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 Total Return Index. It was launched on Dec 11, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EDU or SCHG.
Key characteristics
| EDU | SCHG | |
|---|---|---|
| YTD Return | 10.38% | 8.47% |
| 1Y Return | 96.29% | 38.81% |
| 3Y Return (Ann) | -18.81% | 9.54% |
| 5Y Return (Ann) | -3.23% | 17.39% |
| 10Y Return (Ann) | 13.24% | 15.57% |
| Sharpe Ratio | 1.98 | 2.41 |
| Daily Std Dev | 46.33% | 15.82% |
| Max Drawdown | -95.61% | -34.59% |
| Current Drawdown | -58.90% | -3.68% |
Correlation
The correlation between EDU and SCHG is 0.38, 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.
Performance
EDU vs. SCHG - Performance Comparison
In the year-to-date period, EDU achieves a 10.38% return, which is significantly higher than SCHG's 8.47% return. Over the past 10 years, EDU has underperformed SCHG with an annualized return of 13.24%, while SCHG has yielded a comparatively higher 15.57% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EDU vs. SCHG - Risk-Adjusted Performance 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.
Dividends
EDU vs. SCHG - Dividend Comparison
EDU has not paid dividends to shareholders, while SCHG's dividend yield for the trailing twelve months is around 0.44%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDU New Oriental Education & Technology Group Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.46% | 0.00% | 1.27% | 0.00% | 1.08% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.44% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 0.82% | 1.22% | 1.09% | 1.07% |
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. For additional features, visit the drawdowns tool.
Volatility
EDU vs. SCHG - Volatility Comparison
New Oriental Education & Technology Group Inc. (EDU) has a higher volatility of 19.67% compared to Schwab U.S. Large-Cap Growth ETF (SCHG) at 5.76%. 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.