GRPN vs. ^GSPC
Compare and contrast key facts about Groupon, Inc. (GRPN) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GRPN or ^GSPC.
Correlation
The correlation between GRPN and ^GSPC is 0.37, 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. ^GSPC - Performance Comparison
Key characteristics
GRPN:
-0.11
^GSPC:
2.06
GRPN:
0.48
^GSPC:
2.74
GRPN:
1.07
^GSPC:
1.38
GRPN:
-0.10
^GSPC:
3.13
GRPN:
-0.29
^GSPC:
12.84
GRPN:
33.66%
^GSPC:
2.07%
GRPN:
87.40%
^GSPC:
12.87%
GRPN:
-99.43%
^GSPC:
-56.78%
GRPN:
-97.97%
^GSPC:
-1.54%
Returns By Period
In the year-to-date period, GRPN achieves a -12.35% return, which is significantly lower than ^GSPC's 1.96% return. Over the past 10 years, GRPN has underperformed ^GSPC with an annualized return of -23.12%, while ^GSPC has yielded a comparatively higher 11.36% annualized return.
GRPN
-12.35%
2.40%
-38.76%
-9.21%
-29.45%
-23.12%
^GSPC
1.96%
1.11%
7.77%
23.90%
12.59%
11.36%
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Risk-Adjusted Performance
GRPN vs. ^GSPC — Risk-Adjusted Performance Rank
GRPN
^GSPC
GRPN vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Groupon, Inc. (GRPN) and S&P 500 (^GSPC). 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.
Drawdowns
GRPN vs. ^GSPC - Drawdown Comparison
The maximum GRPN drawdown since its inception was -99.43%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for GRPN and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
GRPN vs. ^GSPC - Volatility Comparison
Groupon, Inc. (GRPN) has a higher volatility of 16.71% compared to S&P 500 (^GSPC) at 5.07%. This indicates that GRPN's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.