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

Performance

EDU vs. VRT - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-26.44%
39.84%
EDU
VRT

Returns By Period

In the year-to-date period, EDU achieves a -20.49% return, which is significantly lower than VRT's 194.85% return.


EDU

YTD

-20.49%

1M

-14.03%

6M

-26.44%

1Y

-18.91%

5Y (annualized)

-13.36%

10Y (annualized)

10.28%

VRT

YTD

194.85%

1M

25.80%

6M

39.84%

1Y

225.59%

5Y (annualized)

69.36%

10Y (annualized)

N/A

Fundamentals


EDUVRT
Market Cap$9.06B$52.90B
EPS$2.30$1.46
PE Ratio24.1094.21
PEG Ratio0.921.25
Total Revenue (TTM)$5.21B$7.53B
Gross Profit (TTM)$2.86B$2.75B
EBITDA (TTM)$756.49M$1.49B

Key characteristics


EDUVRT
Sharpe Ratio-0.374.24
Sortino Ratio-0.223.84
Omega Ratio0.971.52
Calmar Ratio-0.276.34
Martin Ratio-0.8918.21
Ulcer Index21.43%12.76%
Daily Std Dev51.61%54.85%
Max Drawdown-95.61%-71.24%
Current Drawdown-70.39%0.00%

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Correlation

-0.50.00.51.00.2

The correlation between EDU and VRT is 0.20, 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. VRT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for New Oriental Education & Technology Group Inc. (EDU) and Vertiv Holdings Co. (VRT). 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 -0.37, compared to the broader market-4.00-2.000.002.004.00-0.374.24
The chart of Sortino ratio for EDU, currently valued at -0.22, compared to the broader market-4.00-2.000.002.004.00-0.223.84
The chart of Omega ratio for EDU, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.52
The chart of Calmar ratio for EDU, currently valued at -0.27, compared to the broader market0.002.004.006.00-0.276.34
The chart of Martin ratio for EDU, currently valued at -0.89, compared to the broader market0.0010.0020.0030.00-0.8918.21
EDU
VRT

The current EDU Sharpe Ratio is -0.37, which is lower than the VRT Sharpe Ratio of 4.24. The chart below compares the historical Sharpe Ratios of EDU and VRT, 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 Ratio0.002.004.006.008.0010.00JuneJulyAugustSeptemberOctoberNovember
-0.37
4.24
EDU
VRT

Dividends

EDU vs. VRT - Dividend Comparison

EDU's dividend yield for the trailing twelve months is around 1.01%, more than VRT's 0.07% yield.


TTM20232022202120202019201820172016201520142013
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%
VRT
Vertiv Holdings Co.
0.07%0.05%0.07%0.04%0.05%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EDU vs. VRT - Drawdown Comparison

The maximum EDU drawdown since its inception was -95.61%, which is greater than VRT's maximum drawdown of -71.24%. Use the drawdown chart below to compare losses from any high point for EDU and VRT. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-70.39%
0
EDU
VRT

Volatility

EDU vs. VRT - Volatility Comparison

The current volatility for New Oriental Education & Technology Group Inc. (EDU) is 10.31%, while Vertiv Holdings Co. (VRT) has a volatility of 17.62%. This indicates that EDU experiences smaller price fluctuations and is considered to be less risky than VRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
10.31%
17.62%
EDU
VRT

Financials

EDU vs. VRT - Financials Comparison

This section allows you to compare key financial metrics between New Oriental Education & Technology Group Inc. and Vertiv Holdings Co.. 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