LAUR vs. ATER

Last updated Jun 24, 2026

LAUR (Laureate Education, Inc.) and ATER (Aterian, Inc.) are both stocks. LAUR operates in Education & Training Services (Consumer Defensive), while ATER operates in Furnishings, Fixtures & Appliances (Consumer Cyclical). Over the past 5 years, LAUR returned 40.93%/yr vs -63.14%/yr for ATER. At a 0.18 correlation, their price movements are largely independent.

Performance

LAUR vs. ATER - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Laureate Education, Inc. (LAUR) and Aterian, Inc. (ATER). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LAUR achieves a 8.64% return, which is significantly lower than ATER's 89.79% return.

LAUR

• 1D: -1.64%
• 1M: 10.45%
• YTD: 8.64%
• 6M: 9.39%
• 1Y: 58.84%
• 3Y*: 49.15%
• 5Y*: 40.93%
• 10Y*: —

ATER

• 1D: -4.35%
• 1M: 8.20%
• YTD: 89.79%
• 6M: 86.97%
• 1Y: -4.35%
• 3Y*: -37.15%
• 5Y*: -63.14%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

LAUR vs. ATER - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
LAUR Laureate Education, Inc.	8.64%	84.09%	33.41%	50.20%	-4.08%	49.50%	-17.32%	7.84%
ATER Aterian, Inc.	89.79%	-71.02%	-42.61%	-54.76%	-81.26%	-76.12%	192.19%	-41.10%

Correlation

The correlation between LAUR and ATER is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.18
Correlation (3Y) Calculated over the trailing 3-year period	0.20
Correlation (5Y) Calculated over the trailing 5-year period	0.21
Correlation (All Time) Calculated using the full available price history since Jun 12, 2019	0.18

Fundamentals

EPS LAUR : $2.52 ATER : -$2.60
PS Ratio LAUR : 2.33 ATER : 0.20
Total Revenue (TTM) LAUR : $1.74B ATER : $53.63M
Gross Profit (TTM) LAUR : $484.38M ATER : $29.74M
EBITDA (TTM) LAUR : $491.66M ATER : -$10.81M

Return for Risk

LAUR vs. ATER — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LAUR

LAUR Risk / Return Rank: 86
LAUR Sharpe Ratio Rank: 87
LAUR Sortino Ratio Rank: 82
LAUR Omega Ratio Rank: 84
LAUR Calmar Ratio Rank: 87
LAUR Martin Ratio Rank: 89

ATER

ATER Risk / Return Rank: 44
ATER Sharpe Ratio Rank: 40
ATER Sortino Ratio Rank: 50
ATER Omega Ratio Rank: 50
ATER Calmar Ratio Rank: 40
ATER Martin Ratio Rank: 40

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LAUR vs. ATER - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Laureate Education, Inc. (LAUR) and Aterian, Inc. (ATER). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	LAUR	ATER	Difference
Sharpe ratio: Return per unit of total volatility	1.83	-0.04	+1.88
Sortino ratio: Return per unit of downside risk	2.36	0.80	+1.56
Omega ratio: Gain probability vs. loss probability	1.33	1.10	+0.23
Calmar ratio: Return relative to maximum drawdown	3.62	-0.06	+3.69
Martin ratio: Return relative to average drawdown	10.77	-0.09	+10.87

LAUR vs. ATER - Sharpe Ratio Comparison

The current LAUR Sharpe Ratio is 1.83, which is higher than the ATER Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of LAUR and ATER, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LAUR vs. ATER - Drawdown Comparison

The maximum LAUR drawdown since its inception was -64.52%, smaller than the maximum ATER drawdown of -99.91%. Use the drawdown chart below to compare losses from any high point for LAUR and ATER.

Drawdown Indicators

	LAUR	ATER	Difference
Max Drawdown Largest peak-to-trough decline	-64.52%	-99.91%	+35.39%
Max Drawdown (1Y) Largest decline over 1 year	-16.33%	-67.29%	+50.96%
Max Drawdown (3Y) Largest decline over 3 years	-16.33%	-93.58%	+77.25%
Max Drawdown (5Y) Largest decline over 5 years	-25.33%	-99.75%	+74.42%
Current Drawdown Current decline from peak	-3.61%	-99.77%	+96.16%
Average Drawdown Average peak-to-trough decline	-14.89%	-79.18%	+64.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.48%	46.24%	-40.76%

Volatility

LAUR vs. ATER - Volatility Comparison

The current volatility for Laureate Education, Inc. (LAUR) is 9.81%, while Aterian, Inc. (ATER) has a volatility of 24.41%. This indicates that LAUR experiences smaller price fluctuations and is considered to be less risky than ATER based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LAUR	ATER	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.81%	24.41%	-14.60%
Volatility (6M) Calculated over the trailing 6-month period	23.85%	77.29%	-53.44%
Volatility (1Y) Calculated over the trailing 1-year period	32.32%	105.07%	-72.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.37%	111.86%	-78.49%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.10%	109.49%	-69.39%

Dividends

LAUR vs. ATER - Dividend Comparison

Neither LAUR nor ATER has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021
ATER Aterian, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LAUR Laureate Education, Inc.	0.00%	0.00%	0.00%	5.11%	22.77%	62.01%

Financials

Frequently Asked Questions

Can I hold both LAUR and ATER in my portfolio?

LAUR and ATER have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LAUR or ATER?

ATER has higher volatility (24.41%) compared to LAUR (9.81%). In terms of maximum drawdown, LAUR dropped -64.52% vs ATER's -99.91%.

Which has better risk-adjusted returns?

LAUR currently has the higher Sharpe Ratio (1.83 vs -0.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.