EDU vs. VOO
Compare and contrast key facts about New Oriental Education & Technology Group Inc. (EDU) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EDU or VOO.
Performance
EDU vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, EDU achieves a -20.97% return, which is significantly lower than VOO's 26.58% return. Over the past 10 years, EDU has underperformed VOO with an annualized return of 10.27%, while VOO has yielded a comparatively higher 13.22% annualized return.
EDU
-20.97%
-6.70%
-25.87%
-19.40%
-13.45%
10.27%
VOO
26.58%
3.05%
13.23%
32.77%
15.74%
13.22%
Key characteristics
| EDU | VOO | |
|---|---|---|
| Sharpe Ratio | -0.38 | 2.69 |
| Sortino Ratio | -0.23 | 3.59 |
| Omega Ratio | 0.97 | 1.50 |
| Calmar Ratio | -0.27 | 3.88 |
| Martin Ratio | -0.90 | 17.58 |
| Ulcer Index | 21.58% | 1.86% |
| Daily Std Dev | 51.61% | 12.19% |
| Max Drawdown | -95.61% | -33.99% |
| Current Drawdown | -70.57% | -0.53% |
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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.
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.
Dividends
EDU vs. VOO - Dividend Comparison
EDU's dividend yield for the trailing twelve months is around 1.01%, less than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDU New Oriental Education & Technology Group Inc. | 1.01% | 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 | 1.24% | 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.
Volatility
EDU vs. VOO - Volatility Comparison
New Oriental Education & Technology Group Inc. (EDU) has a higher volatility of 10.32% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. 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.