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

Correlation

The correlation between STNE and TAL is 0.27, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

STNE vs. TAL - Performance Comparison

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

-75.00%-70.00%-65.00%-60.00%-55.00%-50.00%-45.00%-40.00%NovemberDecember2025FebruaryMarchApril
-56.14%
-64.74%
STNE
TAL

Key characteristics

Sharpe Ratio

STNE:

-0.27

TAL:

-0.37

Sortino Ratio

STNE:

-0.07

TAL:

-0.15

Omega Ratio

STNE:

0.99

TAL:

0.98

Calmar Ratio

STNE:

-0.14

TAL:

-0.27

Martin Ratio

STNE:

-0.37

TAL:

-1.00

Ulcer Index

STNE:

34.69%

TAL:

24.94%

Daily Std Dev

STNE:

48.28%

TAL:

66.88%

Max Drawdown

STNE:

-92.31%

TAL:

-98.06%

Current Drawdown

STNE:

-85.39%

TAL:

-89.84%

Fundamentals

Market Cap

STNE:

$3.77B

TAL:

$5.54B

EPS

STNE:

-$0.88

TAL:

$0.19

PS Ratio

STNE:

0.30

TAL:

2.46

PB Ratio

STNE:

1.81

TAL:

1.43

Total Revenue (TTM)

STNE:

$13.28B

TAL:

$1.85B

Gross Profit (TTM)

STNE:

$9.77B

TAL:

$1.02B

EBITDA (TTM)

STNE:

$6.12B

TAL:

$117.45M

Returns By Period

In the year-to-date period, STNE achieves a 72.52% return, which is significantly higher than TAL's -8.58% return.


STNE

YTD

72.52%

1M

20.09%

6M

19.98%

1Y

-15.90%

5Y*

-10.39%

10Y*

N/A

TAL

YTD

-8.58%

1M

-32.65%

6M

-16.58%

1Y

-31.69%

5Y*

-29.25%

10Y*

3.87%

*Annualized

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Risk-Adjusted Performance

STNE vs. TAL — Risk-Adjusted Performance Rank

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

STNE
The Risk-Adjusted Performance Rank of STNE is 3939
Overall Rank
The Sharpe Ratio Rank of STNE is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of STNE is 3535
Sortino Ratio Rank
The Omega Ratio Rank of STNE is 3636
Omega Ratio Rank
The Calmar Ratio Rank of STNE is 4444
Calmar Ratio Rank
The Martin Ratio Rank of STNE is 4545
Martin Ratio Rank

TAL
The Risk-Adjusted Performance Rank of TAL is 3232
Overall Rank
The Sharpe Ratio Rank of TAL is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of TAL is 3333
Sortino Ratio Rank
The Omega Ratio Rank of TAL is 3333
Omega Ratio Rank
The Calmar Ratio Rank of TAL is 3535
Calmar Ratio Rank
The Martin Ratio Rank of TAL is 2929
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

STNE vs. TAL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for StoneCo Ltd. (STNE) 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.


The chart of Sharpe ratio for STNE, currently valued at -0.27, compared to the broader market-2.00-1.000.001.002.003.00
STNE: -0.27
TAL: -0.37
The chart of Sortino ratio for STNE, currently valued at -0.07, compared to the broader market-6.00-4.00-2.000.002.004.00
STNE: -0.07
TAL: -0.15
The chart of Omega ratio for STNE, currently valued at 0.99, compared to the broader market0.501.001.502.00
STNE: 0.99
TAL: 0.98
The chart of Calmar ratio for STNE, currently valued at -0.14, compared to the broader market0.001.002.003.004.005.00
STNE: -0.14
TAL: -0.27
The chart of Martin ratio for STNE, currently valued at -0.37, compared to the broader market-5.000.005.0010.0015.0020.00
STNE: -0.37
TAL: -1.00

The current STNE Sharpe Ratio is -0.27, which is comparable to the TAL Sharpe Ratio of -0.37. The chart below compares the historical Sharpe Ratios of STNE 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 Ratio-1.00-0.500.000.50NovemberDecember2025FebruaryMarchApril
-0.27
-0.37
STNE
TAL

Dividends

STNE vs. TAL - Dividend Comparison

Neither STNE nor TAL has paid dividends to shareholders.


TTM20242023202220212020201920182017
STNE
StoneCo Ltd.
0.00%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%0.00%0.28%

Drawdowns

STNE vs. TAL - Drawdown Comparison

The maximum STNE drawdown since its inception was -92.31%, smaller than the maximum TAL drawdown of -98.06%. Use the drawdown chart below to compare losses from any high point for STNE and TAL. For additional features, visit the drawdowns tool.


-92.00%-90.00%-88.00%-86.00%-84.00%NovemberDecember2025FebruaryMarchApril
-85.39%
-89.84%
STNE
TAL

Volatility

STNE vs. TAL - Volatility Comparison

The current volatility for StoneCo Ltd. (STNE) is 17.44%, while TAL Education Group (TAL) has a volatility of 29.90%. This indicates that STNE 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%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
17.44%
29.90%
STNE
TAL

Financials

STNE vs. TAL - Financials Comparison

This section allows you to compare key financial metrics between StoneCo Ltd. 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