LOPE vs. LAUR

Last updated Jun 24, 2026

LOPE (Grand Canyon Education, Inc.) and LAUR (Laureate Education, Inc.) are both stocks. Both operate in the Education & Training Services industry within the Consumer Defensive sector. Over the past 5 years, LOPE returned 9.76%/yr vs 40.93%/yr for LAUR. At a 0.39 correlation, their price movements are largely independent.

Performance

LOPE vs. LAUR - Performance Comparison

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

Returns By Period

In the year-to-date period, LOPE achieves a -13.92% return, which is significantly lower than LAUR's 8.64% return.

LOPE

• 1D: 0.77%
• 1M: -8.64%
• YTD: -13.92%
• 6M: -14.87%
• 1Y: -25.31%
• 3Y*: 12.29%
• 5Y*: 9.76%
• 10Y*: 13.80%

LAUR

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

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

LOPE vs. LAUR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LOPE Grand Canyon Education, Inc.	-13.92%	1.53%	24.05%	24.97%	23.28%	-7.95%	-2.80%	-0.36%	7.38%	51.80%
LAUR Laureate Education, Inc.	8.64%	84.09%	33.41%	50.20%	-4.08%	49.50%	-17.32%	15.55%	12.39%	8.48%

Correlation

The correlation between LOPE and LAUR is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.44
Correlation (3Y) Calculated over the trailing 3-year period	0.48
Correlation (5Y) Calculated over the trailing 5-year period	0.45
Correlation (All Time) Calculated using the full available price history since Feb 1, 2017	0.39

Fundamentals

EPS LOPE : $7.96 LAUR : $2.52
PE Ratio LOPE : 17.99 LAUR : 14.52
PEG Ratio LOPE : 2.46 LAUR : 0.08
PS Ratio LOPE : 4.84 LAUR : 2.33
Total Revenue (TTM) LOPE : $816.76M LAUR : $1.74B
Gross Profit (TTM) LOPE : $421.22M LAUR : $484.38M
EBITDA (TTM) LOPE : $310.56M LAUR : $491.66M

Return for Risk

LOPE vs. LAUR — Risk / Return Rank

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

LOPE

LOPE Risk / Return Rank: 12
LOPE Sharpe Ratio Rank: 9
LOPE Sortino Ratio Rank: 11
LOPE Omega Ratio Rank: 11
LOPE Calmar Ratio Rank: 15
LOPE Martin Ratio Rank: 15

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

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.

LOPE vs. LAUR - Risk-Adjusted Trends Comparison

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

	LOPE	LAUR	Difference
Sharpe ratio: Return per unit of total volatility	-0.81	1.83	-2.65
Sortino ratio: Return per unit of downside risk	-1.05	2.36	-3.41
Omega ratio: Gain probability vs. loss probability	0.86	1.33	-0.47
Calmar ratio: Return relative to maximum drawdown	-0.71	3.62	-4.33
Martin ratio: Return relative to average drawdown	-1.21	10.77	-11.99

LOPE vs. LAUR - Sharpe Ratio Comparison

The current LOPE Sharpe Ratio is -0.81, which is lower than the LAUR Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of LOPE and LAUR, 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

LOPE vs. LAUR - Drawdown Comparison

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

Drawdown Indicators

	LOPE	LAUR	Difference
Max Drawdown Largest peak-to-trough decline	-54.81%	-64.52%	+9.71%
Max Drawdown (1Y) Largest decline over 1 year	-35.80%	-16.33%	-19.47%
Max Drawdown (3Y) Largest decline over 3 years	-35.80%	-16.33%	-19.47%
Max Drawdown (5Y) Largest decline over 5 years	-35.80%	-25.33%	-10.47%
Max Drawdown (10Y) Largest decline over 10 years	-54.81%	—	—
Current Drawdown Current decline from peak	-35.09%	-3.61%	-31.48%
Average Drawdown Average peak-to-trough decline	-17.73%	-14.89%	-2.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	20.97%	5.48%	+15.49%

Volatility

LOPE vs. LAUR - Volatility Comparison

The current volatility for Grand Canyon Education, Inc. (LOPE) is 6.82%, while Laureate Education, Inc. (LAUR) has a volatility of 9.81%. This indicates that LOPE experiences smaller price fluctuations and is considered to be less risky than LAUR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LOPE	LAUR	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.82%	9.81%	-2.99%
Volatility (6M) Calculated over the trailing 6-month period	20.80%	23.85%	-3.05%
Volatility (1Y) Calculated over the trailing 1-year period	31.25%	32.32%	-1.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.08%	33.37%	-4.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.91%	40.10%	-9.19%

Dividends

LOPE vs. LAUR - Dividend Comparison

Neither LOPE nor LAUR has paid dividends to shareholders.

Position	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%

Financials

Frequently Asked Questions

Can I hold both LOPE and LAUR in my portfolio?

LOPE and LAUR have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LOPE or LAUR?

LAUR has higher volatility (9.81%) compared to LOPE (6.82%). In terms of maximum drawdown, LOPE dropped -54.81% vs LAUR's -64.52%.

Which has better risk-adjusted returns?

LAUR currently has the higher Sharpe Ratio (1.83 vs -0.81), 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.