• 6M: -23.89%
• 1Y: -5.45%
• 3Y*: 14.31%
• 5Y*: -5.08%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

GRPN vs. EBIZ — Risk / Return Rank

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

GRPN

GRPN Risk / Return Rank: 20
GRPN Sharpe Ratio Rank: 17
GRPN Sortino Ratio Rank: 17
GRPN Omega Ratio Rank: 18
GRPN Calmar Ratio Rank: 23
GRPN Martin Ratio Rank: 24

EBIZ

EBIZ Risk / Return Rank: 8
EBIZ Sharpe Ratio Rank: 8
EBIZ Sortino Ratio Rank: 8
EBIZ Omega Ratio Rank: 8
EBIZ Calmar Ratio Rank: 8
EBIZ Martin Ratio Rank: 8

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GRPN vs. EBIZ - Risk-Adjusted Trends 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.

	GRPN	EBIZ	Difference
Sharpe ratio Return per unit of total volatility	-0.54	-0.22	-0.31
Sortino ratio Return per unit of downside risk	-0.58	-0.15	-0.43
Omega ratio Gain probability vs. loss probability	0.93	0.98	-0.05
Calmar ratio Return relative to maximum drawdown	-0.54	-0.21	-0.33
Martin ratio Return relative to average drawdown	-0.94	-0.58	-0.36
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GRPN vs. EBIZ - Sharpe Ratio Comparison

The current GRPN Sharpe Ratio is -0.54, which is lower than the EBIZ Sharpe Ratio of -0.22. 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.

Sharpe Ratios by Period

	GRPN	EBIZ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.54	-0.22	-0.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.30	-0.18	-0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.22	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.30	0.28	-0.58

Correlation

The correlation between GRPN and EBIZ is 0.45, 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.

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 0.62%.

	TTM	2025	2024	2023	2022	2021	2020	2019
GRPN Groupon, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
EBIZ Global X E-commerce ETF	0.62%	0.51%	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.

Drawdown Indicators

	GRPN	EBIZ	Difference
Max Drawdown Largest peak-to-trough decline	-99.43%	-61.58%	-37.85%
Max Drawdown (1Y) Largest decline over 1 year	-74.20%	-27.73%	-46.47%
Max Drawdown (5Y) Largest decline over 5 years	-94.35%	-59.73%	-34.62%
Max Drawdown (10Y) Largest decline over 10 years	-97.48%	—	—
Current Drawdown Current decline from peak	-97.86%	-27.95%	-69.91%
Average Drawdown Average peak-to-trough decline	-85.02%	-24.33%	-60.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	42.96%	10.22%	+32.74%

Volatility

GRPN vs. EBIZ - Volatility Comparison

Groupon, Inc. (GRPN) has a higher volatility of 24.68% compared to Global X E-commerce ETF (EBIZ) at 7.43%. 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.

Volatility by Period

	GRPN	EBIZ	Difference
Volatility (1M) Calculated over the trailing 1-month period	24.68%	7.43%	+17.25%
Volatility (6M) Calculated over the trailing 6-month period	44.28%	15.75%	+28.53%
Volatility (1Y) Calculated over the trailing 1-year period	73.85%	24.51%	+49.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	87.50%	28.98%	+58.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	81.64%	28.86%	+52.78%