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TCOM vs. FDX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TCOM and FDX is 0.31, 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.


-0.50.00.51.00.3

Performance

TCOM vs. FDX - Performance Comparison

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

0.00%1,000.00%2,000.00%3,000.00%4,000.00%SeptemberOctoberNovemberDecember2025February
3,222.61%
333.01%
TCOM
FDX

Key characteristics

Sharpe Ratio

TCOM:

1.72

FDX:

0.27

Sortino Ratio

TCOM:

2.37

FDX:

0.59

Omega Ratio

TCOM:

1.30

FDX:

1.10

Calmar Ratio

TCOM:

2.17

FDX:

0.39

Martin Ratio

TCOM:

6.24

FDX:

0.86

Ulcer Index

TCOM:

12.08%

FDX:

9.63%

Daily Std Dev

TCOM:

43.98%

FDX:

31.07%

Max Drawdown

TCOM:

-76.34%

FDX:

-71.32%

Current Drawdown

TCOM:

-7.78%

FDX:

-17.52%

Fundamentals

Market Cap

TCOM:

$45.07B

FDX:

$62.33B

EPS

TCOM:

$2.84

FDX:

$15.49

PE Ratio

TCOM:

24.37

FDX:

16.53

PEG Ratio

TCOM:

0.91

FDX:

0.93

Total Revenue (TTM)

TCOM:

$40.55B

FDX:

$87.39B

Gross Profit (TTM)

TCOM:

$33.20B

FDX:

$19.68B

EBITDA (TTM)

TCOM:

$14.92B

FDX:

$10.78B

Returns By Period

In the year-to-date period, TCOM achieves a 0.82% return, which is significantly higher than FDX's -8.98% return. Over the past 10 years, TCOM has outperformed FDX with an annualized return of 11.68%, while FDX has yielded a comparatively lower 5.43% annualized return.


TCOM

YTD

0.82%

1M

6.66%

6M

65.28%

1Y

77.53%

5Y*

15.41%

10Y*

11.68%

FDX

YTD

-8.98%

1M

-6.85%

6M

-6.78%

1Y

8.10%

5Y*

12.45%

10Y*

5.43%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

TCOM vs. FDX — Risk-Adjusted Performance Rank

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

TCOM
The Risk-Adjusted Performance Rank of TCOM is 8686
Overall Rank
The Sharpe Ratio Rank of TCOM is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of TCOM is 8585
Sortino Ratio Rank
The Omega Ratio Rank of TCOM is 8383
Omega Ratio Rank
The Calmar Ratio Rank of TCOM is 9191
Calmar Ratio Rank
The Martin Ratio Rank of TCOM is 8484
Martin Ratio Rank

FDX
The Risk-Adjusted Performance Rank of FDX is 5555
Overall Rank
The Sharpe Ratio Rank of FDX is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of FDX is 4747
Sortino Ratio Rank
The Omega Ratio Rank of FDX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of FDX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of FDX is 5656
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.

TCOM vs. FDX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Trip.com Group Limited (TCOM) and FedEx Corporation (FDX). 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 TCOM, currently valued at 1.72, compared to the broader market-2.000.002.004.001.720.27
The chart of Sortino ratio for TCOM, currently valued at 2.37, compared to the broader market-4.00-2.000.002.004.002.370.59
The chart of Omega ratio for TCOM, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.10
The chart of Calmar ratio for TCOM, currently valued at 2.17, compared to the broader market0.002.004.006.002.170.39
The chart of Martin ratio for TCOM, currently valued at 6.24, compared to the broader market-30.00-20.00-10.000.0010.0020.0030.006.240.86
TCOM
FDX

The current TCOM Sharpe Ratio is 1.72, which is higher than the FDX Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of TCOM and FDX, 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 Ratio-0.500.000.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.72
0.27
TCOM
FDX

Dividends

TCOM vs. FDX - Dividend Comparison

TCOM has not paid dividends to shareholders, while FDX's dividend yield for the trailing twelve months is around 2.11%.


TTM20242023202220212020201920182017201620152014
TCOM
Trip.com Group Limited
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FDX
FedEx Corporation
2.11%1.92%1.95%2.42%1.12%1.00%1.72%1.52%0.76%0.78%0.64%0.43%

Drawdowns

TCOM vs. FDX - Drawdown Comparison

The maximum TCOM drawdown since its inception was -76.34%, which is greater than FDX's maximum drawdown of -71.32%. Use the drawdown chart below to compare losses from any high point for TCOM and FDX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-7.78%
-17.52%
TCOM
FDX

Volatility

TCOM vs. FDX - Volatility Comparison

Trip.com Group Limited (TCOM) has a higher volatility of 11.22% compared to FedEx Corporation (FDX) at 9.42%. This indicates that TCOM's price experiences larger fluctuations and is considered to be riskier than FDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
11.22%
9.42%
TCOM
FDX

Financials

TCOM vs. FDX - Financials Comparison

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