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IR vs. GRPN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IR and GRPN is 0.39, 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.


-0.50.00.51.0
Correlation: 0.4

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.

-100.00%0.00%100.00%200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
351.77%
-70.92%
IR
GRPN

Key characteristics

Sharpe Ratio

IR:

-0.53

GRPN:

1.00

Sortino Ratio

IR:

-0.55

GRPN:

2.02

Omega Ratio

IR:

0.93

GRPN:

1.26

Calmar Ratio

IR:

-0.47

GRPN:

0.90

Martin Ratio

IR:

-1.31

GRPN:

2.88

Ulcer Index

IR:

13.13%

GRPN:

30.76%

Daily Std Dev

IR:

32.35%

GRPN:

89.17%

Max Drawdown

IR:

-49.12%

GRPN:

-99.43%

Current Drawdown

IR:

-28.81%

GRPN:

-96.20%

Fundamentals

Market Cap

IR:

$30.53B

GRPN:

$791.84M

EPS

IR:

$2.06

GRPN:

-$1.51

PEG Ratio

IR:

1.09

GRPN:

14.66

PS Ratio

IR:

4.22

GRPN:

1.61

PB Ratio

IR:

3.00

GRPN:

19.40

Total Revenue (TTM)

IR:

$5.56B

GRPN:

$369.47M

Gross Profit (TTM)

IR:

$2.33B

GRPN:

$333.75M

EBITDA (TTM)

IR:

$1.49B

GRPN:

-$307.00K

Returns By Period

In the year-to-date period, IR achieves a -17.09% return, which is significantly lower than GRPN's 63.70% return.


IR

YTD

-17.09%

1M

-7.77%

6M

-21.96%

1Y

-19.74%

5Y*

21.72%

10Y*

N/A

GRPN

YTD

63.70%

1M

5.63%

6M

94.05%

1Y

70.44%

5Y*

-4.33%

10Y*

-17.85%

*Annualized

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Risk-Adjusted Performance

IR vs. GRPN — Risk-Adjusted Performance Rank

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

IR
The Risk-Adjusted Performance Rank of IR is 2121
Overall Rank
The Sharpe Ratio Rank of IR is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of IR is 2323
Sortino Ratio Rank
The Omega Ratio Rank of IR is 2323
Omega Ratio Rank
The Calmar Ratio Rank of IR is 2222
Calmar Ratio Rank
The Martin Ratio Rank of IR is 1616
Martin Ratio Rank

GRPN
The Risk-Adjusted Performance Rank of GRPN is 8383
Overall Rank
The Sharpe Ratio Rank of GRPN is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of GRPN is 8686
Sortino Ratio Rank
The Omega Ratio Rank of GRPN is 8484
Omega Ratio Rank
The Calmar Ratio Rank of GRPN is 8383
Calmar Ratio Rank
The Martin Ratio Rank of GRPN is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IR vs. GRPN - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for IR, currently valued at -0.53, compared to the broader market-2.00-1.000.001.002.003.00
IR: -0.53
GRPN: 1.00
The chart of Sortino ratio for IR, currently valued at -0.55, compared to the broader market-6.00-4.00-2.000.002.004.00
IR: -0.55
GRPN: 2.02
The chart of Omega ratio for IR, currently valued at 0.93, compared to the broader market0.501.001.502.00
IR: 0.93
GRPN: 1.26
The chart of Calmar ratio for IR, currently valued at -0.47, compared to the broader market0.001.002.003.004.005.00
IR: -0.47
GRPN: 0.95
The chart of Martin ratio for IR, currently valued at -1.31, compared to the broader market-5.000.005.0010.0015.0020.00
IR: -1.31
GRPN: 2.88

The current IR Sharpe Ratio is -0.53, which is lower than the GRPN Sharpe Ratio of 1.00. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.53
1.00
IR
GRPN

Dividends

IR vs. GRPN - Dividend Comparison

IR's dividend yield for the trailing twelve months is around 0.11%, while GRPN has not paid dividends to shareholders.


TTM20242023202220212020201920182017
IR
Ingersoll-Rand Plc
0.11%0.09%0.10%0.15%0.03%2.33%5.78%9.58%3.83%
GRPN
Groupon, Inc.
0.00%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 -49.12%, 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. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-28.81%
-83.03%
IR
GRPN

Volatility

IR vs. GRPN - Volatility Comparison

Ingersoll-Rand Plc (IR) has a higher volatility of 17.88% compared to Groupon, Inc. (GRPN) at 12.80%. This indicates that IR's price experiences larger fluctuations and is considered to be riskier than GRPN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
17.88%
12.80%
IR
GRPN

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


Values in USD except per share items