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UAA vs. CPNG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

UAA vs. CPNG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Under Armour, Inc. (UAA) and Coupang, Inc. (CPNG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UAA achieves a 21.73% return, which is significantly higher than CPNG's -28.70% return.


UAA

1D
0.67%
1M
18.16%
YTD
21.73%
6M
39.72%
1Y
-8.33%
3Y*
-7.28%
5Y*
-22.39%
10Y*
-16.61%

CPNG

1D
-2.49%
1M
4.34%
YTD
-28.70%
6M
-34.37%
1Y
-40.14%
3Y*
0.44%
5Y*
-15.31%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UAA vs. CPNG - Yearly Performance Comparison


2026 (YTD)20252024202320222021
UAA
Under Armour, Inc.
21.73%-39.98%-5.80%-13.48%-52.05%-5.99%
CPNG
Coupang, Inc.
-28.70%7.32%35.76%10.06%-49.93%-53.73%

Correlation

The correlation between UAA and CPNG is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.20

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

0.24

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

0.31

Correlation (All Time)
Calculated using the full available price history since Mar 11, 2021

0.31

The correlation between UAA and CPNG shifts across timeframes, from 0.20 (1 year) to 0.31 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

UAA:

$2.58B

CPNG:

$30.70B

EPS

UAA:

-$1.16

CPNG:

-$0.09

PS Ratio

UAA:

0.52

CPNG:

1.09

PB Ratio

UAA:

1.82

CPNG:

7.81

Total Revenue (TTM)

UAA:

$4.97B

CPNG:

$28.65B

Gross Profit (TTM)

UAA:

$2.26B

CPNG:

$3.65B

EBITDA (TTM)

UAA:

-$36.44M

CPNG:

$80.00M

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Return for Risk

UAA vs. CPNG — Risk / Return Rank

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

UAA
UAA Risk / Return Rank: 3434
Overall Rank
UAA Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
UAA Sortino Ratio Rank: 3434
Sortino Ratio Rank
UAA Omega Ratio Rank: 3434
Omega Ratio Rank
UAA Calmar Ratio Rank: 3535
Calmar Ratio Rank
UAA Martin Ratio Rank: 3636
Martin Ratio Rank

CPNG
CPNG Risk / Return Rank: 1010
Overall Rank
CPNG Sharpe Ratio Rank: 77
Sharpe Ratio Rank
CPNG Sortino Ratio Rank: 99
Sortino Ratio Rank
CPNG Omega Ratio Rank: 88
Omega Ratio Rank
CPNG Calmar Ratio Rank: 1515
Calmar Ratio Rank
CPNG Martin Ratio Rank: 1212
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.

UAA vs. CPNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Under Armour, Inc. (UAA) and Coupang, Inc. (CPNG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


UAACPNGDifference
Sharpe ratioReturn per unit of total volatility

+0.71

Sortino ratioReturn per unit of downside risk

+1.36

Omega ratioGain probability vs. loss probability

1.01

0.83

+0.18

Calmar ratioReturn relative to maximum drawdown

-0.27

-0.74

+0.47

Martin ratioReturn relative to average drawdown

-0.42

-1.32

+0.90

UAA vs. CPNG - Sharpe Ratio Comparison

The current UAA Sharpe Ratio is -0.21, which is higher than the CPNG Sharpe Ratio of -0.92. The chart below compares the historical Sharpe Ratios of UAA and CPNG, 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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Drawdowns

UAA vs. CPNG - Drawdown Comparison

The maximum UAA drawdown since its inception was -91.99%, which is greater than CPNG's maximum drawdown of -85.28%. Use the drawdown chart below to compare losses from any high point for UAA and CPNG.


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Drawdown Indicators


UAACPNGDifference

Max Drawdown

Largest peak-to-trough decline

-91.99%

-85.28%

-6.71%

Max Drawdown (1Y)

Largest decline over 1 year

-43.42%

-54.91%

+11.49%

Max Drawdown (3Y)

Largest decline over 3 years

-62.53%

-54.91%

-7.62%

Max Drawdown (5Y)

Largest decline over 5 years

-84.53%

-79.01%

-5.52%

Max Drawdown (10Y)

Largest decline over 10 years

-90.43%

Current Drawdown

Current decline from peak

-88.38%

-73.51%

-14.87%

Average Drawdown

Average peak-to-trough decline

-45.82%

-64.19%

+18.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.44%

30.85%

-3.41%

Volatility

UAA vs. CPNG - Volatility Comparison

The current volatility for Under Armour, Inc. (UAA) is 11.61%, while Coupang, Inc. (CPNG) has a volatility of 21.03%. This indicates that UAA experiences smaller price fluctuations and is considered to be less risky than CPNG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UAACPNGDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.61%

21.03%

-9.42%

Volatility (6M)

Calculated over the trailing 6-month period

43.37%

39.57%

+3.80%

Volatility (1Y)

Calculated over the trailing 1-year period

54.87%

44.14%

+10.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.74%

52.50%

+0.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.12%

53.74%

-1.62%

Dividends

UAA vs. CPNG - Dividend Comparison

Neither UAA nor CPNG has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

UAA vs. CPNG - Financials Comparison

This section allows you to compare key financial metrics between Under Armour, Inc. and Coupang, 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


2.00B4.00B6.00B8.00B10.00B20222023202420252026
1.17B
2.03B
(UAA) Total Revenue
(CPNG) Total Revenue
Values in USD except per share items

Frequently Asked Questions


UAA and CPNG have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CPNG has higher volatility (21.03%) compared to UAA (11.61%). In terms of maximum drawdown, UAA dropped -91.99% vs CPNG's -85.28%.

UAA currently has the higher Sharpe Ratio (-0.21 vs -0.92), 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.

Portfolio Optimizer

Find the right allocation for UAA and CPNG

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