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LOPE vs. URTH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LOPE vs. URTH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Grand Canyon Education, Inc. (LOPE) and iShares MSCI World ETF (URTH). The values are adjusted to include any dividend payments, if applicable.

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LOPE vs. URTH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LOPE
Grand Canyon Education, Inc.
2.24%1.53%24.05%24.97%23.28%-7.95%-2.80%-0.36%7.38%53.17%
URTH
iShares MSCI World ETF
-3.10%21.36%18.66%23.95%-17.97%22.27%15.78%28.15%-8.56%22.95%

Returns By Period

In the year-to-date period, LOPE achieves a 2.24% return, which is significantly higher than URTH's -3.10% return. Over the past 10 years, LOPE has outperformed URTH with an annualized return of 14.74%, while URTH has yielded a comparatively lower 12.06% annualized return.


LOPE

1D
1.21%
1M
6.89%
YTD
2.24%
6M
-22.54%
1Y
-1.73%
3Y*
14.29%
5Y*
9.05%
10Y*
14.74%

URTH

1D
2.90%
1M
-5.67%
YTD
-3.10%
6M
-0.05%
1Y
19.39%
3Y*
17.10%
5Y*
10.24%
10Y*
12.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

LOPE vs. URTH — Risk / Return Rank

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

LOPE
LOPE Risk / Return Rank: 3737
Overall Rank
LOPE Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
LOPE Sortino Ratio Rank: 3434
Sortino Ratio Rank
LOPE Omega Ratio Rank: 3434
Omega Ratio Rank
LOPE Calmar Ratio Rank: 3939
Calmar Ratio Rank
LOPE Martin Ratio Rank: 3939
Martin Ratio Rank

URTH
URTH Risk / Return Rank: 7272
Overall Rank
URTH Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
URTH Sortino Ratio Rank: 7070
Sortino Ratio Rank
URTH Omega Ratio Rank: 7171
Omega Ratio Rank
URTH Calmar Ratio Rank: 6969
Calmar Ratio Rank
URTH Martin Ratio Rank: 7979
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.

LOPE vs. URTH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Grand Canyon Education, Inc. (LOPE) and iShares MSCI World ETF (URTH). 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.


LOPEURTHDifference

Sharpe ratio

Return per unit of total volatility

-0.05

1.12

-1.18

Sortino ratio

Return per unit of downside risk

0.16

1.68

-1.53

Omega ratio

Gain probability vs. loss probability

1.02

1.25

-0.23

Calmar ratio

Return relative to maximum drawdown

-0.09

1.66

-1.74

Martin ratio

Return relative to average drawdown

-0.17

8.03

-8.20

LOPE vs. URTH - Sharpe Ratio Comparison

The current LOPE Sharpe Ratio is -0.05, which is lower than the URTH Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of LOPE and URTH, 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


LOPEURTHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.05

1.12

-1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.64

-0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.70

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.68

-0.19

Correlation

The correlation between LOPE and URTH is 0.36, 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

LOPE vs. URTH - Dividend Comparison

LOPE has not paid dividends to shareholders, while URTH's dividend yield for the trailing twelve months is around 1.53%.


TTM20252024202320222021202020192018201720162015
LOPE
Grand Canyon Education, 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%
URTH
iShares MSCI World ETF
1.53%1.48%1.47%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.15%2.35%

Drawdowns

LOPE vs. URTH - Drawdown Comparison

The maximum LOPE drawdown since its inception was -54.81%, which is greater than URTH's maximum drawdown of -34.01%. Use the drawdown chart below to compare losses from any high point for LOPE and URTH.


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Drawdown Indicators


LOPEURTHDifference

Max Drawdown

Largest peak-to-trough decline

-54.81%

-34.01%

-20.80%

Max Drawdown (1Y)

Largest decline over 1 year

-31.62%

-11.85%

-19.77%

Max Drawdown (5Y)

Largest decline over 5 years

-39.13%

-26.05%

-13.08%

Max Drawdown (10Y)

Largest decline over 10 years

-54.81%

-34.01%

-20.80%

Current Drawdown

Current decline from peak

-22.91%

-6.42%

-16.49%

Average Drawdown

Average peak-to-trough decline

-17.60%

-4.42%

-13.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.73%

2.44%

+14.29%

Volatility

LOPE vs. URTH - Volatility Comparison

Grand Canyon Education, Inc. (LOPE) has a higher volatility of 7.84% compared to iShares MSCI World ETF (URTH) at 5.72%. This indicates that LOPE's price experiences larger fluctuations and is considered to be riskier than URTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LOPEURTHDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.84%

5.72%

+2.12%

Volatility (6M)

Calculated over the trailing 6-month period

24.32%

9.48%

+14.84%

Volatility (1Y)

Calculated over the trailing 1-year period

32.85%

17.34%

+15.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.92%

16.16%

+13.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.83%

17.28%

+13.55%