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TZOO vs. GRPN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TZOO and GRPN is 0.35, 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

The chart below illustrates the hypothetical performance of a $10,000 investment in Travelzoo (TZOO) and Groupon, Inc. (GRPN). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

TZOO:

1.03

GRPN:

1.41

Sortino Ratio

TZOO:

1.72

GRPN:

2.50

Omega Ratio

TZOO:

1.22

GRPN:

1.32

Calmar Ratio

TZOO:

0.71

GRPN:

1.30

Martin Ratio

TZOO:

3.11

GRPN:

4.17

Ulcer Index

TZOO:

21.30%

GRPN:

30.81%

Daily Std Dev

TZOO:

69.82%

GRPN:

98.96%

Max Drawdown

TZOO:

-97.08%

GRPN:

-99.43%

Current Drawdown

TZOO:

-86.17%

GRPN:

-95.23%

Fundamentals

Market Cap

TZOO:

$164.85M

GRPN:

$994.39M

EPS

TZOO:

$1.00

GRPN:

-$1.51

PEG Ratio

TZOO:

1.14

GRPN:

14.66

PS Ratio

TZOO:

1.94

GRPN:

2.02

PB Ratio

TZOO:

179.26

GRPN:

16.55

Total Revenue (TTM)

TZOO:

$85.06M

GRPN:

$369.47M

Gross Profit (TTM)

TZOO:

$73.06M

GRPN:

$333.75M

EBITDA (TTM)

TZOO:

$17.00M

GRPN:

-$307.00K

Returns By Period

In the year-to-date period, TZOO achieves a -26.52% return, which is significantly lower than GRPN's 105.68% return. Over the past 10 years, TZOO has outperformed GRPN with an annualized return of 0.77%, while GRPN has yielded a comparatively lower -15.54% annualized return.


TZOO

YTD

-26.52%

1M

21.96%

6M

-14.12%

1Y

74.11%

5Y*

24.14%

10Y*

0.77%

GRPN

YTD

105.68%

1M

39.53%

6M

128.01%

1Y

92.68%

5Y*

2.40%

10Y*

-15.54%

*Annualized

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Risk-Adjusted Performance

TZOO vs. GRPN — Risk-Adjusted Performance Rank

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

TZOO
The Risk-Adjusted Performance Rank of TZOO is 8181
Overall Rank
The Sharpe Ratio Rank of TZOO is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of TZOO is 8282
Sortino Ratio Rank
The Omega Ratio Rank of TZOO is 8080
Omega Ratio Rank
The Calmar Ratio Rank of TZOO is 7979
Calmar Ratio Rank
The Martin Ratio Rank of TZOO is 8080
Martin Ratio Rank

GRPN
The Risk-Adjusted Performance Rank of GRPN is 8888
Overall Rank
The Sharpe Ratio Rank of GRPN is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of GRPN is 9191
Sortino Ratio Rank
The Omega Ratio Rank of GRPN is 8989
Omega Ratio Rank
The Calmar Ratio Rank of GRPN is 8888
Calmar Ratio Rank
The Martin Ratio Rank of GRPN is 8484
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.

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.


The current TZOO Sharpe Ratio is 1.03, which is comparable to the GRPN Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of TZOO and GRPN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

TZOO vs. GRPN - Dividend Comparison

Neither TZOO nor GRPN has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


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Volatility

TZOO vs. GRPN - Volatility Comparison

The current volatility for Travelzoo (TZOO) is 33.35%, while Groupon, Inc. (GRPN) has a volatility of 38.60%. 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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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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00100.00M200.00M300.00M400.00M20212022202320242025
23.14M
130.38M
(TZOO) Total Revenue
(GRPN) Total Revenue
Values in USD except per share items

TZOO vs. GRPN - Profitability Comparison

The chart below illustrates the profitability comparison between Travelzoo and Groupon, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%90.0%20212022202320242025
82.0%
90.7%
(TZOO) Gross Margin
(GRPN) Gross Margin
TZOO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Travelzoo reported a gross profit of 18.97M and revenue of 23.14M. Therefore, the gross margin over that period was 82.0%.

GRPN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Groupon, Inc. reported a gross profit of 118.19M and revenue of 130.38M. Therefore, the gross margin over that period was 90.7%.

TZOO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Travelzoo reported an operating income of 3.74M and revenue of 23.14M, resulting in an operating margin of 16.2%.

GRPN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Groupon, Inc. reported an operating income of 2.65M and revenue of 130.38M, resulting in an operating margin of 2.0%.

TZOO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Travelzoo reported a net income of 3.03M and revenue of 23.14M, resulting in a net margin of 13.1%.

GRPN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Groupon, Inc. reported a net income of -50.65M and revenue of 130.38M, resulting in a net margin of -38.9%.