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

Correlation

The correlation between EDU and VOO is 0.34, 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.


-0.50.00.51.00.3

Performance

EDU vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in New Oriental Education & Technology Group Inc. (EDU) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-16.85%
9.97%
EDU
VOO

Key characteristics

Sharpe Ratio

EDU:

-0.26

VOO:

2.22

Sortino Ratio

EDU:

-0.03

VOO:

2.95

Omega Ratio

EDU:

1.00

VOO:

1.42

Calmar Ratio

EDU:

-0.18

VOO:

3.27

Martin Ratio

EDU:

-0.56

VOO:

14.57

Ulcer Index

EDU:

23.54%

VOO:

1.90%

Daily Std Dev

EDU:

51.19%

VOO:

12.47%

Max Drawdown

EDU:

-95.61%

VOO:

-33.99%

Current Drawdown

EDU:

-67.70%

VOO:

-1.77%

Returns By Period

In the year-to-date period, EDU achieves a -13.26% return, which is significantly lower than VOO's 26.92% return. Over the past 10 years, EDU has underperformed VOO with an annualized return of 12.47%, while VOO has yielded a comparatively higher 13.12% annualized return.


EDU

YTD

-13.26%

1M

9.76%

6M

-17.19%

1Y

-8.77%

5Y*

-12.64%

10Y*

12.47%

VOO

YTD

26.92%

1M

0.27%

6M

10.43%

1Y

27.36%

5Y*

14.95%

10Y*

13.12%

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Risk-Adjusted Performance

EDU vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for New Oriental Education & Technology Group Inc. (EDU) and Vanguard S&P 500 ETF (VOO). 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 -0.26, compared to the broader market-4.00-2.000.002.00-0.262.22
The chart of Sortino ratio for EDU, currently valued at -0.03, compared to the broader market-4.00-2.000.002.004.00-0.032.95
The chart of Omega ratio for EDU, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.42
The chart of Calmar ratio for EDU, currently valued at -0.18, compared to the broader market0.002.004.006.00-0.183.27
The chart of Martin ratio for EDU, currently valued at -0.56, compared to the broader market0.0010.0020.00-0.5614.57
EDU
VOO

The current EDU Sharpe Ratio is -0.26, which is lower than the VOO Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of EDU and VOO, 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.26
2.22
EDU
VOO

Dividends

EDU vs. VOO - Dividend Comparison

EDU's dividend yield for the trailing twelve months is around 0.92%, less than VOO's 1.23% yield.


TTM20232022202120202019201820172016201520142013
EDU
New Oriental Education & Technology Group Inc.
0.92%0.00%0.00%0.00%0.00%0.00%0.00%0.46%0.00%1.28%0.00%1.11%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

EDU vs. VOO - Drawdown Comparison

The maximum EDU drawdown since its inception was -95.61%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for EDU and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-67.70%
-1.77%
EDU
VOO

Volatility

EDU vs. VOO - Volatility Comparison

New Oriental Education & Technology Group Inc. (EDU) has a higher volatility of 15.80% compared to Vanguard S&P 500 ETF (VOO) at 3.78%. This indicates that EDU's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
15.80%
3.78%
EDU
VOO
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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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