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IR vs. GRPN
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

IR vs. GRPN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ingersoll-Rand Plc (IR) and Groupon, Inc. (GRPN). The values are adjusted to include any dividend payments, if applicable.

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IR vs. GRPN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IR
Ingersoll-Rand Plc
1.01%-12.34%17.06%48.21%-15.41%35.85%24.21%92.80%-39.73%60.81%
GRPN
Groupon, Inc.
-36.46%44.94%-5.37%49.65%-62.95%-39.04%-20.51%-25.31%-37.25%49.12%

Fundamentals

Market Cap

IR:

$31.66B

GRPN:

$450.96M

EPS

IR:

$1.46

GRPN:

-$1.90

PS Ratio

IR:

4.17

GRPN:

0.99

Total Revenue (TTM)

IR:

$7.65B

GRPN:

$498.42M

Gross Profit (TTM)

IR:

$2.95B

GRPN:

$452.54M

EBITDA (TTM)

IR:

$1.69B

GRPN:

-$23.48M

Returns By Period

In the year-to-date period, IR achieves a 1.01% return, which is significantly higher than GRPN's -36.46% return.


IR

1D
-0.15%
1M
-14.85%
YTD
1.01%
6M
-4.15%
1Y
-0.66%
3Y*
11.31%
5Y*
10.15%
10Y*

GRPN

1D
-5.97%
1M
-10.34%
YTD
-36.46%
6M
-49.80%
1Y
-39.61%
3Y*
38.52%
5Y*
-25.86%
10Y*
-17.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

IR vs. GRPN — Risk / Return Rank

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

IR
IR Risk / Return Rank: 3737
Overall Rank
IR Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
IR Sortino Ratio Rank: 3434
Sortino Ratio Rank
IR Omega Ratio Rank: 3333
Omega Ratio Rank
IR Calmar Ratio Rank: 4040
Calmar Ratio Rank
IR Martin Ratio Rank: 4040
Martin Ratio Rank

GRPN
GRPN Risk / Return Rank: 2020
Overall Rank
GRPN Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
GRPN Sortino Ratio Rank: 1717
Sortino Ratio Rank
GRPN Omega Ratio Rank: 1818
Omega Ratio Rank
GRPN Calmar Ratio Rank: 2323
Calmar Ratio Rank
GRPN Martin Ratio Rank: 2424
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.

IR vs. GRPN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ingersoll-Rand Plc (IR) and Groupon, Inc. (GRPN). 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.


IRGRPNDifference

Sharpe ratio

Return per unit of total volatility

-0.02

-0.54

+0.52

Sortino ratio

Return per unit of downside risk

0.22

-0.58

+0.80

Omega ratio

Gain probability vs. loss probability

1.03

0.93

+0.09

Calmar ratio

Return relative to maximum drawdown

0.00

-0.54

+0.55

Martin ratio

Return relative to average drawdown

0.01

-0.94

+0.95

IR vs. GRPN - Sharpe Ratio Comparison

The current IR Sharpe Ratio is -0.02, which is higher than the GRPN Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of IR and GRPN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IRGRPNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.02

-0.54

+0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

-0.30

+0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

-0.30

+0.80

Correlation

The correlation between IR and GRPN is 0.30, 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.


Dividends

IR vs. GRPN - Dividend Comparison

IR's dividend yield for the trailing twelve months is around 0.10%, while GRPN has not paid dividends to shareholders.


TTM2025202420232022202120202019
IR
Ingersoll-Rand Plc
0.10%0.10%0.09%0.10%0.15%0.03%0.00%5.78%
GRPN
Groupon, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

IR vs. GRPN - Drawdown Comparison

The maximum IR drawdown since its inception was -50.27%, smaller than the maximum GRPN drawdown of -99.43%. Use the drawdown chart below to compare losses from any high point for IR and GRPN.


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Drawdown Indicators


IRGRPNDifference

Max Drawdown

Largest peak-to-trough decline

-50.27%

-99.43%

+49.16%

Max Drawdown (1Y)

Largest decline over 1 year

-22.08%

-74.20%

+52.12%

Max Drawdown (5Y)

Largest decline over 5 years

-36.62%

-94.35%

+57.73%

Max Drawdown (10Y)

Largest decline over 10 years

-97.48%

Current Drawdown

Current decline from peak

-23.97%

-97.86%

+73.89%

Average Drawdown

Average peak-to-trough decline

-12.52%

-85.02%

+72.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.54%

42.96%

-33.42%

Volatility

IR vs. GRPN - Volatility Comparison

The current volatility for Ingersoll-Rand Plc (IR) is 10.01%, while Groupon, Inc. (GRPN) has a volatility of 24.68%. This indicates that IR experiences smaller price fluctuations and is considered to be less risky than GRPN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IRGRPNDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.01%

24.68%

-14.67%

Volatility (6M)

Calculated over the trailing 6-month period

22.36%

44.28%

-21.92%

Volatility (1Y)

Calculated over the trailing 1-year period

34.76%

73.85%

-39.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.44%

87.50%

-58.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.27%

81.64%

-47.37%

Financials

IR vs. GRPN - Financials Comparison

This section allows you to compare key financial metrics between Ingersoll-Rand Plc and Groupon, 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


0.00500.00M1.00B1.50B2.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
2.09B
132.71M
(IR) Total Revenue
(GRPN) Total Revenue
Values in USD except per share items

IR vs. GRPN - Profitability Comparison

The chart below illustrates the profitability comparison between Ingersoll-Rand Plc and Groupon, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
24.1%
92.2%
Portfolio components
IR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Ingersoll-Rand Plc reported a gross profit of 503.20M and revenue of 2.09B. Therefore, the gross margin over that period was 24.1%.

GRPN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Groupon, Inc. reported a gross profit of 122.38M and revenue of 132.71M. Therefore, the gross margin over that period was 92.2%.

IR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Ingersoll-Rand Plc reported an operating income of 663.60M and revenue of 2.09B, resulting in an operating margin of 31.7%.

GRPN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Groupon, Inc. reported an operating income of 6.51M and revenue of 132.71M, resulting in an operating margin of 4.9%.

IR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Ingersoll-Rand Plc reported a net income of 266.10M and revenue of 2.09B, resulting in a net margin of 12.7%.

GRPN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Groupon, Inc. reported a net income of 7.34M and revenue of 132.71M, resulting in a net margin of 5.5%.