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GRPN vs. TZOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GRPN and TZOO is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

GRPN vs. TZOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Groupon, Inc. (GRPN) and Travelzoo (TZOO). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%150.00%AugustSeptemberOctoberNovemberDecember2025
-36.45%
147.99%
GRPN
TZOO

Key characteristics

Sharpe Ratio

GRPN:

-0.11

TZOO:

2.64

Sortino Ratio

GRPN:

0.48

TZOO:

3.20

Omega Ratio

GRPN:

1.07

TZOO:

1.40

Calmar Ratio

GRPN:

-0.10

TZOO:

1.57

Martin Ratio

GRPN:

-0.29

TZOO:

9.56

Ulcer Index

GRPN:

33.66%

TZOO:

15.27%

Daily Std Dev

GRPN:

87.40%

TZOO:

55.31%

Max Drawdown

GRPN:

-99.43%

TZOO:

-97.08%

Current Drawdown

GRPN:

-97.97%

TZOO:

-80.21%

Fundamentals

Market Cap

GRPN:

$435.06M

TZOO:

$247.66M

EPS

GRPN:

$0.67

TZOO:

$1.02

PE Ratio

GRPN:

15.90

TZOO:

20.57

PEG Ratio

GRPN:

14.66

TZOO:

1.14

Total Revenue (TTM)

GRPN:

$362.18M

TZOO:

$63.22M

Gross Profit (TTM)

GRPN:

$326.12M

TZOO:

$55.52M

EBITDA (TTM)

GRPN:

$7.55M

TZOO:

$14.21M

Returns By Period

In the year-to-date period, GRPN achieves a -12.35% return, which is significantly lower than TZOO's 5.16% return. Over the past 10 years, GRPN has underperformed TZOO with an annualized return of -23.04%, while TZOO has yielded a comparatively higher 6.21% annualized return.


GRPN

YTD

-12.35%

1M

-1.57%

6M

-36.38%

1Y

-9.90%

5Y*

-29.34%

10Y*

-23.04%

TZOO

YTD

5.16%

1M

2.39%

6M

147.99%

1Y

145.09%

5Y*

14.01%

10Y*

6.21%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

GRPN vs. TZOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

GRPN
The Risk-Adjusted Performance Rank of GRPN is 4343
Overall Rank
The Sharpe Ratio Rank of GRPN is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of GRPN is 4646
Sortino Ratio Rank
The Omega Ratio Rank of GRPN is 4646
Omega Ratio Rank
The Calmar Ratio Rank of GRPN is 4040
Calmar Ratio Rank
The Martin Ratio Rank of GRPN is 4141
Martin Ratio Rank

TZOO
The Risk-Adjusted Performance Rank of TZOO is 9191
Overall Rank
The Sharpe Ratio Rank of TZOO is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of TZOO is 9393
Sortino Ratio Rank
The Omega Ratio Rank of TZOO is 9191
Omega Ratio Rank
The Calmar Ratio Rank of TZOO is 8686
Calmar Ratio Rank
The Martin Ratio Rank of TZOO is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GRPN vs. TZOO - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for GRPN, currently valued at -0.11, compared to the broader market-2.000.002.004.00-0.112.64
The chart of Sortino ratio for GRPN, currently valued at 0.48, compared to the broader market-4.00-2.000.002.004.000.483.20
The chart of Omega ratio for GRPN, currently valued at 1.06, compared to the broader market0.501.001.502.001.071.40
The chart of Calmar ratio for GRPN, currently valued at -0.10, compared to the broader market0.002.004.006.00-0.101.88
The chart of Martin ratio for GRPN, currently valued at -0.28, compared to the broader market-10.000.0010.0020.0030.00-0.299.56
GRPN
TZOO

The current GRPN Sharpe Ratio is -0.11, which is lower than the TZOO Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of GRPN and TZOO, 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 Ratio0.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.11
2.64
GRPN
TZOO

Dividends

GRPN vs. TZOO - Dividend Comparison

Neither GRPN nor TZOO has paid dividends to shareholders.


Tickers have no history of dividend payments

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. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%AugustSeptemberOctoberNovemberDecember2025
-97.97%
-35.80%
GRPN
TZOO

Volatility

GRPN vs. TZOO - Volatility Comparison

The current volatility for Groupon, Inc. (GRPN) is 16.71%, while Travelzoo (TZOO) has a volatility of 20.32%. 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.


10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
16.71%
20.32%
GRPN
TZOO

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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