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

Performance

EXPE vs. BKNG - Performance Comparison

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

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

Returns By Period

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


EXPE

YTD

17.99%

1M

9.76%

6M

59.81%

1Y

32.21%

5Y (annualized)

13.26%

10Y (annualized)

8.35%

BKNG

YTD

42.44%

1M

14.96%

6M

31.75%

1Y

60.65%

5Y (annualized)

21.97%

10Y (annualized)

15.97%

Fundamentals


EXPEBKNG
Market Cap$22.99B$166.03B
EPS$7.68$148.99
PE Ratio23.3233.67
PEG Ratio0.461.23
Total Revenue (TTM)$13.39B$23.05B
Gross Profit (TTM)$5.42B$22.37B
EBITDA (TTM)$2.46B$7.51B

Key characteristics


EXPEBKNG
Sharpe Ratio0.882.35
Sortino Ratio1.242.67
Omega Ratio1.211.43
Calmar Ratio0.673.04
Martin Ratio2.079.47
Ulcer Index15.80%6.34%
Daily Std Dev37.34%25.54%
Max Drawdown-82.73%-99.32%
Current Drawdown-16.23%-0.97%

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Correlation

-0.50.00.51.00.6

The correlation between EXPE and BKNG 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

EXPE vs. BKNG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Expedia Group, Inc. (EXPE) and Booking Holdings Inc. (BKNG). 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 EXPE, currently valued at 0.88, compared to the broader market-4.00-2.000.002.004.000.882.35
The chart of Sortino ratio for EXPE, currently valued at 1.24, compared to the broader market-4.00-2.000.002.004.001.242.67
The chart of Omega ratio for EXPE, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.43
The chart of Calmar ratio for EXPE, currently valued at 0.67, compared to the broader market0.002.004.006.000.673.04
The chart of Martin ratio for EXPE, currently valued at 2.07, compared to the broader market-10.000.0010.0020.0030.002.079.47
EXPE
BKNG

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

Dividends

EXPE vs. BKNG - Dividend Comparison

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


TTM20232022202120202019201820172016201520142013
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%
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%

Drawdowns

EXPE vs. BKNG - Drawdown Comparison

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


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

Volatility

EXPE vs. BKNG - Volatility Comparison

Expedia Group, Inc. (EXPE) has a higher volatility of 8.50% compared to Booking Holdings Inc. (BKNG) at 6.91%. This indicates that EXPE's price experiences larger fluctuations and is considered to be riskier than BKNG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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

Financials

EXPE vs. BKNG - Financials Comparison

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