MAX vs GLRE

Comparison between MediaAlpha Inc - Class A (MAX, Company) and Greenlight Capital Re Ltd - Class A (GLRE, Company).

MAX is from the Communication Services sector, while GLRE is from the Financial Services sector.

5-Year PerformanceGLRE has outperformed MAX, delivering a return of +11.1% compared to -24.5%

MAX vs GLRE - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	MAX(COMPANY)	GLRE(COMPANY)
Market Cap	$536M	$537M
Max Drawdown	91.64%	85.00%
Sharpe Ratio	-0.11	0.33
5Y Beta	0.86	0.48
Industry	Internet Content & Information	Insurance - Reinsurance
P/E Ratio	96.12	6.65
Forward P/E	7.44	4.64
PEG Ratio	N/A	0.08
Debt to Equity	8529.11%	0.64%
Free Cash Flow Yield	7.47%	44.18%
P/S Ratio	0.45	0.73
P/B Ratio	270.45	0.69

Market Cap

MAX

$536M

Winner

GLRE

$537M

Max Drawdown

MAX

91.64%

Winner

GLRE

85.00%

Sharpe Ratio

MAX

-0.11

Winner

GLRE

0.33

5Y Beta

MAX

0.86

Winner

GLRE

0.48

Industry

MAX

Internet Content & Information

GLRE

Insurance - Reinsurance

P/E Ratio

MAX

96.12

Winner

GLRE

6.65

Forward P/E

MAX

7.44

Winner

GLRE

4.64

PEG Ratio

MAX

N/A

GLRE

0.08

Debt to Equity

MAX

8529.11%

Winner

GLRE

0.64%

Free Cash Flow Yield

MAX

7.47%

Winner

GLRE

44.18%

P/S Ratio

Winner

MAX

0.45

GLRE

0.73

P/B Ratio

MAX

270.45

Winner

GLRE

0.69

MAX vs GLRE - Historical Returns

Returns include dividend reinvestment.

Period	MAX	GLRE
1 month	+22.08%	-8.33%
3 months	+1.97%	-3.19%
6 months	-22.94%	+11.76%
1 year	-9.81%	+10.53%
5 years(CAGR)	-24.53%	+11.14%
10 years(CAGR)	N/A	-1.72%
Max(CAGR)	-18.84%	-2.09%

Winner

MAX

+22.08%

GLRE

-8.33%

Winner

MAX

+1.97%

GLRE

-3.19%

MAX

-22.94%

Winner

GLRE

+11.76%

MAX

-9.81%

Winner

GLRE

+10.53%

5Y(CAGR)

MAX

-24.53%

Winner

GLRE

+11.14%

10Y(CAGR)

MAX

N/A

GLRE

-1.72%

Max(CAGR)

MAX

-18.84%

Winner

GLRE

-2.09%

MAX vs GLRE - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	MAX	GLRE
2026	-17.66%	+13.42%
2025	+13.70%	+6.35%
2024	+2.45%	+25.22%
2023	+8.46%	+40.12%
2022	-38.77%	+6.26%
2021	-58.91%	+4.95%
2020	+22.63%	-26.53%
2019	N/A	+4.88%
2018	N/A	-57.85%
2017	N/A	-13.73%
2016	N/A	+19.37%
2015	N/A	-42.43%
2014	N/A	-1.48%
2013	N/A	+44.12%
2012	N/A	-4.90%
2011	N/A	-12.79%
2010	N/A	+11.85%
2009	N/A	+68.98%
2008	N/A	-36.70%
2007	N/A	-13.48%

MAX vs GLRE Drawdown Comparison

The maximum drawdown for MAX was -91.64%, occurring on May 16, 2023. This drawdown has not yet recovered.

The maximum drawdown for GLRE was -85.00%, occurring on Apr 1, 2020. This drawdown has not yet recovered.

The current MAX drawdown is -84.65%. The current GLRE drawdown is -54.11%.

Rank	MAX	GLRE
#1	-91.64% Mar 15, 2021 - May 16, 2023	-85.00% Sep 4, 2014 - Apr 1, 2020
#2	-30.86% Nov 9, 2020 - Jan 26, 2021	-62.87% May 25, 2007 - Feb 25, 2010
#3	-17.00% Feb 19, 2021 - Mar 11, 2021	-32.09% Nov 8, 2010 - Oct 21, 2013
#4	-8.29% Feb 3, 2021 - Feb 11, 2021	-18.31% Apr 23, 2010 - Oct 13, 2010
#5	-2.84% Jan 26, 2021 - Jan 29, 2021	-11.06% Nov 29, 2013 - Jun 11, 2014
#6	-1.75% Feb 12, 2021 - Feb 18, 2021	-8.47% Jul 16, 2014 - Sep 3, 2014
#7	-0.62% Mar 11, 2021 - Mar 15, 2021	-4.37% Nov 2, 2010 - Nov 8, 2010
#8	-0.16% Feb 1, 2021 - Feb 3, 2021	-4.13% Jun 11, 2014 - Jul 14, 2014
#9	N/A	-3.91% Feb 25, 2010 - Mar 24, 2010
#10	N/A	-3.30% Mar 31, 2010 - Apr 21, 2010
#11	N/A	-2.61% Nov 6, 2013 - Nov 15, 2013
#12	N/A	-1.36% Oct 31, 2013 - Nov 6, 2013
#13	N/A	-1.07% Oct 22, 2013 - Oct 29, 2013
#14	N/A	-0.63% Oct 26, 2010 - Nov 1, 2010
#15	N/A	-0.57% Oct 29, 2013 - Oct 31, 2013

Correlation

Correlation between MAX and GLRE is -0.40 which considered as a weak negative correlation - the stocks show a slight tendency to move in opposite directions.

-0.40

-101