TZOO vs. GRPN
Compare and contrast key facts about Travelzoo (TZOO) and Groupon, Inc. (GRPN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TZOO or GRPN.
Key characteristics
| TZOO | GRPN | |
|---|---|---|
| YTD Return | 79.12% | -14.64% |
| 1Y Return | 115.12% | -19.05% |
| 3Y Return (Ann) | 17.52% | -25.17% |
| 5Y Return (Ann) | 12.20% | -28.57% |
| 10Y Return (Ann) | 2.98% | -23.36% |
| Sharpe Ratio | 2.13 | -0.24 |
| Sortino Ratio | 2.82 | 0.27 |
| Omega Ratio | 1.34 | 1.04 |
| Calmar Ratio | 1.23 | -0.22 |
| Martin Ratio | 6.95 | -0.73 |
| Ulcer Index | 16.43% | 29.08% |
| Daily Std Dev | 53.49% | 88.02% |
| Max Drawdown | -97.08% | -99.43% |
| Current Drawdown | -83.90% | -97.91% |
Fundamentals
| TZOO | GRPN | |
|---|---|---|
| Market Cap | $209.79M | $435.57M |
| EPS | $1.02 | -$0.99 |
| PEG Ratio | 1.14 | 14.66 |
| Total Revenue (TTM) | $84.37M | $385.42M |
| Gross Profit (TTM) | $73.97M | $345.53M |
| EBITDA (TTM) | $18.89M | $50.13M |
Correlation
The correlation between TZOO and GRPN is 0.23, 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.
Performance
TZOO vs. GRPN - Performance Comparison
In the year-to-date period, TZOO achieves a 79.12% return, which is significantly higher than GRPN's -14.64% return. Over the past 10 years, TZOO has outperformed GRPN with an annualized return of 2.98%, while GRPN has yielded a comparatively lower -23.36% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TZOO vs. GRPN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Travelzoo (TZOO) and Groupon, Inc. (GRPN). 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.
Dividends
TZOO vs. GRPN - Dividend Comparison
Neither TZOO nor GRPN has paid dividends to shareholders.
Drawdowns
TZOO vs. GRPN - Drawdown Comparison
The maximum TZOO drawdown since its inception was -97.08%, roughly equal to the maximum GRPN drawdown of -99.43%. Use the drawdown chart below to compare losses from any high point for TZOO and GRPN. For additional features, visit the drawdowns tool.
Volatility
TZOO vs. GRPN - Volatility Comparison
Travelzoo (TZOO) and Groupon, Inc. (GRPN) have volatilities of 18.62% and 18.98%, 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.
Financials
TZOO vs. GRPN - Financials Comparison
This section allows you to compare key financial metrics between Travelzoo and Groupon, 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.
Total Revenue: Total amount of money received from sales and other business activities