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

Correlation

The correlation between GOTU and EDU is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

GOTU vs. EDU - Performance Comparison

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

-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-78.05%
-29.70%
GOTU
EDU

Key characteristics

Sharpe Ratio

GOTU:

-0.37

EDU:

-0.28

Sortino Ratio

GOTU:

-0.04

EDU:

-0.07

Omega Ratio

GOTU:

1.00

EDU:

0.99

Calmar Ratio

GOTU:

-0.34

EDU:

-0.20

Martin Ratio

GOTU:

-0.78

EDU:

-0.61

Ulcer Index

GOTU:

42.98%

EDU:

23.44%

Daily Std Dev

GOTU:

89.56%

EDU:

51.25%

Max Drawdown

GOTU:

-99.54%

EDU:

-95.61%

Current Drawdown

GOTU:

-98.39%

EDU:

-68.57%

Fundamentals

Market Cap

GOTU:

$750.34M

EDU:

$9.78B

EPS

GOTU:

-$0.33

EDU:

$2.30

Total Revenue (TTM)

GOTU:

$3.93B

EDU:

$4.01B

Gross Profit (TTM)

GOTU:

$2.68B

EDU:

$2.30B

EBITDA (TTM)

GOTU:

-$1.19B

EDU:

$643.06M

Returns By Period

In the year-to-date period, GOTU achieves a -36.46% return, which is significantly lower than EDU's -15.58% return.


GOTU

YTD

-36.46%

1M

-11.54%

6M

-51.17%

1Y

-37.16%

5Y*

-35.75%

10Y*

N/A

EDU

YTD

-15.58%

1M

8.02%

6M

-13.29%

1Y

-15.43%

5Y*

-12.97%

10Y*

12.05%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

GOTU vs. EDU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gaotu Techedu Inc. (GOTU) and New Oriental Education & Technology Group Inc. (EDU). 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 GOTU, currently valued at -0.37, compared to the broader market-4.00-2.000.002.00-0.37-0.28
The chart of Sortino ratio for GOTU, currently valued at -0.04, compared to the broader market-4.00-2.000.002.004.00-0.04-0.07
The chart of Omega ratio for GOTU, currently valued at 1.00, compared to the broader market0.501.001.502.001.000.99
The chart of Calmar ratio for GOTU, currently valued at -0.34, compared to the broader market0.002.004.006.00-0.34-0.20
The chart of Martin ratio for GOTU, currently valued at -0.78, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.78-0.61
GOTU
EDU

The current GOTU Sharpe Ratio is -0.37, which is lower than the EDU Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of GOTU and EDU, 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.37
-0.28
GOTU
EDU

Dividends

GOTU vs. EDU - Dividend Comparison

GOTU has not paid dividends to shareholders, while EDU's dividend yield for the trailing twelve months is around 0.95%.


TTM20232022202120202019201820172016201520142013
GOTU
Gaotu Techedu 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%
EDU
New Oriental Education & Technology Group Inc.
0.95%0.00%0.00%0.00%0.00%0.00%0.00%0.46%0.00%1.28%0.00%1.11%

Drawdowns

GOTU vs. EDU - Drawdown Comparison

The maximum GOTU drawdown since its inception was -99.54%, roughly equal to the maximum EDU drawdown of -95.61%. Use the drawdown chart below to compare losses from any high point for GOTU and EDU. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%JulyAugustSeptemberOctoberNovemberDecember
-98.39%
-68.57%
GOTU
EDU

Volatility

GOTU vs. EDU - Volatility Comparison

Gaotu Techedu Inc. (GOTU) has a higher volatility of 23.06% compared to New Oriental Education & Technology Group Inc. (EDU) at 15.68%. This indicates that GOTU's price experiences larger fluctuations and is considered to be riskier than EDU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
23.06%
15.68%
GOTU
EDU

Financials

GOTU vs. EDU - Financials Comparison

This section allows you to compare key financial metrics between Gaotu Techedu Inc. and New Oriental Education & Technology Group 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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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