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

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.


-0.50.00.51.00.2

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.

-50.00%0.00%50.00%100.00%150.00%AugustSeptemberOctoberNovemberDecember2025
135.70%
-38.74%
TZOO
GRPN

Key characteristics

Sharpe Ratio

TZOO:

2.64

GRPN:

-0.11

Sortino Ratio

TZOO:

3.20

GRPN:

0.48

Omega Ratio

TZOO:

1.40

GRPN:

1.07

Calmar Ratio

TZOO:

1.57

GRPN:

-0.10

Martin Ratio

TZOO:

9.56

GRPN:

-0.29

Ulcer Index

TZOO:

15.27%

GRPN:

33.66%

Daily Std Dev

TZOO:

55.31%

GRPN:

87.40%

Max Drawdown

TZOO:

-97.08%

GRPN:

-99.43%

Current Drawdown

TZOO:

-80.21%

GRPN:

-97.97%

Fundamentals

Market Cap

TZOO:

$247.66M

GRPN:

$435.06M

EPS

TZOO:

$1.02

GRPN:

$0.67

PE Ratio

TZOO:

20.57

GRPN:

15.90

PEG Ratio

TZOO:

1.14

GRPN:

14.66

Total Revenue (TTM)

TZOO:

$63.22M

GRPN:

$362.18M

Gross Profit (TTM)

TZOO:

$55.52M

GRPN:

$326.12M

EBITDA (TTM)

TZOO:

$14.21M

GRPN:

$7.55M

Returns By Period

In the year-to-date period, TZOO achieves a 5.16% return, which is significantly higher than GRPN's -12.35% return. Over the past 10 years, TZOO has outperformed GRPN with an annualized return of 8.66%, while GRPN has yielded a comparatively lower -23.12% annualized return.


TZOO

YTD

5.16%

1M

5.06%

6M

135.73%

1Y

147.41%

5Y*

13.91%

10Y*

8.66%

GRPN

YTD

-12.35%

1M

2.40%

6M

-38.76%

1Y

-9.21%

5Y*

-29.45%

10Y*

-23.12%

*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

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 9191
Overall Rank
The Sharpe Ratio Rank of TZOO is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of TZOO is 9393
Sortino Ratio Rank
The Omega Ratio Rank of TZOO is 9191
Omega Ratio Rank
The Calmar Ratio Rank of TZOO is 8686
Calmar Ratio Rank
The Martin Ratio Rank of TZOO is 9191
Martin Ratio Rank

GRPN
The Risk-Adjusted Performance Rank of GRPN is 4242
Overall Rank
The Sharpe Ratio Rank of GRPN is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of GRPN is 4545
Sortino Ratio Rank
The Omega Ratio Rank of GRPN is 4545
Omega Ratio Rank
The Calmar Ratio Rank of GRPN is 3939
Calmar Ratio Rank
The Martin Ratio Rank of GRPN is 4040
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.


Sharpe ratio
The chart of Sharpe ratio for TZOO, currently valued at 2.64, compared to the broader market-2.000.002.004.002.64-0.11
The chart of Sortino ratio for TZOO, currently valued at 3.20, compared to the broader market-4.00-2.000.002.004.003.200.48
The chart of Omega ratio for TZOO, currently valued at 1.40, compared to the broader market0.501.001.502.001.401.07
The chart of Calmar ratio for TZOO, currently valued at 1.88, compared to the broader market0.002.004.006.001.88-0.10
The chart of Martin ratio for TZOO, currently valued at 9.56, compared to the broader market-10.000.0010.0020.0030.009.56-0.29
TZOO
GRPN

The current TZOO Sharpe Ratio is 2.64, which is higher than the GRPN Sharpe Ratio of -0.11. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
2.64
-0.11
TZOO
GRPN

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.


-100.00%-90.00%-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%AugustSeptemberOctoberNovemberDecember2025
-35.80%
-97.97%
TZOO
GRPN

Volatility

TZOO vs. GRPN - Volatility Comparison

Travelzoo (TZOO) has a higher volatility of 20.32% compared to Groupon, Inc. (GRPN) at 16.71%. This indicates that TZOO's price experiences larger fluctuations and is considered to be riskier than GRPN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
20.32%
16.71%
TZOO
GRPN

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


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