Christmas movies occupy a strange space in cinema. On the one hand, Christmas-centric films can come in virtually any genre to satisfy the specific tonal cravings of movie buffs. On the other hand, since they're all about Christmas, they can all oddly coexist on the same holiday without too much thematic dissonance. You can easily watch traditional Christmas movies like A Christmas Story or Miracle on 34th Street and chase them with films like Die Hard, and Santa Claus Conquers the Martians. As long as the film takes place between December 20th- 25th and has a vaguely Christmasy theme, it's all fair game; they're all Christmas movies.
As with the aforementioned Die Hard, you can even have Christmas-centric action movies, and the trailer linked above might be gunning for the top spot in that category. Sure, you've probably seen action heroes fight villains on Santa's favorite day of the year, but have you seen Santa fight villains on Capitalism's favorite day of the year? Now, all we need is for Hollywood to make a movie where Santa and a tough-talking personification of Capitalism join forces to take out bad guys.