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

Performance

GRPN vs. IR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Groupon, Inc. (GRPN) and Ingersoll-Rand Plc (IR). 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 -4.83% return, which is significantly lower than IR's -3.21% return.


GRPN

1D
-0.83%
1M
-11.46%
YTD
-4.83%
6M
-7.66%
1Y
-54.62%
3Y*
45.07%
5Y*
-18.41%
10Y*
-12.37%

IR

1D
-1.58%
1M
8.08%
YTD
-3.21%
6M
-5.86%
1Y
-6.36%
3Y*
6.65%
5Y*
10.10%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GRPN vs. IR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GRPN
Groupon, Inc.
-4.83%44.94%-5.37%49.65%-62.95%-39.04%-20.51%-25.31%-37.25%45.71%
IR
Ingersoll-Rand Plc
-3.21%-12.34%17.06%48.21%-15.41%35.85%24.21%92.80%-39.73%59.67%

Correlation

The correlation between GRPN and IR is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.23

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

0.28

Correlation (All Time)
Calculated using the full available price history since May 12, 2017

0.29

Fundamentals

EPS

GRPN:

-$2.41

IR:

$1.96

PS Ratio

GRPN:

1.45

IR:

2.95

Total Revenue (TTM)

GRPN:

$498.44M

IR:

$7.78B

Gross Profit (TTM)

GRPN:

$443.22M

IR:

$2.98B

EBITDA (TTM)

GRPN:

$9.20M

IR:

$1.55B

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Return for Risk

GRPN vs. IR — Risk / Return Rank

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

GRPN
GRPN Risk / Return Rank: 1313
Overall Rank
GRPN Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
GRPN Sortino Ratio Rank: 1010
Sortino Ratio Rank
GRPN Omega Ratio Rank: 1212
Omega Ratio Rank
GRPN Calmar Ratio Rank: 1414
Calmar Ratio Rank
GRPN Martin Ratio Rank: 1919
Martin Ratio Rank

IR
IR Risk / Return Rank: 3333
Overall Rank
IR Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IR Sortino Ratio Rank: 3131
Sortino Ratio Rank
IR Omega Ratio Rank: 3030
Omega Ratio Rank
IR Calmar Ratio Rank: 3636
Calmar Ratio Rank
IR Martin Ratio Rank: 3434
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. IR - Risk-Adjusted Trends 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GRPNIRDifference
Sharpe ratioReturn per unit of total volatility

-0.60

Sortino ratioReturn per unit of downside risk

-1.13

Omega ratioGain probability vs. loss probability

0.87

1.00

-0.12

Calmar ratioReturn relative to maximum drawdown

-0.74

-0.21

-0.53

Martin ratioReturn relative to average drawdown

-1.08

-0.46

-0.62

GRPN vs. IR - Sharpe Ratio Comparison

The current GRPN Sharpe Ratio is -0.79, which is lower than the IR Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of GRPN and IR, 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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Drawdowns

GRPN vs. IR - Drawdown Comparison

The maximum GRPN drawdown since its inception was -99.47%, which is greater than IR's maximum drawdown of -50.27%. Use the drawdown chart below to compare losses from any high point for GRPN and IR.


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Drawdown Indicators


GRPNIRDifference

Max Drawdown

Largest peak-to-trough decline

-99.47%

-50.27%

-49.20%

Max Drawdown (1Y)

Largest decline over 1 year

-74.20%

-30.56%

-43.64%

Max Drawdown (3Y)

Largest decline over 3 years

-74.20%

-36.62%

-37.58%

Max Drawdown (5Y)

Largest decline over 5 years

-93.52%

-36.62%

-56.90%

Max Drawdown (10Y)

Largest decline over 10 years

-97.48%

Current Drawdown

Current decline from peak

-97.01%

-27.14%

-69.87%

Average Drawdown

Average peak-to-trough decline

-86.13%

-12.87%

-73.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

50.69%

13.91%

+36.78%

Volatility

GRPN vs. IR - Volatility Comparison

Groupon, Inc. (GRPN) has a higher volatility of 23.21% compared to Ingersoll-Rand Plc (IR) at 9.65%. 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.


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Volatility by Period


GRPNIRDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.21%

9.65%

+13.56%

Volatility (6M)

Calculated over the trailing 6-month period

53.14%

25.65%

+27.49%

Volatility (1Y)

Calculated over the trailing 1-year period

69.32%

33.67%

+35.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

89.04%

30.11%

+58.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.33%

34.35%

+47.98%

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 0.10%.


PositionTTM2025202420232022202120202019
GRPN
Groupon, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IR
Ingersoll-Rand Plc
0.10%0.10%0.09%0.10%0.15%0.03%0.00%5.78%

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.


Quarterly
Annual

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


0.00500.00M1.00B1.50B2.00B20222023202420252026
117.20M
1.85B
(GRPN) Total Revenue
(IR) Total Revenue
Values in USD except per share items

GRPN vs. IR - Profitability Comparison

The chart below illustrates the profitability comparison between Groupon, Inc. and Ingersoll-Rand Plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20222023202420252026
90.5%
42.9%
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%.

IR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ingersoll-Rand Plc reported a gross profit of 792.40M and revenue of 1.85B. Therefore, the gross margin over that period was 42.9%.

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%.

IR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ingersoll-Rand Plc reported an operating income of 289.70M and revenue of 1.85B, resulting in an operating margin of 15.7%.

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%.

IR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ingersoll-Rand Plc reported a net income of 192.10M and revenue of 1.85B, resulting in a net margin of 10.4%.


Frequently Asked Questions


GRPN and IR have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GRPN has higher volatility (23.21%) compared to IR (9.65%). In terms of maximum drawdown, GRPN dropped -99.47% vs IR's -50.27%.

IR currently has the higher Sharpe Ratio (-0.19 vs -0.79), 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.

Portfolio Optimizer

Find the right allocation for GRPN and IR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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