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 | -35.67% | 35.56% |
| 1Y Return | -14.05% | 43.38% |
| 3Y Return (Ann) | -33.21% | 16.86% |
| 5Y Return (Ann) | -32.82% | 25.31% |
| Sharpe Ratio | -0.17 | 2.08 |
| Sortino Ratio | 0.36 | 2.75 |
| Omega Ratio | 1.05 | 1.36 |
| Calmar Ratio | -0.15 | 2.91 |
| Martin Ratio | -0.50 | 9.71 |
| Ulcer Index | 28.65% | 4.38% |
| Daily Std Dev | 85.06% | 20.48% |
| Max Drawdown | -99.43% | -33.46% |
| Current Drawdown | -98.42% | -0.71% |
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 -35.67% return, which is significantly lower than IUIT.L's 35.56% 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. 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 35.03% compared to iShares S&P 500 Information Technology Sector UCITS ETF (IUIT.L) at 5.70%. 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.