GRPN vs. TZOO
GRPN (Groupon, Inc.) and TZOO (Travelzoo) are both stocks. Both are in the Communication Services sector — GRPN in Internet Content & Information, TZOO in Advertising Agencies. Over the past 10 years, GRPN returned -12.37%/yr vs 2.35%/yr for TZOO. At a 0.23 correlation, their price movements are largely independent.
Performance
GRPN vs. TZOO - Performance Comparison
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Returns By Period
In the year-to-date period, GRPN achieves a 6.76% return, which is significantly lower than TZOO's 43.68% return. Over the past 10 years, GRPN has underperformed TZOO with an annualized return of -12.37%, while TZOO has yielded a comparatively higher 2.35% annualized return.
GRPN
- 1D
- -0.58%
- 1M
- 26.26%
- YTD
- 6.76%
- 6M
- 6.33%
- 1Y
- -41.94%
- 3Y*
- 46.01%
- 5Y*
- -16.75%
- 10Y*
- -12.37%
TZOO
- 1D
- -4.48%
- 1M
- 4.39%
- YTD
- 43.68%
- 6M
- 49.78%
- 1Y
- -20.45%
- 3Y*
- 2.93%
- 5Y*
- -9.12%
- 10Y*
- 2.35%
GRPN vs. TZOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GRPN Groupon, Inc. | 6.76% | 44.94% | -5.37% | 49.65% | -62.95% | -39.04% | -20.51% | -25.31% | -37.25% | 53.61% |
TZOO Travelzoo | 43.68% | -64.31% | 109.34% | 114.16% | -52.76% | -0.21% | -11.78% | 8.85% | 52.40% | -31.38% |
Correlation
The correlation between GRPN and TZOO is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2011 | 0.23 |
Fundamentals
GRPN:
$762.01M
TZOO:
$110.86M
GRPN:
-$2.41
TZOO:
$0.35
GRPN:
1.62
TZOO:
1.26
GRPN:
$498.44M
TZOO:
$92.85M
GRPN:
$443.22M
TZOO:
$73.71M
GRPN:
$9.20M
TZOO:
$6.90M
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Return for Risk
GRPN vs. TZOO — Risk / Return Rank
GRPN
TZOO
GRPN vs. TZOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Groupon, Inc. (GRPN) and Travelzoo (TZOO). 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.
| GRPN | TZOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.62 | -0.34 | -0.28 |
Sortino ratioReturn per unit of downside risk | -0.70 | -0.14 | -0.56 |
Omega ratioGain probability vs. loss probability | 0.92 | 0.98 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | -0.48 | -0.41 | -0.07 |
Martin ratioReturn relative to average drawdown | -0.72 | -0.64 | -0.09 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GRPN | TZOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.62 | -0.34 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.19 | -0.14 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.15 | 0.04 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.26 | 0.02 | -0.28 |
Drawdowns
GRPN vs. TZOO - Drawdown Comparison
The maximum GRPN drawdown since its inception was -99.43%, roughly equal to the maximum TZOO drawdown of -97.08%. Use the drawdown chart below to compare losses from any high point for GRPN and TZOO.
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Drawdown Indicators
| GRPN | TZOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.43% | -97.08% | -2.35% |
Max Drawdown (1Y)Largest decline over 1 year | -74.20% | -63.77% | -10.43% |
Max Drawdown (3Y)Largest decline over 3 years | -74.20% | -78.82% | +4.62% |
Max Drawdown (5Y)Largest decline over 5 years | -93.59% | -78.82% | -14.77% |
Max Drawdown (10Y)Largest decline over 10 years | -97.48% | -85.17% | -12.31% |
Current DrawdownCurrent decline from peak | -96.41% | -90.35% | -6.06% |
Average DrawdownAverage peak-to-trough decline | -85.15% | -78.28% | -6.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 49.01% | 41.03% | +7.98% |
Volatility
GRPN vs. TZOO - Volatility Comparison
Groupon, Inc. (GRPN) has a higher volatility of 24.28% compared to Travelzoo (TZOO) at 13.22%. This indicates that GRPN's price experiences larger fluctuations and is considered to be riskier than TZOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GRPN | TZOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 24.28% | 13.22% | +11.06% |
Volatility (6M)Calculated over the trailing 6-month period | 51.17% | 45.06% | +6.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 68.74% | 59.98% | +8.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 88.72% | 64.53% | +24.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 82.19% | 67.20% | +14.99% |
Dividends
GRPN vs. TZOO - Dividend Comparison
Neither GRPN nor TZOO has paid dividends to shareholders.
Financials
GRPN vs. TZOO - Financials Comparison
This section allows you to compare key financial metrics between Groupon, Inc. and Travelzoo. 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
GRPN vs. TZOO - Profitability Comparison
GRPN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Groupon, Inc. reported a gross profit of 106.05M and revenue of 117.20M. Therefore, the gross margin over that period was 90.5%.
TZOO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Travelzoo reported a gross profit of 19.04M and revenue of 24.27M. Therefore, the gross margin over that period was 78.4%.
GRPN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Groupon, Inc. reported an operating income of -3.32M and revenue of 117.20M, resulting in an operating margin of -2.8%.
TZOO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Travelzoo reported an operating income of 3.45M and revenue of 24.27M, resulting in an operating margin of 14.2%.
GRPN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Groupon, Inc. reported a net income of -12.86M and revenue of 117.20M, resulting in a net margin of -11.0%.
TZOO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Travelzoo reported a net income of 2.48M and revenue of 24.27M, resulting in a net margin of 10.2%.
Frequently Asked Questions
GRPN and TZOO have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GRPN has higher volatility (24.28%) compared to TZOO (13.22%). In terms of maximum drawdown, GRPN dropped -99.43% vs TZOO's -97.08%.
TZOO currently has the higher Sharpe Ratio (-0.34 vs -0.62), 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.
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