GRPN vs. IUIT.L
Compare and contrast key facts about Groupon, Inc. (GRPN) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L).
IUIT.L is a passively managed fund by iShares that tracks the performance of the S&P 500 Capped 35/20 Information Technology Index. It was launched on Nov 20, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GRPN or IUIT.L.
Key characteristics
| GRPN | IUIT.L | |
|---|---|---|
| YTD Return | -13.40% | 5.45% |
| 1Y Return | 231.94% | 38.76% |
| 3Y Return (Ann) | -39.71% | 14.02% |
| 5Y Return (Ann) | -31.20% | 21.80% |
| Sharpe Ratio | 2.07 | 2.01 |
| Daily Std Dev | 108.02% | 19.09% |
| Max Drawdown | -99.43% | -33.46% |
| Current Drawdown | -97.88% | -7.87% |
Correlation
The correlation between GRPN and IUIT.L is 0.24, 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. IUIT.L - Performance Comparison
In the year-to-date period, GRPN achieves a -13.40% return, which is significantly lower than IUIT.L's 5.45% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. IUIT.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Groupon, Inc. (GRPN) and iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L). 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. IUIT.L - Dividend Comparison
Neither GRPN nor IUIT.L has paid dividends to shareholders.
Drawdowns
GRPN vs. IUIT.L - Drawdown Comparison
The maximum GRPN drawdown since its inception was -99.43%, which is greater than IUIT.L's maximum drawdown of -33.46%. Use the drawdown chart below to compare losses from any high point for GRPN and IUIT.L. For additional features, visit the drawdowns tool.
Volatility
GRPN vs. IUIT.L - Volatility Comparison
Groupon, Inc. (GRPN) has a higher volatility of 20.12% compared to iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) at 6.67%. This indicates that GRPN's price experiences larger fluctuations and is considered to be riskier than IUIT.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.