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

Performance

GOTU vs. TAL - Performance Comparison

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

-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-60.30%
-19.89%
GOTU
TAL

Returns By Period

In the year-to-date period, GOTU achieves a -28.18% return, which is significantly lower than TAL's -21.54% return.


GOTU

YTD

-28.18%

1M

-18.75%

6M

-63.43%

1Y

-6.14%

5Y (annualized)

-30.72%

10Y (annualized)

N/A

TAL

YTD

-21.54%

1M

-4.53%

6M

-19.89%

1Y

0.51%

5Y (annualized)

-25.75%

10Y (annualized)

6.44%

Fundamentals


GOTUTAL
Market Cap$670.13M$6.08B
EPS-$0.33$0.12
Total Revenue (TTM)$2.72B$2.08B
Gross Profit (TTM)$1.91B$1.14B
EBITDA (TTM)-$703.25M$28.81M

Key characteristics


GOTUTAL
Sharpe Ratio-0.020.07
Sortino Ratio0.750.60
Omega Ratio1.091.07
Calmar Ratio-0.020.05
Martin Ratio-0.060.16
Ulcer Index38.93%26.93%
Daily Std Dev98.48%63.26%
Max Drawdown-99.54%-98.06%
Current Drawdown-98.18%-89.01%

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Correlation

-0.50.00.51.00.6

The correlation between GOTU and TAL is 0.60, 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.

Risk-Adjusted Performance

GOTU vs. TAL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Gaotu Techedu Inc. (GOTU) and TAL Education Group (TAL). 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 -0.02, compared to the broader market-4.00-2.000.002.004.00-0.020.07
The chart of Sortino ratio for GOTU, currently valued at 0.75, compared to the broader market-4.00-2.000.002.004.000.750.60
The chart of Omega ratio for GOTU, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.07
The chart of Calmar ratio for GOTU, currently valued at -0.02, compared to the broader market0.002.004.006.00-0.020.05
The chart of Martin ratio for GOTU, currently valued at -0.06, compared to the broader market-10.000.0010.0020.0030.00-0.060.16
GOTU
TAL

The current GOTU Sharpe Ratio is -0.02, which is lower than the TAL Sharpe Ratio of 0.07. The chart below compares the historical Sharpe Ratios of GOTU and TAL, 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
-0.02
0.07
GOTU
TAL

Dividends

GOTU vs. TAL - Dividend Comparison

Neither GOTU nor TAL has paid dividends to shareholders.


TTM2023202220212020201920182017
GOTU
Gaotu Techedu Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TAL
TAL Education Group
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.28%

Drawdowns

GOTU vs. TAL - Drawdown Comparison

The maximum GOTU drawdown since its inception was -99.54%, roughly equal to the maximum TAL drawdown of -98.06%. Use the drawdown chart below to compare losses from any high point for GOTU and TAL. For additional features, visit the drawdowns tool.


-98.00%-96.00%-94.00%-92.00%-90.00%-88.00%-86.00%JuneJulyAugustSeptemberOctoberNovember
-98.18%
-89.01%
GOTU
TAL

Volatility

GOTU vs. TAL - Volatility Comparison

The current volatility for Gaotu Techedu Inc. (GOTU) is 14.87%, while TAL Education Group (TAL) has a volatility of 18.32%. This indicates that GOTU experiences smaller price fluctuations and is considered to be less risky than TAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
14.87%
18.32%
GOTU
TAL

Financials

GOTU vs. TAL - Financials Comparison

This section allows you to compare key financial metrics between Gaotu Techedu Inc. and TAL Education Group. 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