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EDU vs. GOTU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

EDU vs. GOTU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in New Oriental Education & Technology Group Inc. (EDU) and Gaotu Techedu Inc. (GOTU). The values are adjusted to include any dividend payments, if applicable.

-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-26.44%
-58.84%
EDU
GOTU

Returns By Period

In the year-to-date period, EDU achieves a -20.49% return, which is significantly higher than GOTU's -27.90% return.


EDU

YTD

-20.49%

1M

-14.03%

6M

-26.44%

1Y

-18.91%

5Y (annualized)

-13.36%

10Y (annualized)

10.28%

GOTU

YTD

-27.90%

1M

-17.41%

6M

-58.83%

1Y

-0.00%

5Y (annualized)

-32.52%

10Y (annualized)

N/A

Fundamentals


EDUGOTU
Market Cap$9.06B$672.72M
EPS$2.30-$0.33
Total Revenue (TTM)$5.21B$2.72B
Gross Profit (TTM)$2.86B$1.91B
EBITDA (TTM)$756.49M-$703.25M

Key characteristics


EDUGOTU
Sharpe Ratio-0.37-0.04
Sortino Ratio-0.220.72
Omega Ratio0.971.08
Calmar Ratio-0.27-0.04
Martin Ratio-0.89-0.10
Ulcer Index21.43%39.38%
Daily Std Dev51.61%98.38%
Max Drawdown-95.61%-99.54%
Current Drawdown-70.39%-98.17%

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Correlation

-0.50.00.51.00.5

The correlation between EDU and GOTU is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

EDU vs. GOTU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for New Oriental Education & Technology Group Inc. (EDU) and Gaotu Techedu Inc. (GOTU). 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 EDU, currently valued at -0.37, compared to the broader market-4.00-2.000.002.004.00-0.37-0.04
The chart of Sortino ratio for EDU, currently valued at -0.22, compared to the broader market-4.00-2.000.002.004.00-0.220.72
The chart of Omega ratio for EDU, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.08
The chart of Calmar ratio for EDU, currently valued at -0.27, compared to the broader market0.002.004.006.00-0.27-0.04
The chart of Martin ratio for EDU, currently valued at -0.89, compared to the broader market0.0010.0020.0030.00-0.89-0.10
EDU
GOTU

The current EDU Sharpe Ratio is -0.37, which is lower than the GOTU Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of EDU and GOTU, 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 Ratio-0.500.000.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
-0.37
-0.04
EDU
GOTU

Dividends

EDU vs. GOTU - Dividend Comparison

EDU's dividend yield for the trailing twelve months is around 1.01%, while GOTU has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
EDU
New Oriental Education & Technology Group Inc.
1.01%0.00%0.00%0.00%0.00%0.00%0.00%0.46%0.00%1.28%0.00%1.11%
GOTU
Gaotu Techedu Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EDU vs. GOTU - Drawdown Comparison

The maximum EDU drawdown since its inception was -95.61%, roughly equal to the maximum GOTU drawdown of -99.54%. Use the drawdown chart below to compare losses from any high point for EDU and GOTU. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%JuneJulyAugustSeptemberOctoberNovember
-70.39%
-98.17%
EDU
GOTU

Volatility

EDU vs. GOTU - Volatility Comparison

The current volatility for New Oriental Education & Technology Group Inc. (EDU) is 10.31%, while Gaotu Techedu Inc. (GOTU) has a volatility of 14.10%. This indicates that EDU experiences smaller price fluctuations and is considered to be less risky than GOTU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
10.31%
14.10%
EDU
GOTU

Financials

EDU vs. GOTU - Financials Comparison

This section allows you to compare key financial metrics between New Oriental Education & Technology Group Inc. and Gaotu Techedu 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