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EDU vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

EDU vs. USD=X - Performance Comparison

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

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Returns By Period


EDU

1D
3.25%
1M
-8.94%
YTD
-14.20%
6M
-12.40%
1Y
2.69%
3Y*
5.94%
5Y*
-12.75%
10Y*
2.24%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EDU vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EDU
New Oriental Education & Technology Group Inc.
-14.20%-13.27%-11.55%110.45%65.81%-88.70%53.25%121.22%-41.69%124.46%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

EDU vs. USD=X — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EDU
EDU Risk / Return Rank: 4141
Overall Rank
EDU Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
EDU Sortino Ratio Rank: 3939
Sortino Ratio Rank
EDU Omega Ratio Rank: 3838
Omega Ratio Rank
EDU Calmar Ratio Rank: 4242
Calmar Ratio Rank
EDU Martin Ratio Rank: 4242
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EDU vs. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for New Oriental Education & Technology Group Inc. (EDU) and USD Cash (USD=X). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


EDUUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.03

Calmar ratioReturn relative to maximum drawdown

0.01

Martin ratioReturn relative to average drawdown

0.02

EDU vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

EDU vs. USD=X - Drawdown Comparison

The maximum EDU drawdown since its inception was -95.61%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for EDU and USD=X.


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Drawdown Indicators


EDUUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-95.61%

0.00%

-95.61%

Max Drawdown (1Y)

Largest decline over 1 year

-28.22%

0.00%

-28.22%

Max Drawdown (3Y)

Largest decline over 3 years

-56.77%

0.00%

-56.77%

Max Drawdown (5Y)

Largest decline over 5 years

-90.94%

0.00%

-90.94%

Max Drawdown (10Y)

Largest decline over 10 years

-95.61%

0.00%

-95.61%

Current Drawdown

Current decline from peak

-75.49%

0.00%

-75.49%

Average Drawdown

Average peak-to-trough decline

-33.03%

0.00%

-33.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.44%

0.00%

+12.44%

Volatility

EDU vs. USD=X - Volatility Comparison

New Oriental Education & Technology Group Inc. (EDU) has a higher volatility of 8.29% compared to USD Cash (USD=X) at 0.00%. This indicates that EDU's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EDUUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.29%

0.00%

+8.29%

Volatility (6M)

Calculated over the trailing 6-month period

23.39%

0.00%

+23.39%

Volatility (1Y)

Calculated over the trailing 1-year period

37.56%

0.00%

+37.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

71.33%

0.00%

+71.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.54%

0.00%

+59.54%

Frequently Asked Questions


EDU has higher volatility (8.29%) compared to USD=X (0.00%). In terms of maximum drawdown, EDU dropped -95.61% vs USD=X's 0.00%.

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