PortfoliosLab logoPortfoliosLab logo
TCOM vs. NFLX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TCOM vs. NFLX - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, TCOM achieves a -40.48% return, which is significantly lower than NFLX's -21.75% return. Over the past 10 years, TCOM has underperformed NFLX with an annualized return of 0.25%, while NFLX has yielded a comparatively higher 22.56% annualized 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%

NFLX

1D
-2.78%
1M
-9.72%
6M
-17.99%
YTD
-21.75%
1Y
-41.07%
3Y*
18.56%
5Y*
6.48%
10Y*
22.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TCOM vs. NFLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TCOM
Trip.com Group Limited
-40.48%5.24%90.67%4.68%39.72%-27.01%0.57%23.95%-38.64%10.25%
NFLX
Netflix, Inc.
-21.75%5.19%83.07%65.11%-51.05%11.41%67.11%20.89%39.44%55.06%

Correlation

The correlation between TCOM and NFLX is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.21

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

0.24

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Dec 9, 2003

0.28

The correlation between TCOM and NFLX shifts across timeframes, from 0.11 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

TCOM:

$26.95B

NFLX:

$308.95B

EPS

TCOM:

CN¥45.41

NFLX:

$3.10

PE Ratio

TCOM:

6.39

NFLX:

23.69

PEG Ratio

TCOM:

0.04

NFLX:

0.94

PS Ratio

TCOM:

3.12

NFLX:

6.76

PB Ratio

TCOM:

1.20

NFLX:

10.13

Total Revenue (TTM)

TCOM:

CN¥64.48B

NFLX:

$46.89B

Gross Profit (TTM)

TCOM:

CN¥51.79B

NFLX:

$22.99B

EBITDA (TTM)

TCOM:

CN¥39.20B

NFLX:

$26.91B

Compare stocks, funds, or ETFs

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


Return for Risk

TCOM vs. NFLX — 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

NFLX
NFLX Risk / Return Rank: 44
Overall Rank
NFLX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
NFLX Sortino Ratio Rank: 44
Sortino Ratio Rank
NFLX Omega Ratio Rank: 44
Omega Ratio Rank
NFLX Calmar Ratio Rank: 55
Calmar Ratio Rank
NFLX Martin Ratio Rank: 33
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. NFLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Trip.com Group Limited (TCOM) and Netflix, Inc. (NFLX). 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.


TCOMNFLXDifference
Sharpe ratioReturn per unit of total volatility

+0.39

Sortino ratioReturn per unit of downside risk

+0.83

Omega ratioGain probability vs. loss probability

0.85

0.77

+0.08

Calmar ratioReturn relative to maximum drawdown

-0.62

-0.93

+0.31

Martin ratioReturn relative to average drawdown

-1.24

-1.67

+0.44

TCOM vs. NFLX - Sharpe Ratio Comparison

The current TCOM Sharpe Ratio is -0.81, which is higher than the NFLX Sharpe Ratio of -1.21. The chart below compares the historical Sharpe Ratios of TCOM and NFLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

TCOM vs. NFLX - Drawdown Comparison

The maximum TCOM drawdown since its inception was -76.34%, smaller than the maximum NFLX drawdown of -81.99%. Use the drawdown chart below to compare losses from any high point for TCOM and NFLX.


Loading charts...

Drawdown Indicators


TCOMNFLXDifference

Max Drawdown

Largest peak-to-trough decline

-76.34%

-81.99%

+5.65%

Max Drawdown (1Y)

Largest decline over 1 year

-49.54%

-44.36%

-5.18%

Max Drawdown (3Y)

Largest decline over 3 years

-49.54%

-47.06%

-2.48%

Max Drawdown (5Y)

Largest decline over 5 years

-49.54%

-75.95%

+26.41%

Max Drawdown (10Y)

Largest decline over 10 years

-71.96%

-75.95%

+3.99%

Current Drawdown

Current decline from peak

-45.80%

-45.21%

-0.59%

Average Drawdown

Average peak-to-trough decline

-27.89%

-24.96%

-2.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.98%

24.72%

+0.26%

Volatility

TCOM vs. NFLX - Volatility Comparison

Trip.com Group Limited (TCOM) has a higher volatility of 16.28% compared to Netflix, Inc. (NFLX) at 11.87%. This indicates that TCOM's price experiences larger fluctuations and is considered to be riskier than NFLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TCOMNFLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.28%

11.87%

+4.41%

Volatility (6M)

Calculated over the trailing 6-month period

31.02%

26.83%

+4.19%

Volatility (1Y)

Calculated over the trailing 1-year period

38.00%

34.48%

+3.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.47%

43.37%

+6.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.42%

41.52%

+2.90%

Dividends

TCOM vs. NFLX - Dividend Comparison

Neither TCOM nor NFLX has paid dividends to shareholders.


PositionTTM2025
NFLX
Netflix, Inc.
0.00%0.00%
TCOM
Trip.com Group Limited
0.00%0.42%

Financials

TCOM vs. NFLX - Financials Comparison

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


5.00B10.00B15.00B20.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
16.11B
12.25B
(TCOM) Total Revenue
(NFLX) Total Revenue
Please note, different currencies. TCOM values in CNY, NFLX values in USD

TCOM vs. NFLX - Profitability Comparison

The chart below illustrates the profitability comparison between Trip.com Group Limited and Netflix, Inc. 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%
51.9%
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%.

NFLX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Netflix, Inc. reported a gross profit of 6.36B and revenue of 12.25B. Therefore, the gross margin over that period was 51.9%.

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%.

NFLX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Netflix, Inc. reported an operating income of 3.96B and revenue of 12.25B, resulting in an operating margin of 32.3%.

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%.

NFLX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Netflix, Inc. reported a net income of 5.28B and revenue of 12.25B, resulting in a net margin of 43.1%.


Frequently Asked Questions


TCOM and NFLX have a correlation of 0.11, 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 NFLX (11.87%). In terms of maximum drawdown, TCOM dropped -76.34% vs NFLX's -81.99%.

TCOM currently has the higher Sharpe Ratio (-0.81 vs -1.21), 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

Find the right allocation for TCOM and NFLX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer