TZOO vs. GRPN
TZOO (Travelzoo) and GRPN (Groupon, Inc.) are both stocks. Both are in the Communication Services sector — TZOO in Advertising Agencies, GRPN in Internet Content & Information. Over the past 10 years, TZOO returned 1.79%/yr vs -13.07%/yr for GRPN. At a 0.23 correlation, their price movements are largely independent.
Performance
TZOO vs. GRPN - Performance Comparison
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Returns By Period
In the year-to-date period, TZOO achieves a 35.96% return, which is significantly higher than GRPN's -1.48% return. Over the past 10 years, TZOO has outperformed GRPN with an annualized return of 1.79%, while GRPN has yielded a comparatively lower -13.07% annualized return.
TZOO
- 1D
- -5.38%
- 1M
- 4.42%
- YTD
- 35.96%
- 6M
- 36.34%
- 1Y
- -28.19%
- 3Y*
- 1.05%
- 5Y*
- -9.11%
- 10Y*
- 1.79%
GRPN
- 1D
- -7.71%
- 1M
- 11.86%
- YTD
- -1.48%
- 6M
- -3.13%
- 1Y
- -46.52%
- 3Y*
- 42.15%
- 5Y*
- -17.59%
- 10Y*
- -13.07%
TZOO vs. GRPN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TZOO Travelzoo | 35.96% | -64.31% | 109.34% | 114.16% | -52.76% | -0.21% | -11.78% | 8.85% | 52.40% | -31.38% |
GRPN Groupon, Inc. | -1.48% | 44.94% | -5.37% | 49.65% | -62.95% | -39.04% | -20.51% | -25.31% | -37.25% | 53.61% |
Correlation
The correlation between TZOO and GRPN is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 2011 | 0.23 |
Fundamentals
TZOO:
$104.90M
GRPN:
$703.24M
TZOO:
$0.35
GRPN:
-$2.41
TZOO:
1.20
GRPN:
1.50
TZOO:
$92.85M
GRPN:
$498.44M
TZOO:
$73.71M
GRPN:
$443.22M
TZOO:
$6.90M
GRPN:
$9.20M
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Return for Risk
TZOO vs. GRPN — Risk / Return Rank
TZOO
GRPN
TZOO vs. GRPN - Risk-Adjusted Trends 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.
| TZOO | GRPN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 0.95 | 0.90 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.44 | -0.63 | +0.19 |
| Martin ratioReturn relative to average drawdown | -0.69 | -0.95 | +0.26 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TZOO | GRPN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.47 | -0.68 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.14 | -0.20 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.03 | -0.16 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | -0.27 | +0.29 |
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.
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Drawdown Indicators
| TZOO | GRPN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.08% | -99.43% | +2.35% |
Max Drawdown (1Y)Largest decline over 1 year | -63.77% | -74.20% | +10.43% |
Max Drawdown (3Y)Largest decline over 3 years | -78.82% | -74.20% | -4.62% |
Max Drawdown (5Y)Largest decline over 5 years | -78.82% | -93.59% | +14.77% |
Max Drawdown (10Y)Largest decline over 10 years | -85.17% | -97.48% | +12.31% |
Current DrawdownCurrent decline from peak | -90.87% | -96.69% | +5.82% |
Average DrawdownAverage peak-to-trough decline | -78.28% | -85.16% | +6.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 41.08% | 49.13% | -8.05% |
Volatility
TZOO vs. GRPN - Volatility Comparison
The current volatility for Travelzoo (TZOO) is 13.20%, while Groupon, Inc. (GRPN) has a volatility of 25.70%. This indicates that TZOO experiences smaller price fluctuations and is considered to be less risky than GRPN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TZOO | GRPN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.20% | 25.70% | -12.50% |
Volatility (6M)Calculated over the trailing 6-month period | 45.39% | 51.81% | -6.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 59.80% | 68.23% | -8.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 64.55% | 88.79% | -24.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.21% | 82.21% | -15.00% |
Dividends
TZOO vs. GRPN - Dividend Comparison
Neither TZOO nor GRPN has paid dividends to shareholders.
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
TZOO vs. GRPN - Profitability Comparison
TZOO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Travelzoo reported a gross profit of 19.04M and revenue of 24.27M. Therefore, the gross margin over that period was 78.4%.
GRPN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Groupon, Inc. reported a gross profit of 106.05M and revenue of 117.20M. Therefore, the gross margin over that period was 90.5%.
TZOO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Travelzoo reported an operating income of 3.45M and revenue of 24.27M, resulting in an operating margin of 14.2%.
GRPN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Groupon, Inc. reported an operating income of -3.32M and revenue of 117.20M, resulting in an operating margin of -2.8%.
TZOO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Travelzoo reported a net income of 2.48M and revenue of 24.27M, resulting in a net margin of 10.2%.
GRPN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Groupon, Inc. reported a net income of -12.86M and revenue of 117.20M, resulting in a net margin of -11.0%.
Frequently Asked Questions
TZOO and GRPN have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GRPN has higher volatility (25.70%) compared to TZOO (13.20%). In terms of maximum drawdown, TZOO dropped -97.08% vs GRPN's -99.43%.
TZOO currently has the higher Sharpe Ratio (-0.47 vs -0.68), 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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