GRPN vs. IR
Compare and contrast key facts about Groupon, Inc. (GRPN) and Ingersoll-Rand Plc (IR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GRPN or IR.
Key characteristics
| GRPN | IR | |
|---|---|---|
| YTD Return | -15.15% | 33.95% |
| 1Y Return | -21.73% | 56.89% |
| 3Y Return (Ann) | -25.47% | 21.59% |
| 5Y Return (Ann) | -28.68% | 26.73% |
| Sharpe Ratio | -0.30 | 2.23 |
| Sortino Ratio | 0.15 | 2.67 |
| Omega Ratio | 1.02 | 1.39 |
| Calmar Ratio | -0.27 | 4.23 |
| Martin Ratio | -0.92 | 11.69 |
| Ulcer Index | 29.19% | 4.88% |
| Daily Std Dev | 88.27% | 25.64% |
| Max Drawdown | -99.43% | -49.12% |
| Current Drawdown | -97.92% | 0.00% |
Fundamentals
| GRPN | IR | |
|---|---|---|
| Market Cap | $426.03M | $41.50B |
| EPS | -$0.99 | $2.05 |
| PEG Ratio | 14.66 | 1.32 |
| Total Revenue (TTM) | $385.42M | $7.16B |
| Gross Profit (TTM) | $345.53M | $2.95B |
| EBITDA (TTM) | $50.13M | $1.58B |
Correlation
The correlation between GRPN and IR is 0.31, 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.
Performance
GRPN vs. IR - Performance Comparison
In the year-to-date period, GRPN achieves a -15.15% return, which is significantly lower than IR's 33.95% 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. IR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Groupon, Inc. (GRPN) and Ingersoll-Rand Plc (IR). 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. IR - Dividend Comparison
GRPN has not paid dividends to shareholders, while IR's dividend yield for the trailing twelve months is around 0.08%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
GRPN Groupon, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IR Ingersoll-Rand Plc | 0.08% | 0.10% | 0.15% | 0.03% | 2.33% | 5.78% | 9.58% | 3.83% |
Drawdowns
GRPN vs. IR - Drawdown Comparison
The maximum GRPN drawdown since its inception was -99.43%, which is greater than IR's maximum drawdown of -49.12%. Use the drawdown chart below to compare losses from any high point for GRPN and IR. For additional features, visit the drawdowns tool.
Volatility
GRPN vs. IR - Volatility Comparison
Groupon, Inc. (GRPN) has a higher volatility of 19.08% compared to Ingersoll-Rand Plc (IR) at 8.27%. This indicates that GRPN's price experiences larger fluctuations and is considered to be riskier than IR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
GRPN vs. IR - Financials Comparison
This section allows you to compare key financial metrics between Groupon, Inc. and Ingersoll-Rand Plc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities