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BKNG vs. EXPE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

BKNG vs. EXPE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Booking Holdings Inc. (BKNG) and Expedia Group, Inc. (EXPE). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
31.75%
59.81%
BKNG
EXPE

Returns By Period

In the year-to-date period, BKNG achieves a 42.44% return, which is significantly higher than EXPE's 17.99% return. Over the past 10 years, BKNG has outperformed EXPE with an annualized return of 15.97%, while EXPE has yielded a comparatively lower 8.35% annualized return.


BKNG

YTD

42.44%

1M

14.96%

6M

31.75%

1Y

60.65%

5Y (annualized)

21.97%

10Y (annualized)

15.97%

EXPE

YTD

17.99%

1M

9.76%

6M

59.81%

1Y

32.21%

5Y (annualized)

13.26%

10Y (annualized)

8.35%

Fundamentals


BKNGEXPE
Market Cap$166.03B$22.99B
EPS$148.99$7.68
PE Ratio33.6723.32
PEG Ratio1.230.46
Total Revenue (TTM)$23.05B$13.39B
Gross Profit (TTM)$22.37B$5.42B
EBITDA (TTM)$7.51B$2.46B

Key characteristics


BKNGEXPE
Sharpe Ratio2.350.88
Sortino Ratio2.671.24
Omega Ratio1.431.21
Calmar Ratio3.040.67
Martin Ratio9.472.07
Ulcer Index6.34%15.80%
Daily Std Dev25.54%37.34%
Max Drawdown-99.32%-82.73%
Current Drawdown-0.97%-16.23%

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Correlation

-0.50.00.51.00.6

The correlation between BKNG and EXPE is 0.58, 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.

Risk-Adjusted Performance

BKNG vs. EXPE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Booking Holdings Inc. (BKNG) and Expedia Group, Inc. (EXPE). 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.


Sharpe ratio
The chart of Sharpe ratio for BKNG, currently valued at 2.35, compared to the broader market-4.00-2.000.002.004.002.350.88
The chart of Sortino ratio for BKNG, currently valued at 2.67, compared to the broader market-4.00-2.000.002.004.002.671.24
The chart of Omega ratio for BKNG, currently valued at 1.43, compared to the broader market0.501.001.502.001.431.21
The chart of Calmar ratio for BKNG, currently valued at 3.04, compared to the broader market0.002.004.006.003.040.67
The chart of Martin ratio for BKNG, currently valued at 9.47, compared to the broader market-10.000.0010.0020.0030.009.472.07
BKNG
EXPE

The current BKNG Sharpe Ratio is 2.35, which is higher than the EXPE Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of BKNG and EXPE, 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-0.500.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.35
0.88
BKNG
EXPE

Dividends

BKNG vs. EXPE - Dividend Comparison

BKNG's dividend yield for the trailing twelve months is around 0.52%, while EXPE has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
BKNG
Booking Holdings Inc.
0.52%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EXPE
Expedia Group, Inc.
0.00%0.00%0.00%0.00%0.26%1.22%1.10%0.97%0.88%0.68%0.77%0.80%

Drawdowns

BKNG vs. EXPE - Drawdown Comparison

The maximum BKNG drawdown since its inception was -99.32%, which is greater than EXPE's maximum drawdown of -82.73%. Use the drawdown chart below to compare losses from any high point for BKNG and EXPE. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.97%
-16.23%
BKNG
EXPE

Volatility

BKNG vs. EXPE - Volatility Comparison

The current volatility for Booking Holdings Inc. (BKNG) is 6.91%, while Expedia Group, Inc. (EXPE) has a volatility of 8.50%. This indicates that BKNG experiences smaller price fluctuations and is considered to be less risky than EXPE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
6.91%
8.50%
BKNG
EXPE

Financials

BKNG vs. EXPE - Financials Comparison

This section allows you to compare key financial metrics between Booking Holdings Inc. and Expedia Group, 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