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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.


-0.50.00.51.0
Correlation: 0.4

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.

1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%NovemberDecember2025FebruaryMarchApril
2,545.54%
1,419.68%
TCOM
QQQ

Key characteristics

Sharpe Ratio

TCOM:

0.28

QQQ:

0.15

Sortino Ratio

TCOM:

0.74

QQQ:

0.38

Omega Ratio

TCOM:

1.09

QQQ:

1.05

Calmar Ratio

TCOM:

0.39

QQQ:

0.16

Martin Ratio

TCOM:

0.92

QQQ:

0.58

Ulcer Index

TCOM:

14.36%

QQQ:

6.25%

Daily Std Dev

TCOM:

47.32%

QQQ:

24.88%

Max Drawdown

TCOM:

-76.34%

QQQ:

-82.98%

Current Drawdown

TCOM:

-26.57%

QQQ:

-17.56%

Returns By Period

In the year-to-date period, TCOM achieves a -19.73% return, which is significantly lower than QQQ's -13.00% return. Over the past 10 years, TCOM has underperformed QQQ with an annualized return of 5.41%, while QQQ has yielded a comparatively higher 16.13% annualized return.


TCOM

YTD

-19.73%

1M

-18.13%

6M

-10.01%

1Y

13.13%

5Y*

18.29%

10Y*

5.41%

QQQ

YTD

-13.00%

1M

-7.51%

6M

-9.91%

1Y

5.53%

5Y*

16.35%

10Y*

16.13%

*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. 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 6464
Overall Rank
The Sharpe Ratio Rank of TCOM is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of TCOM is 6161
Sortino Ratio Rank
The Omega Ratio Rank of TCOM is 5959
Omega Ratio Rank
The Calmar Ratio Rank of TCOM is 7171
Calmar Ratio Rank
The Martin Ratio Rank of TCOM is 6565
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 4343
Overall Rank
The Sharpe Ratio Rank of QQQ is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 4444
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 4444
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 4545
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 4343
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.


Sharpe ratio
The chart of Sharpe ratio for TCOM, currently valued at 0.28, compared to the broader market-2.00-1.000.001.002.003.00
TCOM: 0.28
QQQ: 0.15
The chart of Sortino ratio for TCOM, currently valued at 0.74, compared to the broader market-6.00-4.00-2.000.002.004.00
TCOM: 0.74
QQQ: 0.38
The chart of Omega ratio for TCOM, currently valued at 1.09, compared to the broader market0.501.001.502.00
TCOM: 1.09
QQQ: 1.05
The chart of Calmar ratio for TCOM, currently valued at 0.39, compared to the broader market0.001.002.003.004.00
TCOM: 0.39
QQQ: 0.16
The chart of Martin ratio for TCOM, currently valued at 0.92, compared to the broader market-5.000.005.0010.0015.0020.00
TCOM: 0.92
QQQ: 0.58

The current TCOM Sharpe Ratio is 0.28, which is higher than the QQQ Sharpe Ratio of 0.15. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.28
0.15
TCOM
QQQ

Dividends

TCOM vs. QQQ - Dividend Comparison

TCOM's dividend yield for the trailing twelve months is around 0.55%, less than QQQ's 0.67% yield.


TTM20242023202220212020201920182017201620152014
TCOM
Trip.com Group Limited
0.55%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
0.67%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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-26.57%
-17.56%
TCOM
QQQ

Volatility

TCOM vs. QQQ - Volatility Comparison

The current volatility for Trip.com Group Limited (TCOM) is 14.12%, while Invesco QQQ (QQQ) has a volatility of 16.19%. This indicates that TCOM experiences smaller price fluctuations and is considered to be less risky than QQQ 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%NovemberDecember2025FebruaryMarchApril
14.12%
16.19%
TCOM
QQQ
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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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