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YELP vs. GTLB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between YELP and GTLB is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

YELP vs. GTLB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Yelp Inc. (YELP) and GitLab Inc. (GTLB). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
4.63%
-23.68%
YELP
GTLB

Key characteristics

Sharpe Ratio

YELP:

-0.47

GTLB:

-0.48

Sortino Ratio

YELP:

-0.48

GTLB:

-0.42

Omega Ratio

YELP:

0.94

GTLB:

0.95

Calmar Ratio

YELP:

-0.19

GTLB:

-0.40

Martin Ratio

YELP:

-1.08

GTLB:

-1.70

Ulcer Index

YELP:

11.96%

GTLB:

16.08%

Daily Std Dev

YELP:

27.64%

GTLB:

57.40%

Max Drawdown

YELP:

-85.25%

GTLB:

-79.55%

Current Drawdown

YELP:

-63.63%

GTLB:

-68.60%

Fundamentals

Market Cap

YELP:

$2.32B

GTLB:

$6.74B

EPS

YELP:

$1.88

GTLB:

-$0.04

Total Revenue (TTM)

YELP:

$1.08B

GTLB:

$759.25M

Gross Profit (TTM)

YELP:

$973.40M

GTLB:

$674.11M

EBITDA (TTM)

YELP:

$182.11M

GTLB:

-$130.52M

Returns By Period

In the year-to-date period, YELP achieves a -7.86% return, which is significantly higher than GTLB's -27.08% return.


YELP

YTD

-7.86%

1M

5.88%

6M

3.03%

1Y

-11.21%

5Y*

15.83%

10Y*

-2.73%

GTLB

YTD

-27.08%

1M

-33.50%

6M

-18.08%

1Y

-27.40%

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

YELP vs. GTLB — Risk-Adjusted Performance Rank

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

YELP
The Risk-Adjusted Performance Rank of YELP is 3232
Overall Rank
The Sharpe Ratio Rank of YELP is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of YELP is 2828
Sortino Ratio Rank
The Omega Ratio Rank of YELP is 2929
Omega Ratio Rank
The Calmar Ratio Rank of YELP is 4343
Calmar Ratio Rank
The Martin Ratio Rank of YELP is 3131
Martin Ratio Rank

GTLB
The Risk-Adjusted Performance Rank of GTLB is 2626
Overall Rank
The Sharpe Ratio Rank of GTLB is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of GTLB is 3030
Sortino Ratio Rank
The Omega Ratio Rank of GTLB is 3131
Omega Ratio Rank
The Calmar Ratio Rank of GTLB is 3030
Calmar Ratio Rank
The Martin Ratio Rank of GTLB is 77
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

YELP vs. GTLB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Yelp Inc. (YELP) and GitLab Inc. (GTLB). 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.


The chart of Sharpe ratio for YELP, currently valued at -0.47, compared to the broader market-2.00-1.000.001.002.00
YELP: -0.47
GTLB: -0.48
The chart of Sortino ratio for YELP, currently valued at -0.48, compared to the broader market-6.00-4.00-2.000.002.004.00
YELP: -0.48
GTLB: -0.42
The chart of Omega ratio for YELP, currently valued at 0.94, compared to the broader market0.501.001.502.00
YELP: 0.94
GTLB: 0.95
The chart of Calmar ratio for YELP, currently valued at -0.40, compared to the broader market0.001.002.003.004.00
YELP: -0.40
GTLB: -0.40
The chart of Martin ratio for YELP, currently valued at -1.08, compared to the broader market-10.000.0010.0020.00
YELP: -1.08
GTLB: -1.70

The current YELP Sharpe Ratio is -0.47, which is comparable to the GTLB Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of YELP and GTLB, 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-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.47
-0.48
YELP
GTLB

Dividends

YELP vs. GTLB - Dividend Comparison

Neither YELP nor GTLB has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

YELP vs. GTLB - Drawdown Comparison

The maximum YELP drawdown since its inception was -85.25%, which is greater than GTLB's maximum drawdown of -79.55%. Use the drawdown chart below to compare losses from any high point for YELP and GTLB. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-26.37%
-68.60%
YELP
GTLB

Volatility

YELP vs. GTLB - Volatility Comparison

The current volatility for Yelp Inc. (YELP) is 9.66%, while GitLab Inc. (GTLB) has a volatility of 19.48%. This indicates that YELP experiences smaller price fluctuations and is considered to be less risky than GTLB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
9.66%
19.48%
YELP
GTLB

Financials

YELP vs. GTLB - Financials Comparison

This section allows you to compare key financial metrics between Yelp Inc. and GitLab 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


Values in USD except per share items