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TCOM vs. DLO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TCOM vs. DLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Trip.com Group Limited (TCOM) and DLocal Limited (DLO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TCOM achieves a -40.48% return, which is significantly lower than DLO's 9.23% return.


TCOM

1D
3.31%
1M
-9.69%
6M
-43.43%
YTD
-40.48%
1Y
-30.88%
3Y*
6.23%
5Y*
5.97%
10Y*
0.25%

DLO

1D
4.26%
1M
23.10%
6M
7.78%
YTD
9.23%
1Y
40.67%
3Y*
7.48%
5Y*
-20.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TCOM vs. DLO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TCOM
Trip.com Group Limited
-40.48%5.24%90.67%4.68%39.72%-37.95%
DLO
DLocal Limited
9.23%31.72%-36.35%13.62%-56.37%15.13%

Correlation

The correlation between TCOM and DLO is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Jun 3, 2021

0.23

Fundamentals

Market Cap

TCOM:

$26.95B

DLO:

$4.46B

EPS

TCOM:

CN¥45.41

DLO:

$0.64

PE Ratio

TCOM:

6.39

DLO:

23.71

PEG Ratio

TCOM:

0.04

DLO:

0.74

PS Ratio

TCOM:

3.12

DLO:

3.76

PB Ratio

TCOM:

1.20

DLO:

8.23

Total Revenue (TTM)

TCOM:

CN¥64.48B

DLO:

$1.21B

Gross Profit (TTM)

TCOM:

CN¥51.79B

DLO:

$436.56M

EBITDA (TTM)

TCOM:

CN¥39.20B

DLO:

$280.42M

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Return for Risk

TCOM vs. DLO — Risk / Return Rank

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

TCOM
TCOM Risk / Return Rank: 1414
Overall Rank
TCOM Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
TCOM Sortino Ratio Rank: 1313
Sortino Ratio Rank
TCOM Omega Ratio Rank: 1111
Omega Ratio Rank
TCOM Calmar Ratio Rank: 2121
Calmar Ratio Rank
TCOM Martin Ratio Rank: 1515
Martin Ratio Rank

DLO
DLO Risk / Return Rank: 6868
Overall Rank
DLO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
DLO Sortino Ratio Rank: 6868
Sortino Ratio Rank
DLO Omega Ratio Rank: 6767
Omega Ratio Rank
DLO Calmar Ratio Rank: 6969
Calmar Ratio Rank
DLO Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TCOM vs. DLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Trip.com Group Limited (TCOM) and DLocal Limited (DLO). 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.


TCOMDLODifference
Sharpe ratioReturn per unit of total volatility

-1.45

Sortino ratioReturn per unit of downside risk

-2.40

Omega ratioGain probability vs. loss probability

0.85

1.17

-0.32

Calmar ratioReturn relative to maximum drawdown

-0.62

1.17

-1.80

Martin ratioReturn relative to average drawdown

-1.24

2.33

-3.56

TCOM vs. DLO - Sharpe Ratio Comparison

The current TCOM Sharpe Ratio is -0.81, which is lower than the DLO Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of TCOM and DLO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TCOM vs. DLO - Drawdown Comparison

The maximum TCOM drawdown since its inception was -76.34%, smaller than the maximum DLO drawdown of -89.99%. Use the drawdown chart below to compare losses from any high point for TCOM and DLO.


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Drawdown Indicators


TCOMDLODifference

Max Drawdown

Largest peak-to-trough decline

-76.34%

-89.99%

+13.65%

Max Drawdown (1Y)

Largest decline over 1 year

-49.54%

-30.45%

-19.09%

Max Drawdown (3Y)

Largest decline over 3 years

-49.54%

-68.59%

+19.05%

Max Drawdown (5Y)

Largest decline over 5 years

-49.54%

-89.99%

+40.45%

Max Drawdown (10Y)

Largest decline over 10 years

-71.96%

Current Drawdown

Current decline from peak

-45.80%

-76.52%

+30.72%

Average Drawdown

Average peak-to-trough decline

-27.89%

-70.30%

+42.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.98%

15.34%

+9.64%

Volatility

TCOM vs. DLO - Volatility Comparison

Trip.com Group Limited (TCOM) has a higher volatility of 16.28% compared to DLocal Limited (DLO) at 15.39%. This indicates that TCOM's price experiences larger fluctuations and is considered to be riskier than DLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TCOMDLODifference

Volatility (1M)

Calculated over the trailing 1-month period

16.28%

15.39%

+0.89%

Volatility (6M)

Calculated over the trailing 6-month period

31.02%

36.05%

-5.03%

Volatility (1Y)

Calculated over the trailing 1-year period

38.00%

56.14%

-18.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.47%

73.39%

-23.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.42%

73.52%

-29.10%

Dividends

TCOM vs. DLO - Dividend Comparison

TCOM has not paid dividends to shareholders, while DLO's dividend yield for the trailing twelve months is around 1.28%.


PositionTTM2025
DLO
DLocal Limited
1.28%3.71%
TCOM
Trip.com Group Limited
0.00%0.42%

Financials

TCOM vs. DLO - Financials Comparison

This section allows you to compare key financial metrics between Trip.com Group Limited and DLocal Limited. 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


0.005.00B10.00B15.00B20.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
16.11B
335.86M
(TCOM) Total Revenue
(DLO) Total Revenue
Please note, different currencies. TCOM values in CNY, DLO values in USD

TCOM vs. DLO - Profitability Comparison

The chart below illustrates the profitability comparison between Trip.com Group Limited and DLocal Limited 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%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
79.5%
35.3%
Portfolio components
TCOM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Trip.com Group Limited reported a gross profit of 12.80B and revenue of 16.11B. Therefore, the gross margin over that period was 79.5%.

DLO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, DLocal Limited reported a gross profit of 118.68M and revenue of 335.86M. Therefore, the gross margin over that period was 35.3%.

TCOM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Trip.com Group Limited reported an operating income of 3.92B and revenue of 16.11B, resulting in an operating margin of 24.3%.

DLO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, DLocal Limited reported an operating income of 53.55M and revenue of 335.86M, resulting in an operating margin of 15.9%.

TCOM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Trip.com Group Limited reported a net income of 2.48B and revenue of 16.11B, resulting in a net margin of 15.4%.

DLO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, DLocal Limited reported a net income of 41.98M and revenue of 335.86M, resulting in a net margin of 12.5%.


Frequently Asked Questions


TCOM and DLO 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.

TCOM has higher volatility (16.28%) compared to DLO (15.39%). In terms of maximum drawdown, TCOM dropped -76.34% vs DLO's -89.99%.

DLO currently has the higher Sharpe Ratio (0.64 vs -0.81), 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.

Portfolio Optimizer

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