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EDU vs. SCHG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

EDU vs. SCHG

Last updated May 12, 2025

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.

Correlation

The correlation between EDU and SCHG is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

EDU vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in New Oriental Education & Technology Group Inc. (EDU) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

EDU:

32.12%

SCHG:

12.37%

Max Drawdown

EDU:

-6.67%

SCHG:

-0.96%

Current Drawdown

EDU:

-5.27%

SCHG:

-0.15%

Returns By Period

EDU

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SCHG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

EDU vs. SCHG — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EDU
The Risk-Adjusted Performance Rank of EDU is 1414
Overall Rank
The Sharpe Ratio Rank of EDU is 1111
Sharpe Ratio Rank
The Sortino Ratio Rank of EDU is 1414
Sortino Ratio Rank
The Omega Ratio Rank of EDU is 1515
Omega Ratio Rank
The Calmar Ratio Rank of EDU is 1818
Calmar Ratio Rank
The Martin Ratio Rank of EDU is 1414
Martin Ratio Rank
SCHG
The Risk-Adjusted Performance Rank of SCHG is 6060
Overall Rank
The Sharpe Ratio Rank of SCHG is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHG is 6060
Sortino Ratio Rank
The Omega Ratio Rank of SCHG is 6060
Omega Ratio Rank
The Calmar Ratio Rank of SCHG is 6565
Calmar Ratio Rank
The Martin Ratio Rank of SCHG is 5757
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

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Dividends

EDU vs. SCHG - Dividend Comparison

EDU's dividend yield for the trailing twelve months is around 1.23%, more than SCHG's 0.44% yield.

TTM20242023202220212020201920182017201620152014
EDU
New Oriental Education & Technology Group Inc.		1.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF		0.44%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. SCHG - Drawdown Comparison

The maximum EDU drawdown since its inception was -6.67%, which is greater than SCHG's maximum drawdown of -0.96%. Use the drawdown chart below to compare losses from any high point for EDU and SCHG. For additional features, visit the drawdowns tool.

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Volatility

EDU vs. SCHG - Volatility Comparison

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