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GRPN vs. GOOGL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GRPN and GOOGL is 0.68, 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. GOOGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Groupon, Inc. (GRPN) and Alphabet Inc Class A (GOOGL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

GRPN:

1.41

GOOGL:

-0.32

Sortino Ratio

GRPN:

2.50

GOOGL:

-0.27

Omega Ratio

GRPN:

1.32

GOOGL:

0.97

Calmar Ratio

GRPN:

1.30

GOOGL:

-0.35

Martin Ratio

GRPN:

4.17

GOOGL:

-0.77

Ulcer Index

GRPN:

30.81%

GOOGL:

13.55%

Daily Std Dev

GRPN:

98.96%

GOOGL:

30.78%

Max Drawdown

GRPN:

-99.43%

GOOGL:

-65.29%

Current Drawdown

GRPN:

-95.23%

GOOGL:

-25.90%

Fundamentals

Market Cap

GRPN:

$994.39M

GOOGL:

$1.88T

EPS

GRPN:

-$1.51

GOOGL:

$8.97

PEG Ratio

GRPN:

14.66

GOOGL:

1.17

PS Ratio

GRPN:

2.02

GOOGL:

5.17

PB Ratio

GRPN:

16.55

GOOGL:

5.42

Total Revenue (TTM)

GRPN:

$369.47M

GOOGL:

$359.71B

Gross Profit (TTM)

GRPN:

$333.75M

GOOGL:

$210.76B

EBITDA (TTM)

GRPN:

-$307.00K

GOOGL:

$149.88B

Returns By Period

In the year-to-date period, GRPN achieves a 105.68% return, which is significantly higher than GOOGL's -19.22% return. Over the past 10 years, GRPN has underperformed GOOGL with an annualized return of -15.54%, while GOOGL has yielded a comparatively higher 19.05% annualized return.


GRPN

YTD

105.68%

1M

39.53%

6M

128.01%

1Y

92.68%

5Y*

2.40%

10Y*

-15.54%

GOOGL

YTD

-19.22%

1M

-0.05%

6M

-14.16%

1Y

-8.99%

5Y*

17.00%

10Y*

19.05%

*Annualized

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Risk-Adjusted Performance

GRPN vs. GOOGL — 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

GOOGL
The Risk-Adjusted Performance Rank of GOOGL is 3131
Overall Rank
The Sharpe Ratio Rank of GOOGL is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of GOOGL is 2929
Sortino Ratio Rank
The Omega Ratio Rank of GOOGL is 2929
Omega Ratio Rank
The Calmar Ratio Rank of GOOGL is 2929
Calmar Ratio Rank
The Martin Ratio Rank of GOOGL is 3434
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. GOOGL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Groupon, Inc. (GRPN) and Alphabet Inc Class A (GOOGL). 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 GOOGL Sharpe Ratio of -0.32. The chart below compares the historical Sharpe Ratios of GRPN and GOOGL, 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. GOOGL - Dividend Comparison

GRPN has not paid dividends to shareholders, while GOOGL's dividend yield for the trailing twelve months is around 0.52%.


TTM2024
GRPN
Groupon, Inc.
0.00%0.00%
GOOGL
Alphabet Inc Class A
0.52%0.32%

Drawdowns

GRPN vs. GOOGL - Drawdown Comparison

The maximum GRPN drawdown since its inception was -99.43%, which is greater than GOOGL's maximum drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for GRPN and GOOGL. For additional features, visit the drawdowns tool.


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Volatility

GRPN vs. GOOGL - Volatility Comparison

Groupon, Inc. (GRPN) has a higher volatility of 38.60% compared to Alphabet Inc Class A (GOOGL) at 11.57%. This indicates that GRPN's price experiences larger fluctuations and is considered to be riskier than GOOGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

GRPN vs. GOOGL - Financials Comparison

This section allows you to compare key financial metrics between Groupon, Inc. and Alphabet Inc Class A. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0020.00B40.00B60.00B80.00B100.00B20212022202320242025
130.38M
90.23B
(GRPN) Total Revenue
(GOOGL) Total Revenue
Values in USD except per share items

GRPN vs. GOOGL - Profitability Comparison

The chart below illustrates the profitability comparison between Groupon, Inc. and Alphabet Inc Class A over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%90.0%20212022202320242025
90.7%
59.7%
(GRPN) Gross Margin
(GOOGL) Gross Margin
GRPN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Groupon, Inc. reported a gross profit of 118.19M and revenue of 130.38M. Therefore, the gross margin over that period was 90.7%.

GOOGL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Alphabet Inc Class A reported a gross profit of 53.87B and revenue of 90.23B. Therefore, the gross margin over that period was 59.7%.

GRPN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Groupon, Inc. reported an operating income of 2.65M and revenue of 130.38M, resulting in an operating margin of 2.0%.

GOOGL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Alphabet Inc Class A reported an operating income of 30.61B and revenue of 90.23B, resulting in an operating margin of 33.9%.

GRPN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Groupon, Inc. reported a net income of -50.65M and revenue of 130.38M, resulting in a net margin of -38.9%.

GOOGL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Alphabet Inc Class A reported a net income of 34.54B and revenue of 90.23B, resulting in a net margin of 38.3%.