TCOM vs. XLK
TCOM (Trip.com Group Limited) is a stock, while XLK (State Street Technology Select Sector SPDR ETF) is Technology Equities fund tracking the S&P Technology Select Sector Daily Capped 35/20 Index. Over the past 10 years, TCOM returned 1.65%/yr vs 26.01%/yr for XLK. At a 0.39 correlation, their price movements are largely independent.
Performance
TCOM vs. XLK - Performance Comparison
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Returns By Period
In the year-to-date period, TCOM achieves a -35.45% return, which is significantly lower than XLK's 33.79% return. Over the past 10 years, TCOM has underperformed XLK with an annualized return of 1.65%, while XLK has yielded a comparatively higher 26.01% annualized return.
TCOM
- 1D
- 2.93%
- 1M
- 0.11%
- YTD
- -35.45%
- 6M
- -37.07%
- 1Y
- -16.88%
- 3Y*
- 10.81%
- 5Y*
- 5.03%
- 10Y*
- 1.65%
XLK
- 1D
- 0.49%
- 1M
- 6.65%
- YTD
- 33.79%
- 6M
- 32.69%
- 1Y
- 60.87%
- 3Y*
- 32.46%
- 5Y*
- 22.53%
- 10Y*
- 26.01%
TCOM vs. XLK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TCOM Trip.com Group Limited | -35.45% | 5.24% | 90.67% | 4.68% | 39.72% | -27.01% | 0.57% | 23.95% | -38.64% | 10.25% |
XLK State Street Technology Select Sector SPDR ETF | 33.79% | 24.61% | 21.63% | 56.02% | -27.73% | 34.74% | 43.62% | 49.86% | -1.68% | 34.26% |
Correlation
The correlation between TCOM and XLK is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2003 | 0.39 |
The correlation between TCOM and XLK shifts across timeframes, from 0.25 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TCOM vs. XLK — Risk / Return Rank
TCOM
XLK
TCOM vs. XLK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Trip.com Group Limited (TCOM) and State Street Technology Select Sector SPDR ETF (XLK). 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.
| TCOM | XLK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.12 | ||
| Sortino ratioReturn per unit of downside risk | -3.66 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.43 | -0.50 |
| Calmar ratioReturn relative to maximum drawdown | -0.40 | 3.84 | -4.24 |
| Martin ratioReturn relative to average drawdown | -0.75 | 12.30 | -13.05 |
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Drawdowns
TCOM vs. XLK - Drawdown Comparison
The maximum TCOM drawdown since its inception was -76.34%, smaller than the maximum XLK drawdown of -82.05%. Use the drawdown chart below to compare losses from any high point for TCOM and XLK.
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Drawdown Indicators
| TCOM | XLK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.34% | -82.05% | +5.71% |
Max Drawdown (1Y)Largest decline over 1 year | -42.88% | -15.92% | -26.96% |
Max Drawdown (3Y)Largest decline over 3 years | -42.88% | -25.66% | -17.22% |
Max Drawdown (5Y)Largest decline over 5 years | -54.43% | -33.56% | -20.87% |
Max Drawdown (10Y)Largest decline over 10 years | -71.96% | -33.56% | -38.40% |
Current DrawdownCurrent decline from peak | -41.21% | -2.94% | -38.27% |
Average DrawdownAverage peak-to-trough decline | -27.84% | -34.90% | +7.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.56% | 4.96% | +17.60% |
Volatility
TCOM vs. XLK - Volatility Comparison
The current volatility for Trip.com Group Limited (TCOM) is 8.50%, while State Street Technology Select Sector SPDR ETF (XLK) has a volatility of 11.64%. This indicates that TCOM experiences smaller price fluctuations and is considered to be less risky than XLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TCOM | XLK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.50% | 11.64% | -3.14% |
Volatility (6M)Calculated over the trailing 6-month period | 27.97% | 19.23% | +8.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.07% | 23.12% | +12.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.19% | 25.30% | +23.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.30% | 24.71% | +19.59% |
Dividends
TCOM vs. XLK - Dividend Comparison
TCOM has not paid dividends to shareholders, while XLK's dividend yield for the trailing twelve months is around 0.52%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TCOM Trip.com Group Limited | 0.00% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLK State Street Technology Select Sector SPDR ETF | 0.52% | 0.54% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% |
Frequently Asked Questions
TCOM and XLK have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XLK has higher volatility (11.64%) compared to TCOM (8.50%). In terms of maximum drawdown, TCOM dropped -76.34% vs XLK's -82.05%.
XLK currently has the higher Sharpe Ratio (2.65 vs -0.47), 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.
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