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

Correlation

The correlation between GRPN and TZOO is 0.35, 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.


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.

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Key characteristics

Sharpe Ratio

GRPN:

1.41

TZOO:

1.03

Sortino Ratio

GRPN:

2.50

TZOO:

1.72

Omega Ratio

GRPN:

1.32

TZOO:

1.22

Calmar Ratio

GRPN:

1.30

TZOO:

0.71

Martin Ratio

GRPN:

4.17

TZOO:

3.11

Ulcer Index

GRPN:

30.81%

TZOO:

21.30%

Daily Std Dev

GRPN:

98.96%

TZOO:

69.82%

Max Drawdown

GRPN:

-99.43%

TZOO:

-97.08%

Current Drawdown

GRPN:

-95.23%

TZOO:

-86.17%

Fundamentals

Market Cap

GRPN:

$994.39M

TZOO:

$164.85M

EPS

GRPN:

-$1.51

TZOO:

$1.00

PEG Ratio

GRPN:

14.66

TZOO:

1.14

PS Ratio

GRPN:

2.02

TZOO:

1.94

PB Ratio

GRPN:

16.55

TZOO:

179.26

Total Revenue (TTM)

GRPN:

$369.47M

TZOO:

$85.06M

Gross Profit (TTM)

GRPN:

$333.75M

TZOO:

$73.06M

EBITDA (TTM)

GRPN:

-$307.00K

TZOO:

$17.00M

Returns By Period

In the year-to-date period, GRPN achieves a 105.68% return, which is significantly higher than TZOO's -26.52% return. Over the past 10 years, GRPN has underperformed TZOO with an annualized return of -15.54%, while TZOO has yielded a comparatively higher 0.77% annualized return.


GRPN

YTD

105.68%

1M

39.53%

6M

128.01%

1Y

92.68%

5Y*

2.40%

10Y*

-15.54%

TZOO

YTD

-26.52%

1M

21.96%

6M

-14.12%

1Y

74.11%

5Y*

24.14%

10Y*

0.77%

*Annualized

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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 8888
Overall Rank
The Sharpe Ratio Rank of GRPN is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of GRPN is 9191
Sortino Ratio Rank
The Omega Ratio Rank of GRPN is 8989
Omega Ratio Rank
The Calmar Ratio Rank of GRPN is 8888
Calmar Ratio Rank
The Martin Ratio Rank of GRPN is 8484
Martin Ratio Rank

TZOO
The Risk-Adjusted Performance Rank of TZOO is 8181
Overall Rank
The Sharpe Ratio Rank of TZOO is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of TZOO is 8282
Sortino Ratio Rank
The Omega Ratio Rank of TZOO is 8080
Omega Ratio Rank
The Calmar Ratio Rank of TZOO is 7979
Calmar Ratio Rank
The Martin Ratio Rank of TZOO is 8080
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.


The current GRPN Sharpe Ratio is 1.41, which is higher than the TZOO Sharpe Ratio of 1.03. 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.


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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.


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Volatility

GRPN vs. TZOO - Volatility Comparison

Groupon, Inc. (GRPN) has a higher volatility of 38.60% compared to Travelzoo (TZOO) at 33.35%. 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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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


0.00100.00M200.00M300.00M400.00M20212022202320242025
130.38M
23.14M
(GRPN) Total Revenue
(TZOO) Total Revenue
Values in USD except per share items

GRPN vs. TZOO - Profitability Comparison

The chart below illustrates the profitability comparison between Groupon, Inc. and Travelzoo over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%90.0%20212022202320242025
90.7%
82.0%
(GRPN) Gross Margin
(TZOO) Gross Margin
GRPN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Groupon, Inc. reported a gross profit of 118.19M and revenue of 130.38M. Therefore, the gross margin over that period was 90.7%.

TZOO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Travelzoo reported a gross profit of 18.97M and revenue of 23.14M. Therefore, the gross margin over that period was 82.0%.

GRPN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Groupon, Inc. reported an operating income of 2.65M and revenue of 130.38M, resulting in an operating margin of 2.0%.

TZOO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Travelzoo reported an operating income of 3.74M and revenue of 23.14M, resulting in an operating margin of 16.2%.

GRPN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Groupon, Inc. reported a net income of -50.65M and revenue of 130.38M, resulting in a net margin of -38.9%.

TZOO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Travelzoo reported a net income of 3.03M and revenue of 23.14M, resulting in a net margin of 13.1%.