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TCOM vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TCOM and QQQ is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

TCOM vs. QQQ - Performance Comparison

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

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Key characteristics

Sharpe Ratio

TCOM:

0.42

QQQ:

0.67

Sortino Ratio

TCOM:

1.04

QQQ:

1.14

Omega Ratio

TCOM:

1.13

QQQ:

1.16

Calmar Ratio

TCOM:

0.72

QQQ:

0.79

Martin Ratio

TCOM:

1.61

QQQ:

2.59

Ulcer Index

TCOM:

15.27%

QQQ:

6.98%

Daily Std Dev

TCOM:

47.27%

QQQ:

25.51%

Max Drawdown

TCOM:

-76.34%

QQQ:

-82.98%

Current Drawdown

TCOM:

-11.13%

QQQ:

-3.72%

Returns By Period

In the year-to-date period, TCOM achieves a -2.85% return, which is significantly lower than QQQ's 1.61% return. Over the past 10 years, TCOM has underperformed QQQ with an annualized return of 6.38%, while QQQ has yielded a comparatively higher 17.78% annualized return.


TCOM

YTD

-2.85%

1M

16.97%

6M

7.45%

1Y

19.75%

5Y*

22.78%

10Y*

6.38%

QQQ

YTD

1.61%

1M

13.38%

6M

1.57%

1Y

17.02%

5Y*

19.19%

10Y*

17.78%

*Annualized

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Risk-Adjusted Performance

TCOM vs. QQQ — 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 6969
Overall Rank
The Sharpe Ratio Rank of TCOM is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of TCOM is 6666
Sortino Ratio Rank
The Omega Ratio Rank of TCOM is 6464
Omega Ratio Rank
The Calmar Ratio Rank of TCOM is 7878
Calmar Ratio Rank
The Martin Ratio Rank of TCOM is 6969
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 6767
Overall Rank
The Sharpe Ratio Rank of QQQ is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 6868
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 6868
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 7373
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 6565
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. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Trip.com Group Limited (TCOM) and Invesco QQQ (QQQ). 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 TCOM Sharpe Ratio is 0.42, which is lower than the QQQ Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of TCOM and QQQ, 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

TCOM vs. QQQ - Dividend Comparison

TCOM's dividend yield for the trailing twelve months is around 0.45%, less than QQQ's 0.58% yield.


TTM20242023202220212020201920182017201620152014
TCOM
Trip.com Group Limited
0.45%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ
0.58%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

TCOM vs. QQQ - Drawdown Comparison

The maximum TCOM drawdown since its inception was -76.34%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for TCOM and QQQ. For additional features, visit the drawdowns tool.


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Volatility

TCOM vs. QQQ - Volatility Comparison

Trip.com Group Limited (TCOM) has a higher volatility of 8.10% compared to Invesco QQQ (QQQ) at 7.54%. This indicates that TCOM's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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