PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TRIP vs. MRUS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TRIP and MRUS is 0.16, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.2

Performance

TRIP vs. MRUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TripAdvisor, Inc. (TRIP) and Merus N.V. (MRUS). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
-79.16%
328.83%
TRIP
MRUS

Key characteristics

Sharpe Ratio

TRIP:

-0.94

MRUS:

0.12

Sortino Ratio

TRIP:

-1.27

MRUS:

0.70

Omega Ratio

TRIP:

0.80

MRUS:

1.08

Calmar Ratio

TRIP:

-0.60

MRUS:

0.16

Martin Ratio

TRIP:

-1.25

MRUS:

0.33

Ulcer Index

TRIP:

42.68%

MRUS:

20.51%

Daily Std Dev

TRIP:

56.84%

MRUS:

59.13%

Max Drawdown

TRIP:

-89.11%

MRUS:

-67.42%

Current Drawdown

TRIP:

-88.04%

MRUS:

-28.48%

Fundamentals

Market Cap

TRIP:

$1.65B

MRUS:

$2.97B

EPS

TRIP:

$0.04

MRUS:

-$3.35

PEG Ratio

TRIP:

0.08

MRUS:

0.00

PS Ratio

TRIP:

0.90

MRUS:

82.33

PB Ratio

TRIP:

1.74

MRUS:

4.59

Total Revenue (TTM)

TRIP:

$1.44B

MRUS:

$37.38M

Gross Profit (TTM)

TRIP:

$1.32B

MRUS:

$37.38M

EBITDA (TTM)

TRIP:

$202.00M

MRUS:

-$331.91M

Returns By Period

In the year-to-date period, TRIP achieves a -20.65% return, which is significantly lower than MRUS's 2.39% return.


TRIP

YTD

-20.65%

1M

-20.86%

6M

-24.44%

1Y

-53.58%

5Y*

-9.02%

10Y*

-16.67%

MRUS

YTD

2.39%

1M

-8.39%

6M

-18.29%

1Y

6.39%

5Y*

26.96%

10Y*

N/A

*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

TRIP vs. MRUS — Risk-Adjusted Performance Rank

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

TRIP
The Risk-Adjusted Performance Rank of TRIP is 1212
Overall Rank
The Sharpe Ratio Rank of TRIP is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of TRIP is 1010
Sortino Ratio Rank
The Omega Ratio Rank of TRIP is 77
Omega Ratio Rank
The Calmar Ratio Rank of TRIP is 1616
Calmar Ratio Rank
The Martin Ratio Rank of TRIP is 2121
Martin Ratio Rank

MRUS
The Risk-Adjusted Performance Rank of MRUS is 5959
Overall Rank
The Sharpe Ratio Rank of MRUS is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of MRUS is 6060
Sortino Ratio Rank
The Omega Ratio Rank of MRUS is 5757
Omega Ratio Rank
The Calmar Ratio Rank of MRUS is 6262
Calmar Ratio Rank
The Martin Ratio Rank of MRUS is 5858
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.

TRIP vs. MRUS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TripAdvisor, Inc. (TRIP) and Merus N.V. (MRUS). 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 TRIP, currently valued at -0.94, compared to the broader market-2.00-1.000.001.002.003.00
TRIP: -0.94
MRUS: 0.12
The chart of Sortino ratio for TRIP, currently valued at -1.27, compared to the broader market-6.00-4.00-2.000.002.004.00
TRIP: -1.27
MRUS: 0.70
The chart of Omega ratio for TRIP, currently valued at 0.80, compared to the broader market0.501.001.502.00
TRIP: 0.80
MRUS: 1.08
The chart of Calmar ratio for TRIP, currently valued at -0.64, compared to the broader market0.001.002.003.004.00
TRIP: -0.64
MRUS: 0.16
The chart of Martin ratio for TRIP, currently valued at -1.25, compared to the broader market-5.000.005.0010.0015.0020.00
TRIP: -1.25
MRUS: 0.33

The current TRIP Sharpe Ratio is -0.94, which is lower than the MRUS Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of TRIP and MRUS, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.94
0.12
TRIP
MRUS

Dividends

TRIP vs. MRUS - Dividend Comparison

Neither TRIP nor MRUS has paid dividends to shareholders.


TTM202420232022202120202019
TRIP
TripAdvisor, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%11.52%
MRUS
Merus N.V.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TRIP vs. MRUS - Drawdown Comparison

The maximum TRIP drawdown since its inception was -89.11%, which is greater than MRUS's maximum drawdown of -67.42%. Use the drawdown chart below to compare losses from any high point for TRIP and MRUS. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-81.56%
-28.48%
TRIP
MRUS

Volatility

TRIP vs. MRUS - Volatility Comparison

TripAdvisor, Inc. (TRIP) and Merus N.V. (MRUS) have volatilities of 25.90% and 25.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
25.90%
25.12%
TRIP
MRUS

Financials

TRIP vs. MRUS - Financials Comparison

This section allows you to compare key financial metrics between TripAdvisor, Inc. and Merus N.V.. 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab