EDU vs. SCHG
Compare and contrast key facts about New Oriental Education & Technology Group Inc. (EDU) and Schwab U.S. Large-Cap Growth ETF (SCHG).
SCHG is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. It was launched on Dec 11, 2009.
Performance
EDU vs. SCHG - Performance Comparison
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EDU vs. SCHG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EDU New Oriental Education & Technology Group Inc. | 3.38% | -13.27% | -11.55% | 110.45% | 65.81% | -88.70% | 53.25% | 121.22% | -41.69% | 124.46% |
SCHG Schwab U.S. Large-Cap Growth ETF | -9.73% | 17.50% | 34.95% | 50.10% | -31.80% | 28.11% | 39.14% | 36.02% | -1.36% | 28.05% |
Returns By Period
In the year-to-date period, EDU achieves a 3.38% return, which is significantly higher than SCHG's -9.73% return. Over the past 10 years, EDU has underperformed SCHG with an annualized return of 5.32%, while SCHG has yielded a comparatively higher 16.95% annualized return.
EDU
- 1D
- 0.46%
- 1M
- 4.12%
- YTD
- 3.38%
- 6M
- 8.07%
- 1Y
- 20.04%
- 3Y*
- 14.61%
- 5Y*
- -16.71%
- 10Y*
- 5.32%
SCHG
- 1D
- 0.96%
- 1M
- -4.46%
- YTD
- -9.73%
- 6M
- -8.15%
- 1Y
- 17.00%
- 3Y*
- 22.30%
- 5Y*
- 12.76%
- 10Y*
- 16.95%
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Return for Risk
EDU vs. SCHG — Risk / Return Rank
EDU
SCHG
EDU vs. SCHG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for New Oriental Education & Technology Group Inc. (EDU) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.
| EDU | SCHG | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.53 | 0.76 | -0.24 |
Sortino ratioReturn per unit of downside risk | 1.05 | 1.24 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.17 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.09 | -0.10 |
Martin ratioReturn relative to average drawdown | 2.13 | 3.71 | -1.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EDU | SCHG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.53 | 0.76 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.23 | 0.57 | -0.80 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.09 | 0.79 | -0.70 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.79 | -0.55 |
Correlation
The correlation between EDU and SCHG is 0.36, 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.
Dividends
EDU vs. SCHG - Dividend Comparison
EDU's dividend yield for the trailing twelve months is around 1.05%, more than SCHG's 0.43% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDU New Oriental Education & Technology Group Inc. | 1.05% | 1.09% | 0.93% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.46% | 0.00% | 1.28% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
Drawdowns
EDU vs. SCHG - Drawdown Comparison
The maximum EDU drawdown since its inception was -95.61%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for EDU and SCHG.
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Drawdown Indicators
| EDU | SCHG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.61% | -34.59% | -61.02% |
Max Drawdown (1Y)Largest decline over 1 year | -20.52% | -16.41% | -4.11% |
Max Drawdown (5Y)Largest decline over 5 years | -94.75% | -34.59% | -60.16% |
Max Drawdown (10Y)Largest decline over 10 years | -95.61% | -34.59% | -61.02% |
Current DrawdownCurrent decline from peak | -70.47% | -12.51% | -57.96% |
Average DrawdownAverage peak-to-trough decline | -32.63% | -5.22% | -27.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.55% | 4.84% | +4.71% |
Volatility
EDU vs. SCHG - Volatility Comparison
New Oriental Education & Technology Group Inc. (EDU) has a higher volatility of 7.82% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 6.77%. This indicates that EDU's price experiences larger fluctuations and is considered to be riskier than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EDU | SCHG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.82% | 6.77% | +1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 25.06% | 12.54% | +12.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.33% | 22.45% | +15.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 73.26% | 22.31% | +50.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.62% | 21.51% | +38.11% |