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SOHU vs. GRVY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SOHU vs. GRVY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sohu.com Limited (SOHU) and Gravity Co., Ltd. (GRVY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SOHU achieves a -12.98% return, which is significantly lower than GRVY's 4.68% return. Over the past 10 years, SOHU has underperformed GRVY with an annualized return of -10.49%, while GRVY has yielded a comparatively higher 38.94% annualized return.


SOHU

1D
0.44%
1M
-12.25%
YTD
-12.98%
6M
-12.53%
1Y
31.88%
3Y*
5.23%
5Y*
-4.37%
10Y*
-10.49%

GRVY

1D
-2.60%
1M
-4.25%
YTD
4.68%
6M
4.23%
1Y
-5.52%
3Y*
1.93%
5Y*
-14.69%
10Y*
38.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SOHU vs. GRVY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SOHU
Sohu.com Limited
-12.98%18.66%32.73%-27.57%-15.79%2.13%42.58%-35.82%-59.82%27.91%
GRVY
Gravity Co., Ltd.
4.68%-8.30%-9.27%72.52%-40.81%-62.31%383.26%-10.85%-11.22%795.74%

Correlation

The correlation between SOHU and GRVY is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (10Y)
Calculated over the trailing 10-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Feb 9, 2005

0.10

Fundamentals

Market Cap

SOHU:

$354.65M

GRVY:

$420.97M

EPS

SOHU:

$7.61

GRVY:

$11.03K

PE Ratio

SOHU:

1.79

GRVY:

0.01

PEG Ratio

SOHU:

0.01

GRVY:

0.00

PS Ratio

SOHU:

0.63

GRVY:

0.00

PB Ratio

SOHU:

0.28

GRVY:

0.00

Total Revenue (TTM)

SOHU:

$591.08M

GRVY:

$597.40B

Gross Profit (TTM)

SOHU:

$462.69M

GRVY:

$202.13B

EBITDA (TTM)

SOHU:

-$20.98M

GRVY:

$75.32B

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Return for Risk

SOHU vs. GRVY — Risk / Return Rank

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

SOHU
SOHU Risk / Return Rank: 6767
Overall Rank
SOHU Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
SOHU Sortino Ratio Rank: 6464
Sortino Ratio Rank
SOHU Omega Ratio Rank: 6262
Omega Ratio Rank
SOHU Calmar Ratio Rank: 6969
Calmar Ratio Rank
SOHU Martin Ratio Rank: 7272
Martin Ratio Rank

GRVY
GRVY Risk / Return Rank: 3131
Overall Rank
GRVY Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
GRVY Sortino Ratio Rank: 2828
Sortino Ratio Rank
GRVY Omega Ratio Rank: 2929
Omega Ratio Rank
GRVY Calmar Ratio Rank: 3232
Calmar Ratio Rank
GRVY Martin Ratio Rank: 3333
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.

SOHU vs. GRVY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sohu.com Limited (SOHU) and Gravity Co., Ltd. (GRVY). 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.


SOHUGRVYDifference
Sharpe ratioReturn per unit of total volatility

+1.10

Sortino ratioReturn per unit of downside risk

+1.54

Omega ratioGain probability vs. loss probability

1.18

0.99

+0.19

Calmar ratioReturn relative to maximum drawdown

1.48

-0.30

+1.78

Martin ratioReturn relative to average drawdown

4.11

-0.48

+4.58

SOHU vs. GRVY - Sharpe Ratio Comparison

The current SOHU Sharpe Ratio is 0.90, which is higher than the GRVY Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of SOHU and GRVY, 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


SOHUGRVYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.90

-0.20

+1.10

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

-0.34

+0.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.20

0.52

-0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

0.01

-0.01

Drawdowns

SOHU vs. GRVY - Drawdown Comparison

The maximum SOHU drawdown since its inception was -95.43%, roughly equal to the maximum GRVY drawdown of -97.02%. Use the drawdown chart below to compare losses from any high point for SOHU and GRVY.


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Drawdown Indicators


SOHUGRVYDifference

Max Drawdown

Largest peak-to-trough decline

-95.43%

-97.02%

+1.59%

Max Drawdown (1Y)

Largest decline over 1 year

-21.66%

-18.33%

-3.33%

Max Drawdown (3Y)

Largest decline over 3 years

-53.61%

-38.93%

-14.68%

Max Drawdown (5Y)

Largest decline over 5 years

-67.70%

-74.40%

+6.70%

Max Drawdown (10Y)

Largest decline over 10 years

-92.15%

-83.17%

-8.98%

Current Drawdown

Current decline from peak

-87.19%

-72.33%

-14.86%

Average Drawdown

Average peak-to-trough decline

-60.30%

-70.12%

+9.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.79%

11.57%

-3.78%

Volatility

SOHU vs. GRVY - Volatility Comparison

Sohu.com Limited (SOHU) has a higher volatility of 13.62% compared to Gravity Co., Ltd. (GRVY) at 11.48%. This indicates that SOHU's price experiences larger fluctuations and is considered to be riskier than GRVY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SOHUGRVYDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.62%

11.48%

+2.14%

Volatility (6M)

Calculated over the trailing 6-month period

23.57%

22.48%

+1.09%

Volatility (1Y)

Calculated over the trailing 1-year period

35.55%

27.87%

+7.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.09%

43.05%

+2.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.51%

75.86%

-23.35%

Dividends

SOHU vs. GRVY - Dividend Comparison

Neither SOHU nor GRVY has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

SOHU vs. GRVY - Financials Comparison

This section allows you to compare key financial metrics between Sohu.com Limited and Gravity Co., Ltd.. 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


0.0050.00B100.00B150.00B20222023202420252026
141.71M
166.72B
(SOHU) Total Revenue
(GRVY) Total Revenue
Values in USD except per share items

SOHU vs. GRVY - Profitability Comparison

The chart below illustrates the profitability comparison between Sohu.com Limited and Gravity Co., Ltd. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%20222023202420252026
78.9%
31.9%
Portfolio components
SOHU - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sohu.com Limited reported a gross profit of 111.81M and revenue of 141.71M. Therefore, the gross margin over that period was 78.9%.

GRVY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Gravity Co., Ltd. reported a gross profit of 53.20B and revenue of 166.72B. Therefore, the gross margin over that period was 31.9%.

SOHU - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sohu.com Limited reported an operating income of -6.75M and revenue of 141.71M, resulting in an operating margin of -4.8%.

GRVY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Gravity Co., Ltd. reported an operating income of 31.84B and revenue of 166.72B, resulting in an operating margin of 19.1%.

SOHU - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sohu.com Limited reported a net income of -4.33M and revenue of 141.71M, resulting in a net margin of -3.1%.

GRVY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Gravity Co., Ltd. reported a net income of 30.27B and revenue of 166.72B, resulting in a net margin of 18.2%.


Frequently Asked Questions


SOHU and GRVY have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SOHU has higher volatility (13.62%) compared to GRVY (11.48%). In terms of maximum drawdown, SOHU dropped -95.43% vs GRVY's -97.02%.

SOHU currently has the higher Sharpe Ratio (0.90 vs -0.20), 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.

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