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 0.38, 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:
0.84
^GSPC:
0.24
GRPN:
1.86
^GSPC:
0.47
GRPN:
1.24
^GSPC:
1.07
GRPN:
0.77
^GSPC:
0.24
GRPN:
2.46
^GSPC:
1.08
GRPN:
30.76%
^GSPC:
4.25%
GRPN:
89.95%
^GSPC:
19.00%
GRPN:
-99.43%
^GSPC:
-56.78%
GRPN:
-96.37%
^GSPC:
-14.02%
Returns By Period
In the year-to-date period, GRPN achieves a 56.30% return, which is significantly higher than ^GSPC's -10.18% return. Over the past 10 years, GRPN has underperformed ^GSPC with an annualized return of -18.30%, while ^GSPC has yielded a comparatively higher 9.70% annualized return.
GRPN
56.30%
13.10%
78.14%
95.57%
0.33%
-18.30%
^GSPC
-10.18%
-6.92%
-9.92%
5.42%
12.98%
9.70%
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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) and S&P 500 (^GSPC) have volatilities of 13.10% and 13.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.