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 -12.26%/yr vs -3.62%/yr for TZOO. Their 0.23 correlation means their historical movements had little consistent relationship.
Performance
GRPN vs. TZOO - Performance Comparison
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Returns By Period
In the year-to-date period, GRPN achieves a 56.62% return, which is significantly higher than TZOO's 1.54% return. Over the past 10 years, GRPN has underperformed TZOO with an annualized return of -12.26%, while TZOO has yielded a comparatively higher -3.62% annualized return.
GRPN
- 1D
- -1.11%
- 1M
- 7.82%
- 6M
- 94.91%
- YTD
- 56.62%
- 1Y
- -5.09%
- 3Y*
- 53.07%
- 5Y*
- -5.38%
- 10Y*
- -12.26%
- ALL TIME*
- -18.48%
TZOO
- 1D
- 1.40%
- 1M
- -37.99%
- 6M
- 23.59%
- YTD
- 1.54%
- 1Y
- -23.65%
- 3Y*
- -4.15%
- 5Y*
- -12.04%
- 10Y*
- -3.62%
- ALL TIME*
- 0.45%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
GRPN Groupon, Inc. | $35.71M | $38.89M | $37.92M |
TZOO Travelzoo | $1.29M | $1.04M | $1.20M |
GRPN vs. TZOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GRPN Groupon, Inc. | 56.62% | 44.94% | -5.37% | 49.65% | -62.95% | -39.04% | -20.51% | -25.31% | -37.25% | 53.61% |
TZOO Travelzoo | 1.54% | -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 0.19, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.19 |
Correlation (3Y) Balances recent behavior with more history. | 0.22 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.26 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.23 |
Correlation (All Time) Calculated using the full available price history since Nov 4, 2011 | 0.23 |
Fundamentals
GRPN:
$1.05B
TZOO:
$74.32M
GRPN:
-$2.56
TZOO:
$0.04
GRPN:
2.24
TZOO:
0.87
GRPN:
$498.44M
TZOO:
$92.15M
GRPN:
$443.22M
TZOO:
$71.07M
GRPN:
$9.20M
TZOO:
$2.05M
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GRPN | TZOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 0.96 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | -0.54 | +0.39 |
| Martin ratioReturn relative to average drawdown | -0.21 | -1.02 | +0.81 |
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Drawdowns
GRPN vs. TZOO - Drawdown Comparison
The maximum GRPN drawdown since its inception was -99.47%, 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 | -99.47% | -97.08% | -2.39% |
Max Drawdown (1Y)Largest decline over 1 year | -73.87% | -51.72% | -22.15% |
Max Drawdown (3Y)Largest decline over 3 years | -74.20% | -78.82% | +4.62% |
Max Drawdown (5Y)Largest decline over 5 years | -91.71% | -78.82% | -12.89% |
Max Drawdown (10Y)Largest decline over 10 years | -97.48% | -85.17% | -12.31% |
Current DrawdownCurrent decline from peak | -95.07% | -93.18% | -1.89% |
Average DrawdownAverage peak-to-trough decline | -86.20% | -78.35% | -7.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 51.00% | 27.11% | +23.89% |
Volatility
GRPN vs. TZOO - Volatility Comparison
The current volatility for Groupon, Inc. (GRPN) is 24.78%, while Travelzoo (TZOO) has a volatility of 30.92%. This indicates that GRPN experiences smaller price fluctuations and is considered to be less risky 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 | 24.78% | 30.92% | -6.14% |
Volatility (6M)Calculated over the trailing 6-month period | 62.38% | 54.94% | +7.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 77.33% | 63.24% | +14.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 90.29% | 65.02% | +25.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 82.46% | 67.68% | +14.78% |
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 Aug 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 Aug 2026, Travelzoo reported a gross profit of 16.10M and revenue of 23.21M. Therefore, the gross margin over that period was 69.4%.
GRPN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 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 Aug 2026, Travelzoo reported an operating income of -2.76M and revenue of 23.21M, resulting in an operating margin of -11.9%.
GRPN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 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 Aug 2026, Travelzoo reported a net income of -2.14M and revenue of 23.21M, resulting in a net margin of -9.2%.
Frequently Asked Questions
GRPN and TZOO have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TZOO has higher volatility (30.92%) compared to GRPN (24.78%). In terms of maximum drawdown, GRPN dropped -99.47% vs TZOO's -97.08%.
GRPN currently has the higher Sharpe Ratio (-0.14 vs -0.44), 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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