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

Correlation

The correlation between EDU and TAL is 0.58, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

EDU vs. TAL - Performance Comparison

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

100.00%200.00%300.00%400.00%500.00%NovemberDecember2025FebruaryMarchApril
94.09%
365.18%
EDU
TAL

Key characteristics

Sharpe Ratio

EDU:

-0.87

TAL:

-0.03

Sortino Ratio

EDU:

-1.20

TAL:

0.45

Omega Ratio

EDU:

0.85

TAL:

1.05

Calmar Ratio

EDU:

-0.63

TAL:

-0.02

Martin Ratio

EDU:

-1.69

TAL:

-0.07

Ulcer Index

EDU:

29.39%

TAL:

23.76%

Daily Std Dev

EDU:

57.15%

TAL:

63.08%

Max Drawdown

EDU:

-95.61%

TAL:

-98.06%

Current Drawdown

EDU:

-78.15%

TAL:

-87.86%

Fundamentals

Market Cap

EDU:

$7.69B

TAL:

$7.42B

EPS

EDU:

$2.30

TAL:

$0.19

PE Ratio

EDU:

19.40

TAL:

64.63

PEG Ratio

EDU:

0.70

TAL:

0.66

Total Revenue (TTM)

EDU:

$3.91B

TAL:

$1.85B

Gross Profit (TTM)

EDU:

$2.24B

TAL:

$1.02B

EBITDA (TTM)

EDU:

$605.56M

TAL:

$117.45M

Returns By Period

In the year-to-date period, EDU achieves a -33.66% return, which is significantly lower than TAL's 9.18% return. Both investments have delivered pretty close results over the past 10 years, with EDU having a 6.06% annualized return and TAL not far ahead at 6.26%.


EDU

YTD

-33.66%

1M

-13.49%

6M

-46.48%

1Y

-49.62%

5Y*

-17.57%

10Y*

6.06%

TAL

YTD

9.18%

1M

-18.84%

6M

-3.70%

1Y

-1.62%

5Y*

-26.89%

10Y*

6.26%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

EDU vs. TAL — 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 1212
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 1717
Calmar Ratio Rank
The Martin Ratio Rank of EDU is 1010
Martin Ratio Rank

TAL
The Risk-Adjusted Performance Rank of TAL is 5757
Overall Rank
The Sharpe Ratio Rank of TAL is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of TAL is 5858
Sortino Ratio Rank
The Omega Ratio Rank of TAL is 5656
Omega Ratio Rank
The Calmar Ratio Rank of TAL is 5858
Calmar Ratio Rank
The Martin Ratio Rank of TAL is 5858
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. TAL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for New Oriental Education & Technology Group Inc. (EDU) and TAL Education Group (TAL). 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 -0.87, compared to the broader market-2.00-1.000.001.002.00
EDU: -0.87
TAL: -0.03
The chart of Sortino ratio for EDU, currently valued at -1.20, compared to the broader market-6.00-4.00-2.000.002.004.00
EDU: -1.20
TAL: 0.45
The chart of Omega ratio for EDU, currently valued at 0.85, compared to the broader market0.501.001.502.00
EDU: 0.85
TAL: 1.05
The chart of Calmar ratio for EDU, currently valued at -0.63, compared to the broader market0.001.002.003.004.00
EDU: -0.63
TAL: -0.02
The chart of Martin ratio for EDU, currently valued at -1.69, compared to the broader market-10.00-5.000.005.0010.0015.00
EDU: -1.69
TAL: -0.07

The current EDU Sharpe Ratio is -0.87, which is lower than the TAL Sharpe Ratio of -0.03. The chart below compares the historical Sharpe Ratios of EDU and TAL, 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-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.87
-0.03
EDU
TAL

Dividends

EDU vs. TAL - Dividend Comparison

EDU's dividend yield for the trailing twelve months is around 1.36%, while TAL has not paid dividends to shareholders.


TTM2024202320222021202020192018201720162015
EDU
New Oriental Education & Technology Group Inc.
1.36%0.90%0.00%0.00%0.00%0.00%0.00%0.00%0.46%0.00%1.28%
TAL
TAL Education Group
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.28%0.00%0.00%

Drawdowns

EDU vs. TAL - Drawdown Comparison

The maximum EDU drawdown since its inception was -95.61%, roughly equal to the maximum TAL drawdown of -98.06%. Use the drawdown chart below to compare losses from any high point for EDU and TAL. For additional features, visit the drawdowns tool.


-90.00%-85.00%-80.00%-75.00%-70.00%-65.00%-60.00%-55.00%NovemberDecember2025FebruaryMarchApril
-78.15%
-87.86%
EDU
TAL

Volatility

EDU vs. TAL - Volatility Comparison

The current volatility for New Oriental Education & Technology Group Inc. (EDU) is 13.93%, while TAL Education Group (TAL) has a volatility of 19.96%. This indicates that EDU experiences smaller price fluctuations and is considered to be less risky than TAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
13.93%
19.96%
EDU
TAL

Financials

EDU vs. TAL - Financials Comparison

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

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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