GURUFOCUS.COM » STOCK LIST » Consumer Cyclical » Travel & Leisure » Trip.com Group Ltd (MEX:TCOM N) » Definitions » 3-Year Sortino Ratio

Trip.com Group (MEX:TCOM N) 3-Year Sortino Ratio : 1.70 (As of Jul. 14, 2025)


View and export this data going back to 2011. Start your Free Trial

What is Trip.com Group 3-Year Sortino Ratio?

The 3-Year Sortino Ratio measures the additional return that an investor receives per unit of the downside risk over the past three years. As of today (2025-07-14), Trip.com Group's 3-Year Sortino Ratio is 1.70.


Competitive Comparison of Trip.com Group's 3-Year Sortino Ratio

For the Travel Services subindustry, Trip.com Group's 3-Year Sortino Ratio, along with its competitors' market caps and 3-Year Sortino Ratio data, can be viewed below:

* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.


Trip.com Group's 3-Year Sortino Ratio Distribution in the Travel & Leisure Industry

For the Travel & Leisure industry and Consumer Cyclical sector, Trip.com Group's 3-Year Sortino Ratio distribution charts can be found below:

* The bar in red indicates where Trip.com Group's 3-Year Sortino Ratio falls into.


;
;

Trip.com Group 3-Year Sortino Ratio Calculation

The 3-Year Sortino Ratio measures the risk-adjusted return of an investment asset or portfolio in the last three year, focusing specifically on downside risk rather than total risk. A stock / portfolio's 3-Year Sortino Ratio can be calculated by dividing the difference between the three-year average monthly returns of the investment and the risk-free rate, by the standard deviation of the downside risks over the past three year.

A downside risk is a potential loss from the asset or investment. The Downside risk here is measured by the downside deviation, which is the standard deviation of negative returns.


Trip.com Group  (MEX:TCOM N) 3-Year Sortino Ratio Explanation

The 3-Year Sortino Ratio inidicates the risk-adjusted return of an investment over the past three year. It is calculated as the annualized result of the average three-year monthly excess returns divided by the standard deviation of negative returns in the three-year period. The monthly excess return is the monthly investment return minus the monthly risk-free rate (typically the 10-year Treasury Constant Maturity Rate). If the risk-free rate for a specific region is not available, U.S. data is used by default.

Differnt from the Sharpe Ratio that penalizes both upside and downside volatility equally, the Sortino Ratio penalizes only those returns falling below a user-specified target or required rate of return. The expected returns here is set to the risk-free rate as well.


Trip.com Group 3-Year Sortino Ratio Related Terms

Thank you for viewing the detailed overview of Trip.com Group's 3-Year Sortino Ratio provided by GuruFocus.com. Please click on the following links to see related term pages.


Trip.com Group Business Description

Address
30 Raffles Place, No. 29-01, Shanghai, SGP, 048622
Trip.com is the largest online travel agent in China and is positioned to benefit from the country's rising demand for higher-margin outbound travel as passport penetration is only 12% in China. The company generated about 79% of sales from accommodation reservations and transportation ticketing in 2024. The rest of revenue comes from package tours and corporate travel. Before the pandemic in 2019, the company generated 25% of revenue from international travel, which is important to its margin expansion. Most of sales come from its domestic platform, but the company is expanding its overseas business. The competes in a crowded OTA industry in China, including Meituan, Alibaba-backed Fliggy, Tongcheng, and Qunar. The company was founded in 1999 and listed on the Nasdaq in December 2003.

Trip.com Group Headlines

No Headlines