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

Correlation

The correlation between GRPN and GOOGL is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

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. (GOOGL). The values are adjusted to include any dividend payments, if applicable.

-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-38.74%
8.15%
GRPN
GOOGL

Key characteristics

Sharpe Ratio

GRPN:

-0.11

GOOGL:

1.38

Sortino Ratio

GRPN:

0.48

GOOGL:

1.94

Omega Ratio

GRPN:

1.07

GOOGL:

1.26

Calmar Ratio

GRPN:

-0.10

GOOGL:

1.76

Martin Ratio

GRPN:

-0.29

GOOGL:

4.27

Ulcer Index

GRPN:

33.66%

GOOGL:

9.14%

Daily Std Dev

GRPN:

87.40%

GOOGL:

28.24%

Max Drawdown

GRPN:

-99.43%

GOOGL:

-65.29%

Current Drawdown

GRPN:

-97.97%

GOOGL:

-0.44%

Fundamentals

Market Cap

GRPN:

$435.06M

GOOGL:

$2.41T

EPS

GRPN:

$0.67

GOOGL:

$7.66

PE Ratio

GRPN:

15.90

GOOGL:

25.59

PEG Ratio

GRPN:

14.66

GOOGL:

1.26

Total Revenue (TTM)

GRPN:

$362.18M

GOOGL:

$253.38B

Gross Profit (TTM)

GRPN:

$326.12M

GOOGL:

$147.99B

EBITDA (TTM)

GRPN:

$7.55M

GOOGL:

$98.89B

Returns By Period

In the year-to-date period, GRPN achieves a -12.35% return, which is significantly lower than GOOGL's 3.54% return. Over the past 10 years, GRPN has underperformed GOOGL with an annualized return of -22.93%, while GOOGL has yielded a comparatively higher 22.48% annualized return.


GRPN

YTD

-12.35%

1M

3.00%

6M

-36.38%

1Y

-9.21%

5Y*

-29.34%

10Y*

-22.93%

GOOGL

YTD

3.54%

1M

3.97%

6M

10.60%

1Y

34.38%

5Y*

21.66%

10Y*

22.48%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 4242
Overall Rank
The Sharpe Ratio Rank of GRPN is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of GRPN is 4545
Sortino Ratio Rank
The Omega Ratio Rank of GRPN is 4545
Omega Ratio Rank
The Calmar Ratio Rank of GRPN is 4040
Calmar Ratio Rank
The Martin Ratio Rank of GRPN is 4040
Martin Ratio Rank

GOOGL
The Risk-Adjusted Performance Rank of GOOGL is 8282
Overall Rank
The Sharpe Ratio Rank of GOOGL is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of GOOGL is 7979
Sortino Ratio Rank
The Omega Ratio Rank of GOOGL is 7979
Omega Ratio Rank
The Calmar Ratio Rank of GOOGL is 8888
Calmar Ratio Rank
The Martin Ratio Rank of GOOGL is 7878
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. (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.


Sharpe ratio
The chart of Sharpe ratio for GRPN, currently valued at -0.11, compared to the broader market-2.000.002.004.00-0.111.38
The chart of Sortino ratio for GRPN, currently valued at 0.48, compared to the broader market-4.00-2.000.002.004.000.481.94
The chart of Omega ratio for GRPN, currently valued at 1.06, compared to the broader market0.501.001.502.001.071.26
The chart of Calmar ratio for GRPN, currently valued at -0.10, compared to the broader market0.002.004.006.00-0.101.76
The chart of Martin ratio for GRPN, currently valued at -0.28, compared to the broader market-10.000.0010.0020.0030.00-0.294.27
GRPN
GOOGL

The current GRPN Sharpe Ratio is -0.11, which is lower than the GOOGL Sharpe Ratio of 1.38. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
-0.11
1.38
GRPN
GOOGL

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 0.31%.


TTM2024
GRPN
Groupon, Inc.
0.00%0.00%
GOOGL
Alphabet Inc.
0.31%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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-97.97%
-0.44%
GRPN
GOOGL

Volatility

GRPN vs. GOOGL - Volatility Comparison

Groupon, Inc. (GRPN) has a higher volatility of 16.71% compared to Alphabet Inc. (GOOGL) at 7.12%. 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.


0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
16.71%
7.12%
GRPN
GOOGL

Financials

GRPN vs. GOOGL - Financials Comparison

This section allows you to compare key financial metrics between Groupon, Inc. and Alphabet Inc.. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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