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TNL vs. COR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TNL vs. COR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Travel + Leisure Co. (TNL) and Cencora Inc. (COR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TNL achieves a 8.97% return, which is significantly higher than COR's -16.44% return. Over the past 10 years, TNL has underperformed COR with an annualized return of 13.60%, while COR has yielded a comparatively higher 17.46% annualized return.


TNL

1D
1.18%
1M
17.02%
YTD
8.97%
6M
6.45%
1Y
57.98%
3Y*
30.58%
5Y*
8.68%
10Y*
13.60%

COR

1D
3.62%
1M
2.25%
YTD
-16.44%
6M
-17.14%
1Y
-3.38%
3Y*
15.40%
5Y*
21.50%
10Y*
17.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TNL vs. COR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TNL
Travel + Leisure Co.
8.97%45.46%34.76%12.51%-31.67%25.95%-8.59%50.09%-29.47%55.45%
COR
Cencora Inc.
-16.44%51.48%10.37%25.33%26.26%44.09%23.37%23.51%-17.57%19.51%

Correlation

The correlation between TNL and COR is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.02

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

0.00

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

0.12

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

0.21

Correlation (All Time)
Calculated using the full available price history since Aug 1, 2006

0.30

The correlation between TNL and COR shifts across timeframes, from -0.02 (1 year) to 0.30 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

TNL:

$4.89B

COR:

$54.92B

EPS

TNL:

$3.62

COR:

$13.07

PE Ratio

TNL:

20.88

COR:

21.50

PEG Ratio

TNL:

9.30

COR:

10.22

PS Ratio

TNL:

1.22

COR:

0.17

Total Revenue (TTM)

TNL:

$4.05B

COR:

$328.68B

Gross Profit (TTM)

TNL:

$1.75B

COR:

$11.66B

EBITDA (TTM)

TNL:

$696.00M

COR:

$3.64B

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Return for Risk

TNL vs. COR — Risk / Return Rank

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

TNL
TNL Risk / Return Rank: 8383
Overall Rank
TNL Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
TNL Sortino Ratio Rank: 8181
Sortino Ratio Rank
TNL Omega Ratio Rank: 8282
Omega Ratio Rank
TNL Calmar Ratio Rank: 8282
Calmar Ratio Rank
TNL Martin Ratio Rank: 8383
Martin Ratio Rank

COR
COR Risk / Return Rank: 3636
Overall Rank
COR Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
COR Sortino Ratio Rank: 3333
Sortino Ratio Rank
COR Omega Ratio Rank: 3434
Omega Ratio Rank
COR Calmar Ratio Rank: 3939
Calmar Ratio Rank
COR Martin Ratio Rank: 3737
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.

TNL vs. COR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Travel + Leisure Co. (TNL) and Cencora Inc. (COR). 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.


TNLCORDifference
Sharpe ratioReturn per unit of total volatility

+1.73

Sortino ratioReturn per unit of downside risk

+2.22

Omega ratioGain probability vs. loss probability

1.31

1.01

+0.30

Calmar ratioReturn relative to maximum drawdown

2.77

-0.10

+2.87

Martin ratioReturn relative to average drawdown

7.52

-0.27

+7.80

TNL vs. COR - Sharpe Ratio Comparison

The current TNL Sharpe Ratio is 1.62, which is higher than the COR Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of TNL and COR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TNL vs. COR - Drawdown Comparison

The maximum TNL drawdown since its inception was -92.23%, which is greater than COR's maximum drawdown of -71.01%. Use the drawdown chart below to compare losses from any high point for TNL and COR.


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Drawdown Indicators


TNLCORDifference

Max Drawdown

Largest peak-to-trough decline

-92.23%

-71.01%

-21.22%

Max Drawdown (1Y)

Largest decline over 1 year

-21.06%

-32.44%

+11.38%

Max Drawdown (3Y)

Largest decline over 3 years

-32.18%

-32.44%

+0.26%

Max Drawdown (5Y)

Largest decline over 5 years

-43.71%

-32.44%

-11.27%

Max Drawdown (10Y)

Largest decline over 10 years

-68.07%

-32.44%

-35.63%

Current Drawdown

Current decline from peak

-3.22%

-24.69%

+21.47%

Average Drawdown

Average peak-to-trough decline

-20.59%

-13.63%

-6.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.73%

12.33%

-4.60%

Volatility

TNL vs. COR - Volatility Comparison

Travel + Leisure Co. (TNL) has a higher volatility of 7.92% compared to Cencora Inc. (COR) at 7.33%. This indicates that TNL's price experiences larger fluctuations and is considered to be riskier than COR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TNLCORDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.92%

7.33%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

26.10%

27.10%

-1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

35.98%

30.32%

+5.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

37.07%

22.34%

+14.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.98%

27.51%

+14.47%

Dividends

TNL vs. COR - Dividend Comparison

TNL's dividend yield for the trailing twelve months is around 3.07%, more than COR's 0.84% yield.


PositionTTM20252024202320222021202020192018201720162015
COR
Cencora Inc.
0.84%0.67%0.93%0.96%1.13%5.13%6.74%7.48%2.07%1.61%1.77%1.17%
TNL
Travel + Leisure Co.
3.07%3.18%3.96%4.60%4.40%2.26%3.57%3.48%170.40%2.00%2.62%2.31%

Financials

TNL vs. COR - Financials Comparison

This section allows you to compare key financial metrics between Travel + Leisure Co. and Cencora 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


0.0020.00B40.00B60.00B80.00B20222023202420252026
961.00M
78.36B
(TNL) Total Revenue
(COR) Total Revenue
Values in USD except per share items

TNL vs. COR - Profitability Comparison

The chart below illustrates the profitability comparison between Travel + Leisure Co. and Cencora Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%60.0%20222023202420252026
54.1%
4.6%
Portfolio components
TNL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Travel + Leisure Co. reported a gross profit of 520.00M and revenue of 961.00M. Therefore, the gross margin over that period was 54.1%.

COR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cencora Inc. reported a gross profit of 3.59B and revenue of 78.36B. Therefore, the gross margin over that period was 4.6%.

TNL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Travel + Leisure Co. reported an operating income of 159.00M and revenue of 961.00M, resulting in an operating margin of 16.6%.

COR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cencora Inc. reported an operating income of 1.14B and revenue of 78.36B, resulting in an operating margin of 1.5%.

TNL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Travel + Leisure Co. reported a net income of 79.00M and revenue of 961.00M, resulting in a net margin of 8.2%.

COR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cencora Inc. reported a net income of 1.64B and revenue of 78.36B, resulting in a net margin of 2.1%.


Frequently Asked Questions


TNL and COR have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TNL has higher volatility (7.92%) compared to COR (7.33%). In terms of maximum drawdown, TNL dropped -92.23% vs COR's -71.01%.

TNL currently has the higher Sharpe Ratio (1.62 vs -0.11), 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

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