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GRPN vs. GOOGL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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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Returns By Period

In the year-to-date period, GRPN achieves a 6.76% return, which is significantly lower than GOOGL's 15.69% return. Over the past 10 years, GRPN has underperformed GOOGL with an annualized return of -12.37%, while GOOGL has yielded a comparatively higher 25.79% annualized return.


GRPN

1D
-0.58%
1M
26.26%
YTD
6.76%
6M
6.33%
1Y
-41.94%
3Y*
46.01%
5Y*
-16.75%
10Y*
-12.37%

GOOGL

1D
-3.86%
1M
-6.18%
YTD
15.69%
6M
14.73%
1Y
114.82%
3Y*
43.04%
5Y*
25.46%
10Y*
25.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GRPN vs. GOOGL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GRPN
Groupon, Inc.
6.76%44.94%-5.37%49.65%-62.95%-39.04%-20.51%-25.31%-37.25%53.61%
GOOGL
Alphabet Inc Class A
15.69%65.99%36.01%58.32%-39.09%65.30%30.85%28.18%-0.80%32.93%

Correlation

The correlation between GRPN and GOOGL is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.25

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Nov 7, 2011

0.27

The correlation between GRPN and GOOGL shifts across timeframes, from 0.11 (1 year) to 0.27 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

GRPN:

$762.01M

GOOGL:

$4.43T

EPS

GRPN:

-$2.41

GOOGL:

$13.11

PS Ratio

GRPN:

1.62

GOOGL:

10.46

Total Revenue (TTM)

GRPN:

$498.44M

GOOGL:

$422.57B

Gross Profit (TTM)

GRPN:

$443.22M

GOOGL:

$255.12B

EBITDA (TTM)

GRPN:

$9.20M

GOOGL:

$174.08B

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Return for Risk

GRPN vs. GOOGL — Risk / Return Rank

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

GRPN
GRPN Risk / Return Rank: 1919
Overall Rank
GRPN Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
GRPN Sortino Ratio Rank: 1515
Sortino Ratio Rank
GRPN Omega Ratio Rank: 1717
Omega Ratio Rank
GRPN Calmar Ratio Rank: 2424
Calmar Ratio Rank
GRPN Martin Ratio Rank: 2626
Martin Ratio Rank

GOOGL
GOOGL Risk / Return Rank: 9696
Overall Rank
GOOGL Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
GOOGL Sortino Ratio Rank: 9898
Sortino Ratio Rank
GOOGL Omega Ratio Rank: 9696
Omega Ratio Rank
GOOGL Calmar Ratio Rank: 9292
Calmar Ratio Rank
GOOGL Martin Ratio Rank: 9595
Martin Ratio Rank
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. GOOGL - Risk-Adjusted Trends 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.


GRPNGOOGLDifference

Sharpe ratio

Return per unit of total volatility

-0.62

3.95

-4.57

Sortino ratio

Return per unit of downside risk

-0.70

5.25

-5.95

Omega ratio

Gain probability vs. loss probability

0.92

1.64

-0.71

Calmar ratio

Return relative to maximum drawdown

-0.48

5.47

-5.95

Martin ratio

Return relative to average drawdown

-0.72

20.41

-21.13

GRPN vs. GOOGL - Sharpe Ratio Comparison

The current GRPN Sharpe Ratio is -0.62, which is lower than the GOOGL Sharpe Ratio of 3.95. The chart below compares the historical Sharpe Ratios of GRPN and GOOGL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


GRPNGOOGLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.62

3.95

-4.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.19

0.82

-1.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.15

0.89

-1.04

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.26

0.84

-1.10

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.


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Drawdown Indicators


GRPNGOOGLDifference

Max Drawdown

Largest peak-to-trough decline

-99.43%

-65.29%

-34.14%

Max Drawdown (1Y)

Largest decline over 1 year

-74.20%

-20.37%

-53.83%

Max Drawdown (3Y)

Largest decline over 3 years

-74.20%

-29.81%

-44.39%

Max Drawdown (5Y)

Largest decline over 5 years

-93.59%

-44.32%

-49.27%

Max Drawdown (10Y)

Largest decline over 10 years

-97.48%

-44.32%

-53.16%

Current Drawdown

Current decline from peak

-96.41%

-10.13%

-86.28%

Average Drawdown

Average peak-to-trough decline

-85.15%

-13.02%

-72.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

49.01%

5.46%

+43.55%

Volatility

GRPN vs. GOOGL - Volatility Comparison

Groupon, Inc. (GRPN) has a higher volatility of 24.28% compared to Alphabet Inc Class A (GOOGL) at 8.29%. 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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Volatility by Period


GRPNGOOGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.28%

8.29%

+15.99%

Volatility (6M)

Calculated over the trailing 6-month period

51.17%

20.62%

+30.55%

Volatility (1Y)

Calculated over the trailing 1-year period

68.74%

29.27%

+39.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

88.72%

31.29%

+57.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.19%

29.11%

+53.08%

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 0.23%.


PositionTTM20252024
GOOGL
Alphabet Inc Class A
0.23%0.27%0.32%
GRPN
Groupon, Inc.
0.00%0.00%0.00%

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


0.0020.00B40.00B60.00B80.00B100.00B120.00B20222023202420252026
117.20M
109.90B
(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

50.0%60.0%70.0%80.0%90.0%20222023202420252026
90.5%
62.5%
Portfolio components
GRPN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Groupon, Inc. reported a gross profit of 106.05M and revenue of 117.20M. Therefore, the gross margin over that period was 90.5%.

GOOGL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alphabet Inc Class A reported a gross profit of 68.63B and revenue of 109.90B. Therefore, the gross margin over that period was 62.5%.

GRPN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Groupon, Inc. reported an operating income of -3.32M and revenue of 117.20M, resulting in an operating margin of -2.8%.

GOOGL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alphabet Inc Class A reported an operating income of 39.70B and revenue of 109.90B, resulting in an operating margin of 36.1%.

GRPN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Groupon, Inc. reported a net income of -12.86M and revenue of 117.20M, resulting in a net margin of -11.0%.

GOOGL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alphabet Inc Class A reported a net income of 62.58B and revenue of 109.90B, resulting in a net margin of 56.9%.


Frequently Asked Questions


GRPN and GOOGL have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GRPN has higher volatility (24.28%) compared to GOOGL (8.29%). In terms of maximum drawdown, GRPN dropped -99.43% vs GOOGL's -65.29%.

GOOGL currently has the higher Sharpe Ratio (3.95 vs -0.62), 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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