EDU vs. VRNS
Compare and contrast key facts about New Oriental Education & Technology Group Inc. (EDU) and Varonis Systems, Inc. (VRNS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EDU or VRNS.
Performance
EDU vs. VRNS - Performance Comparison
Returns By Period
In the year-to-date period, EDU achieves a -21.85% return, which is significantly lower than VRNS's 10.36% return. Over the past 10 years, EDU has underperformed VRNS with an annualized return of 10.17%, while VRNS has yielded a comparatively higher 20.14% annualized return.
EDU
-21.85%
-16.59%
-28.40%
-20.42%
-13.67%
10.17%
VRNS
10.36%
-14.61%
11.49%
26.54%
14.35%
20.14%
Fundamentals
| EDU | VRNS | |
|---|---|---|
| Market Cap | $9.06B | $5.62B |
| EPS | $2.30 | -$0.74 |
| PEG Ratio | 0.92 | 3.76 |
| Total Revenue (TTM) | $5.21B | $546.54M |
| Gross Profit (TTM) | $2.86B | $459.40M |
| EBITDA (TTM) | $756.49M | -$91.18M |
Key characteristics
| EDU | VRNS | |
|---|---|---|
| Sharpe Ratio | -0.38 | 0.79 |
| Sortino Ratio | -0.25 | 1.36 |
| Omega Ratio | 0.97 | 1.17 |
| Calmar Ratio | -0.28 | 0.59 |
| Martin Ratio | -0.93 | 2.96 |
| Ulcer Index | 21.29% | 9.26% |
| Daily Std Dev | 51.58% | 34.77% |
| Max Drawdown | -95.61% | -78.19% |
| Current Drawdown | -70.90% | -31.93% |
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Correlation
The correlation between EDU and VRNS is 0.24, 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. VRNS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for New Oriental Education & Technology Group Inc. (EDU) and Varonis Systems, Inc. (VRNS). 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. VRNS - Dividend Comparison
EDU's dividend yield for the trailing twelve months is around 1.02%, while VRNS has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDU New Oriental Education & Technology Group Inc. | 1.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.46% | 0.00% | 1.28% | 0.00% | 1.11% |
VRNS Varonis Systems, Inc. | 0.00% | 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. VRNS - Drawdown Comparison
The maximum EDU drawdown since its inception was -95.61%, which is greater than VRNS's maximum drawdown of -78.19%. Use the drawdown chart below to compare losses from any high point for EDU and VRNS. For additional features, visit the drawdowns tool.
Volatility
EDU vs. VRNS - Volatility Comparison
The current volatility for New Oriental Education & Technology Group Inc. (EDU) is 13.12%, while Varonis Systems, Inc. (VRNS) has a volatility of 14.71%. This indicates that EDU experiences smaller price fluctuations and is considered to be less risky than VRNS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
EDU vs. VRNS - Financials Comparison
This section allows you to compare key financial metrics between New Oriental Education & Technology Group Inc. and Varonis Systems, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities