LAUR vs. LOPE

Last updated Apr 2, 2026

Compare and contrast key facts about Laureate Education, Inc. (LAUR) and Grand Canyon Education, Inc. (LOPE).

Performance

LAUR vs. LOPE - Performance Comparison

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

LAUR vs. LOPE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LAUR Laureate Education, Inc.	4.60%	84.09%	33.41%	50.20%	-4.08%	49.50%	-17.32%	15.55%	12.39%	2.34%
LOPE Grand Canyon Education, Inc.	2.92%	1.53%	24.05%	24.97%	23.28%	-7.95%	-2.80%	-0.36%	7.38%	53.91%

Fundamentals

EPS LAUR : $2.86 LOPE : $7.75
PE Ratio LAUR : 12.30 LOPE : 22.08
PEG Ratio LAUR : 0.07 LOPE : 3.02
PS Ratio LAUR : 2.04 LOPE : 5.98
Total Revenue (TTM) LAUR : $1.70B LOPE : $797.95M
Gross Profit (TTM) LAUR : $288.29M LOPE : $409.79M
EBITDA (TTM) LAUR : $485.78M LOPE : $305.79M

Returns By Period

In the year-to-date period, LAUR achieves a 4.60% return, which is significantly higher than LOPE's 2.92% return.

LAUR

• 1D: 1.09%
• 1M: 8.74%
• YTD: 4.60%
• 6M: 12.67%
• 1Y: 69.33%
• 3Y*: 46.69%
• 5Y*: 41.99%
• 10Y*: —

LOPE

• 1D: 0.67%
• 1M: 5.59%
• YTD: 2.92%
• 6M: -21.54%
• 1Y: -3.19%
• 3Y*: 14.54%
• 5Y*: 9.19%
• 10Y*: 14.81%

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

Return for Risk

LAUR vs. LOPE — Risk / Return Rank

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

LAUR

LAUR Risk / Return Rank: 92
LAUR Sharpe Ratio Rank: 92
LAUR Sortino Ratio Rank: 90
LAUR Omega Ratio Rank: 90
LAUR Calmar Ratio Rank: 95
LAUR Martin Ratio Rank: 95

LOPE

LOPE Risk / Return Rank: 35
LOPE Sharpe Ratio Rank: 35
LOPE Sortino Ratio Rank: 31
LOPE Omega Ratio Rank: 31
LOPE Calmar Ratio Rank: 39
LOPE 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. LOPE - Risk-Adjusted Trends Comparison

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

	LAUR	LOPE	Difference
Sharpe ratio Return per unit of total volatility	2.20	-0.10	+2.29
Sortino ratio Return per unit of downside risk	2.89	0.09	+2.80
Omega ratio Gain probability vs. loss probability	1.41	1.01	+0.39
Calmar ratio Return relative to maximum drawdown	5.98	-0.03	+6.01
Martin ratio Return relative to average drawdown	16.26	-0.06	+16.33
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LAUR vs. LOPE - Sharpe Ratio Comparison

The current LAUR Sharpe Ratio is 2.20, which is higher than the LOPE Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of LAUR and LOPE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LAUR	LOPE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.20	-0.10	+2.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.25	0.31	+0.94
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.48	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.49	+0.06

Correlation

The correlation between LAUR and LOPE is 0.40, 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.

Dividends

LAUR vs. LOPE - Dividend Comparison

Neither LAUR nor LOPE has paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021
LAUR Laureate Education, Inc.	0.00%	0.00%	0.00%	5.11%	22.77%	62.01%
LOPE Grand Canyon Education, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

LAUR vs. LOPE - Drawdown Comparison

The maximum LAUR drawdown since its inception was -64.52%, which is greater than LOPE's maximum drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for LAUR and LOPE.

Drawdown Indicators

	LAUR	LOPE	Difference
Max Drawdown Largest peak-to-trough decline	-64.52%	-54.81%	-9.71%
Max Drawdown (1Y) Largest decline over 1 year	-12.08%	-31.62%	+19.54%
Max Drawdown (5Y) Largest decline over 5 years	-25.33%	-39.13%	+13.80%
Max Drawdown (10Y) Largest decline over 10 years	—	-54.81%	—
Current Drawdown Current decline from peak	-2.09%	-22.39%	+20.30%
Average Drawdown Average peak-to-trough decline	-15.07%	-17.60%	+2.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.44%	16.79%	-12.35%

Volatility

LAUR vs. LOPE - Volatility Comparison

Laureate Education, Inc. (LAUR) has a higher volatility of 11.11% compared to Grand Canyon Education, Inc. (LOPE) at 7.54%. This indicates that LAUR's price experiences larger fluctuations and is considered to be riskier than LOPE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LAUR	LOPE	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.11%	7.54%	+3.57%
Volatility (6M) Calculated over the trailing 6-month period	24.53%	24.32%	+0.21%
Volatility (1Y) Calculated over the trailing 1-year period	31.76%	32.84%	-1.08%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	33.70%	29.89%	+3.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.16%	30.83%	+9.33%

Financials