PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
LYFT vs. GRAB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LYFT and GRAB is 0.31, 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.


-0.50.00.51.00.3

Performance

LYFT vs. GRAB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lyft, Inc. (LYFT) and Grab Holdings Limited (GRAB). The values are adjusted to include any dividend payments, if applicable.

-75.00%-70.00%-65.00%-60.00%-55.00%JulyAugustSeptemberOctoberNovemberDecember
-65.74%
-58.79%
LYFT
GRAB

Key characteristics

Sharpe Ratio

LYFT:

-0.14

GRAB:

1.55

Sortino Ratio

LYFT:

0.31

GRAB:

2.20

Omega Ratio

LYFT:

1.03

GRAB:

1.33

Calmar Ratio

LYFT:

-0.11

GRAB:

0.66

Martin Ratio

LYFT:

-0.35

GRAB:

7.34

Ulcer Index

LYFT:

27.89%

GRAB:

7.44%

Daily Std Dev

LYFT:

68.97%

GRAB:

35.11%

Max Drawdown

LYFT:

-89.79%

GRAB:

-86.46%

Current Drawdown

LYFT:

-82.67%

GRAB:

-71.28%

Fundamentals

Market Cap

LYFT:

$5.81B

GRAB:

$20.70B

EPS

LYFT:

-$0.16

GRAB:

-$0.02

Total Revenue (TTM)

LYFT:

$5.46B

GRAB:

$2.70B

Gross Profit (TTM)

LYFT:

$1.93B

GRAB:

$1.12B

EBITDA (TTM)

LYFT:

$76.77M

GRAB:

$63.00M

Returns By Period

In the year-to-date period, LYFT achieves a -9.47% return, which is significantly lower than GRAB's 45.40% return.


LYFT

YTD

-9.47%

1M

-19.08%

6M

0.89%

1Y

-12.96%

5Y*

-22.33%

10Y*

N/A

GRAB

YTD

45.40%

1M

-13.43%

6M

38.42%

1Y

50.31%

5Y*

N/A

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

LYFT vs. GRAB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Lyft, Inc. (LYFT) and Grab Holdings Limited (GRAB). 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.


Sharpe ratio
The chart of Sharpe ratio for LYFT, currently valued at -0.14, compared to the broader market-4.00-2.000.002.00-0.141.55
The chart of Sortino ratio for LYFT, currently valued at 0.31, compared to the broader market-4.00-2.000.002.004.000.312.20
The chart of Omega ratio for LYFT, currently valued at 1.03, compared to the broader market0.501.001.502.001.031.33
The chart of Calmar ratio for LYFT, currently valued at -0.11, compared to the broader market0.002.004.006.00-0.110.66
The chart of Martin ratio for LYFT, currently valued at -0.35, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.357.34
LYFT
GRAB

The current LYFT Sharpe Ratio is -0.14, which is lower than the GRAB Sharpe Ratio of 1.55. The chart below compares the historical Sharpe Ratios of LYFT and GRAB, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.14
1.55
LYFT
GRAB

Dividends

LYFT vs. GRAB - Dividend Comparison

Neither LYFT nor GRAB has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

LYFT vs. GRAB - Drawdown Comparison

The maximum LYFT drawdown since its inception was -89.79%, roughly equal to the maximum GRAB drawdown of -86.46%. Use the drawdown chart below to compare losses from any high point for LYFT and GRAB. For additional features, visit the drawdowns tool.


-85.00%-80.00%-75.00%-70.00%JulyAugustSeptemberOctoberNovemberDecember
-79.87%
-71.28%
LYFT
GRAB

Volatility

LYFT vs. GRAB - Volatility Comparison

Lyft, Inc. (LYFT) has a higher volatility of 16.36% compared to Grab Holdings Limited (GRAB) at 14.81%. This indicates that LYFT's price experiences larger fluctuations and is considered to be riskier than GRAB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
16.36%
14.81%
LYFT
GRAB

Financials

LYFT vs. GRAB - Financials Comparison

This section allows you to compare key financial metrics between Lyft, Inc. and Grab Holdings Limited. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab