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VOXR vs. GLBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

VOXR vs. GLBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vox Royalty Corp (VOXR) and Global-e Online Ltd. (GLBE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VOXR achieves a 9.63% return, which is significantly higher than GLBE's -16.74% return.


VOXR

1D
3.39%
1M
-17.52%
YTD
9.63%
6M
-0.95%
1Y
43.72%
3Y*
32.03%
5Y*
21.87%
10Y*

GLBE

1D
-1.48%
1M
18.85%
YTD
-16.74%
6M
-18.48%
1Y
-1.59%
3Y*
-4.73%
5Y*
-6.79%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOXR vs. GLBE - Yearly Performance Comparison


2026 (YTD)20252024202320222021
VOXR
Vox Royalty Corp
9.63%105.38%15.84%-9.91%-15.03%19.83%
GLBE
Global-e Online Ltd.
-16.74%-27.91%37.60%92.01%-67.44%161.40%

Correlation

The correlation between VOXR and GLBE is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.13

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

0.09

Correlation (All Time)
Calculated using the full available price history since May 12, 2021

0.09

Fundamentals

Market Cap

VOXR:

$369.60M

GLBE:

$5.70B

EPS

VOXR:

$0.53

GLBE:

$0.67

PE Ratio

VOXR:

9.75

GLBE:

48.88

PEG Ratio

VOXR:

0.01

GLBE:

0.01

PS Ratio

VOXR:

10.00

GLBE:

5.56

PB Ratio

VOXR:

2.77

GLBE:

6.25

Total Revenue (TTM)

VOXR:

$29.98M

GLBE:

$1.02B

Gross Profit (TTM)

VOXR:

$19.72M

GLBE:

$467.05M

EBITDA (TTM)

VOXR:

$25.00M

GLBE:

$146.46M

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Return for Risk

VOXR vs. GLBE — Risk / Return Rank

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

VOXR
VOXR Risk / Return Rank: 6868
Overall Rank
VOXR Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VOXR Sortino Ratio Rank: 6464
Sortino Ratio Rank
VOXR Omega Ratio Rank: 6363
Omega Ratio Rank
VOXR Calmar Ratio Rank: 7171
Calmar Ratio Rank
VOXR Martin Ratio Rank: 7373
Martin Ratio Rank

GLBE
GLBE Risk / Return Rank: 4040
Overall Rank
GLBE Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
GLBE Sortino Ratio Rank: 3939
Sortino Ratio Rank
GLBE Omega Ratio Rank: 3838
Omega Ratio Rank
GLBE Calmar Ratio Rank: 4141
Calmar Ratio Rank
GLBE Martin Ratio Rank: 4141
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.

VOXR vs. GLBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vox Royalty Corp (VOXR) and Global-e Online Ltd. (GLBE). 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.


VOXRGLBEDifference
Sharpe ratioReturn per unit of total volatility

+0.85

Sortino ratioReturn per unit of downside risk

+1.08

Omega ratioGain probability vs. loss probability

1.17

1.04

+0.13

Calmar ratioReturn relative to maximum drawdown

1.60

-0.05

+1.64

Martin ratioReturn relative to average drawdown

4.08

-0.11

+4.19

VOXR vs. GLBE - Sharpe Ratio Comparison

The current VOXR Sharpe Ratio is 0.82, which is higher than the GLBE Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of VOXR and GLBE, 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

VOXR vs. GLBE - Drawdown Comparison

The maximum VOXR drawdown since its inception was -46.36%, smaller than the maximum GLBE drawdown of -79.10%. Use the drawdown chart below to compare losses from any high point for VOXR and GLBE.


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Drawdown Indicators


VOXRGLBEDifference

Max Drawdown

Largest peak-to-trough decline

-46.36%

-79.10%

+32.74%

Max Drawdown (1Y)

Largest decline over 1 year

-27.53%

-33.78%

+6.25%

Max Drawdown (3Y)

Largest decline over 3 years

-31.56%

-56.17%

+24.61%

Max Drawdown (5Y)

Largest decline over 5 years

-46.36%

-79.10%

+32.74%

Current Drawdown

Current decline from peak

-19.19%

-59.93%

+40.74%

Average Drawdown

Average peak-to-trough decline

-18.87%

-52.28%

+33.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.76%

14.59%

-3.83%

Volatility

VOXR vs. GLBE - Volatility Comparison

Vox Royalty Corp (VOXR) has a higher volatility of 19.27% compared to Global-e Online Ltd. (GLBE) at 13.51%. This indicates that VOXR's price experiences larger fluctuations and is considered to be riskier than GLBE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VOXRGLBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.27%

13.51%

+5.76%

Volatility (6M)

Calculated over the trailing 6-month period

41.40%

36.12%

+5.28%

Volatility (1Y)

Calculated over the trailing 1-year period

53.88%

46.63%

+7.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.16%

68.03%

-17.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.08%

68.12%

-17.04%

Dividends

VOXR vs. GLBE - Dividend Comparison

VOXR's dividend yield for the trailing twelve months is around 1.01%, while GLBE has not paid dividends to shareholders.


PositionTTM2025202420232022
GLBE
Global-e Online Ltd.
0.00%0.00%0.00%0.00%0.00%
VOXR
Vox Royalty Corp
1.01%1.05%2.05%2.14%0.58%

Financials

VOXR vs. GLBE - Financials Comparison

This section allows you to compare key financial metrics between Vox Royalty Corp and Global-e Online 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


0.0050.00M100.00M150.00M200.00M250.00M300.00M350.00M20222023202420252026
16.04M
252.09M
(VOXR) Total Revenue
(GLBE) Total Revenue
Values in USD except per share items

Frequently Asked Questions


VOXR and GLBE have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VOXR has higher volatility (19.27%) compared to GLBE (13.51%). In terms of maximum drawdown, VOXR dropped -46.36% vs GLBE's -79.10%.

VOXR currently has the higher Sharpe Ratio (0.82 vs -0.03), 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

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