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IDT vs. GGRP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IDT vs. GGRP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IDT Corporation (IDT) and The Glimpse Group, Inc. (GGRP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IDT achieves a 7.74% return, which is significantly higher than GGRP's -15.98% return.


IDT

1D
-1.77%
1M
2.91%
YTD
7.74%
6M
15.07%
1Y
-19.36%
3Y*
26.67%
5Y*
6.31%
10Y*
18.43%

GGRP

1D
-0.89%
1M
53.63%
YTD
-15.98%
6M
-25.90%
1Y
-51.07%
3Y*
-41.92%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IDT vs. GGRP - Yearly Performance Comparison


2026 (YTD)20252024202320222021
IDT
IDT Corporation
7.74%8.22%40.09%21.02%-36.21%12.28%
GGRP
The Glimpse Group, Inc.
-15.98%-62.51%118.58%-62.71%-69.27%-44.17%

Correlation

The correlation between IDT and GGRP is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.15

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

0.12

Correlation (All Time)
Calculated using the full available price history since Jul 2, 2021

0.18

Fundamentals

Market Cap

IDT:

$1.37B

GGRP:

$16.40M

EPS

IDT:

$3.26

GGRP:

-$0.72

PS Ratio

IDT:

1.09

GGRP:

2.37

PB Ratio

IDT:

3.84

GGRP:

6.06

Total Revenue (TTM)

IDT:

$1.28B

GGRP:

$6.85M

Gross Profit (TTM)

IDT:

$476.45M

GGRP:

$4.52M

EBITDA (TTM)

IDT:

$130.53M

GGRP:

-$4.34M

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Return for Risk

IDT vs. GGRP — Risk / Return Rank

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

IDT
IDT Risk / Return Rank: 2020
Overall Rank
IDT Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
IDT Sortino Ratio Rank: 1818
Sortino Ratio Rank
IDT Omega Ratio Rank: 1616
Omega Ratio Rank
IDT Calmar Ratio Rank: 2121
Calmar Ratio Rank
IDT Martin Ratio Rank: 2727
Martin Ratio Rank

GGRP
GGRP Risk / Return Rank: 1818
Overall Rank
GGRP Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
GGRP Sortino Ratio Rank: 2020
Sortino Ratio Rank
GGRP Omega Ratio Rank: 2222
Omega Ratio Rank
GGRP Calmar Ratio Rank: 1616
Calmar Ratio Rank
GGRP Martin Ratio Rank: 1717
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.

IDT vs. GGRP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IDT Corporation (IDT) and The Glimpse Group, Inc. (GGRP). 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.


IDTGGRPDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.08

Omega ratioGain probability vs. loss probability

0.91

0.94

-0.03

Calmar ratioReturn relative to maximum drawdown

-0.59

-0.70

+0.11

Martin ratioReturn relative to average drawdown

-0.82

-1.15

+0.34

IDT vs. GGRP - Sharpe Ratio Comparison

The current IDT Sharpe Ratio is -0.61, which is comparable to the GGRP Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of IDT and GGRP, 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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Sharpe Ratios by Period


IDTGGRPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.61

-0.58

-0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

-0.43

+0.56

Drawdowns

IDT vs. GGRP - Drawdown Comparison

The maximum IDT drawdown since its inception was -99.05%, roughly equal to the maximum GGRP drawdown of -97.25%. Use the drawdown chart below to compare losses from any high point for IDT and GGRP.


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Drawdown Indicators


IDTGGRPDifference

Max Drawdown

Largest peak-to-trough decline

-99.05%

-97.25%

-1.80%

Max Drawdown (1Y)

Largest decline over 1 year

-33.19%

-73.15%

+39.96%

Max Drawdown (3Y)

Largest decline over 3 years

-33.19%

-88.23%

+55.04%

Max Drawdown (5Y)

Largest decline over 5 years

-66.93%

Max Drawdown (10Y)

Largest decline over 10 years

-72.52%

Current Drawdown

Current decline from peak

-20.88%

-95.59%

+74.71%

Average Drawdown

Average peak-to-trough decline

-50.34%

-80.96%

+30.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.78%

44.33%

-20.55%

Volatility

IDT vs. GGRP - Volatility Comparison

The current volatility for IDT Corporation (IDT) is 7.57%, while The Glimpse Group, Inc. (GGRP) has a volatility of 35.02%. This indicates that IDT experiences smaller price fluctuations and is considered to be less risky than GGRP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDTGGRPDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.57%

35.02%

-27.45%

Volatility (6M)

Calculated over the trailing 6-month period

17.42%

64.80%

-47.38%

Volatility (1Y)

Calculated over the trailing 1-year period

31.79%

88.93%

-57.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.59%

108.79%

-66.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.61%

108.79%

-54.18%

Dividends

IDT vs. GGRP - Dividend Comparison

IDT's dividend yield for the trailing twelve months is around 0.45%, while GGRP has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
GGRP
The Glimpse Group, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IDT
IDT Corporation
0.45%0.47%0.42%0.00%0.00%0.00%0.00%0.00%2.68%8.96%3.93%11.75%

Financials

IDT vs. GGRP - Financials Comparison

This section allows you to compare key financial metrics between IDT Corporation and The Glimpse Group, Inc.. 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


0.00100.00M200.00M300.00M400.00M20222023202420252026
315.71M
657.46K
(IDT) Total Revenue
(GGRP) Total Revenue
Values in USD except per share items

Frequently Asked Questions


IDT and GGRP have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GGRP has higher volatility (35.02%) compared to IDT (7.57%). In terms of maximum drawdown, IDT dropped -99.05% vs GGRP's -97.25%.

GGRP currently has the higher Sharpe Ratio (-0.58 vs -0.61), 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

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