To understand the dominance of lattice distortion and cocktail effect for an appropriate element selection and optimistic design of multicomponent protective hard coatings, in this study, four groups of Ta-based high-entropy nitride coatings, including (AlCrTa₂TiZr)N_x, (HfNbTaTiZr)N_x, (MoNbTaTiZr)N_x and (Al₂Cr₂HfMoNbTa)N_x, were deposited by sputtering in an N₂+Ar mixed atmosphere. The structures, mechanical properties, wear resistance and oxidation resistance of the coatings were investigated, and the roles of different constituent metallic elements in their performance were examined. Experimental results indicated that, similar to conventional nitride coatings, the sputtering yield and resputtering loss of metallic elements determined the chemical composition. While the high mixing entropy of multiple metallic elements yielded a solid-solution structure, the N₂-to-total flow ratio dominated the film structure and growth orientation. A certain level of lattice distortion generated similarly high mechanical properties no matter which metallic elements were added, but the cocktail effect of the constituents decided the tribological and oxidation resistance of the coatings.