VRM vs. CPNG
VRM (Vroom, Inc.) and CPNG (Coupang, Inc.) are both stocks. Both are in the Consumer Cyclical sector — VRM in Auto & Truck Dealerships, CPNG in Internet Retail. Over the past 5 years, VRM returned -69.39%/yr vs -15.27%/yr for CPNG. At a 0.26 correlation, their price movements are largely independent.
Performance
VRM vs. CPNG - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VRM achieves a -54.12% return, which is significantly lower than CPNG's -26.62% return.
VRM
- 1D
- -10.24%
- 1M
- -24.38%
- YTD
- -54.12%
- 6M
- -63.92%
- 1Y
- -71.34%
- 3Y*
- -55.34%
- 5Y*
- -69.39%
- 10Y*
- —
CPNG
- 1D
- -3.83%
- 1M
- 7.38%
- YTD
- -26.62%
- 6M
- -22.79%
- 1Y
- -39.37%
- 3Y*
- 1.41%
- 5Y*
- -15.27%
- 10Y*
- —
VRM vs. CPNG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
VRM Vroom, Inc. | -54.12% | 296.81% | -89.61% | -40.93% | -90.55% | -68.36% |
CPNG Coupang, Inc. | -26.62% | 7.32% | 35.76% | 10.06% | -49.93% | -53.73% |
Correlation
The correlation between VRM and CPNG is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Mar 11, 2021 | 0.26 |
Over the past year, the correlation between VRM and CPNG has dropped to 0.03 - well below their long-term average of 0.26, suggesting their price drivers have been diverging.
Fundamentals
VRM:
-$12.02
CPNG:
-$0.09
VRM:
0.70
CPNG:
1.12
VRM:
$50.29M
CPNG:
$28.65B
VRM:
$24.05M
CPNG:
$3.65B
VRM:
-$2.99M
CPNG:
$80.00M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VRM vs. CPNG — Risk / Return Rank
VRM
CPNG
VRM vs. CPNG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vroom, Inc. (VRM) 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.
| VRM | CPNG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 0.85 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | -0.72 | -0.22 |
| Martin ratioReturn relative to average drawdown | -1.88 | -1.25 | -0.63 |
Loading charts...
Drawdowns
VRM vs. CPNG - Drawdown Comparison
The maximum VRM drawdown since its inception was -99.93%, which is greater than CPNG's maximum drawdown of -85.28%. Use the drawdown chart below to compare losses from any high point for VRM and CPNG.
Loading charts...
Drawdown Indicators
| VRM | CPNG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.93% | -85.28% | -14.65% |
Max Drawdown (1Y)Largest decline over 1 year | -75.87% | -54.91% | -20.96% |
Max Drawdown (3Y)Largest decline over 3 years | -98.01% | -54.91% | -43.10% |
Max Drawdown (5Y)Largest decline over 5 years | -99.88% | -79.01% | -20.87% |
Current DrawdownCurrent decline from peak | -99.85% | -72.74% | -27.11% |
Average DrawdownAverage peak-to-trough decline | -84.22% | -64.22% | -20.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 40.84% | 31.55% | +9.29% |
Volatility
VRM vs. CPNG - Volatility Comparison
Vroom, Inc. (VRM) has a higher volatility of 44.81% compared to Coupang, Inc. (CPNG) at 21.93%. This indicates that VRM's price experiences larger fluctuations and is considered to be riskier than CPNG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| VRM | CPNG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 44.81% | 21.93% | +22.88% |
Volatility (6M)Calculated over the trailing 6-month period | 81.37% | 40.04% | +41.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 96.69% | 45.17% | +51.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 262.46% | 52.68% | +209.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 239.96% | 53.79% | +186.17% |
Dividends
VRM vs. CPNG - Dividend Comparison
Neither VRM nor CPNG has paid dividends to shareholders.
Financials
VRM vs. CPNG - Financials Comparison
This section allows you to compare key financial metrics between Vroom, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
VRM and CPNG have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VRM has higher volatility (44.81%) compared to CPNG (21.93%). In terms of maximum drawdown, VRM dropped -99.93% vs CPNG's -85.28%.
VRM currently has the higher Sharpe Ratio (-0.74 vs -0.88), 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.
Find the right allocation for VRM and CPNG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer