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

Correlation

The correlation between TAL and EDU is 0.58, 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.


-0.50.00.51.00.6

Performance

TAL vs. EDU - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-4.48%
-17.31%
TAL
EDU

Key characteristics

Sharpe Ratio

TAL:

-0.35

EDU:

-0.46

Sortino Ratio

TAL:

-0.15

EDU:

-0.41

Omega Ratio

TAL:

0.98

EDU:

0.95

Calmar Ratio

TAL:

-0.23

EDU:

-0.33

Martin Ratio

TAL:

-0.70

EDU:

-0.95

Ulcer Index

TAL:

29.78%

EDU:

24.91%

Daily Std Dev

TAL:

59.96%

EDU:

50.89%

Max Drawdown

TAL:

-98.06%

EDU:

-95.61%

Current Drawdown

TAL:

-89.35%

EDU:

-69.84%

Fundamentals

Market Cap

TAL:

$5.80B

EDU:

$9.70B

EPS

TAL:

$0.12

EDU:

$2.30

PE Ratio

TAL:

80.00

EDU:

25.56

PEG Ratio

TAL:

0.78

EDU:

0.97

Total Revenue (TTM)

TAL:

$1.65B

EDU:

$4.01B

Gross Profit (TTM)

TAL:

$911.64M

EDU:

$2.30B

EBITDA (TTM)

TAL:

$85.38M

EDU:

$643.06M

Returns By Period

In the year-to-date period, TAL achieves a -4.19% return, which is significantly higher than EDU's -8.40% return. Over the past 10 years, TAL has underperformed EDU with an annualized return of 7.47%, while EDU has yielded a comparatively higher 11.52% annualized return.


TAL

YTD

-4.19%

1M

-1.13%

6M

-4.29%

1Y

-18.58%

5Y*

-29.31%

10Y*

7.47%

EDU

YTD

-8.40%

1M

-1.71%

6M

-17.65%

1Y

-21.95%

5Y*

-15.30%

10Y*

11.52%

*Annualized

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Risk-Adjusted Performance

TAL vs. EDU — Risk-Adjusted Performance Rank

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

TAL
The Risk-Adjusted Performance Rank of TAL is 3131
Overall Rank
The Sharpe Ratio Rank of TAL is 2929
Sharpe Ratio Rank
The Sortino Ratio Rank of TAL is 3030
Sortino Ratio Rank
The Omega Ratio Rank of TAL is 3030
Omega Ratio Rank
The Calmar Ratio Rank of TAL is 3434
Calmar Ratio Rank
The Martin Ratio Rank of TAL is 3333
Martin Ratio Rank

EDU
The Risk-Adjusted Performance Rank of EDU is 2626
Overall Rank
The Sharpe Ratio Rank of EDU is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of EDU is 2323
Sortino Ratio Rank
The Omega Ratio Rank of EDU is 2424
Omega Ratio Rank
The Calmar Ratio Rank of EDU is 2828
Calmar Ratio Rank
The Martin Ratio Rank of EDU is 2828
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.

TAL vs. EDU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TAL Education Group (TAL) and New Oriental Education & Technology Group Inc. (EDU). 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 TAL, currently valued at -0.35, compared to the broader market-2.000.002.00-0.35-0.46
The chart of Sortino ratio for TAL, currently valued at -0.15, compared to the broader market-4.00-2.000.002.004.00-0.15-0.41
The chart of Omega ratio for TAL, currently valued at 0.98, compared to the broader market0.501.001.502.000.980.95
The chart of Calmar ratio for TAL, currently valued at -0.23, compared to the broader market0.002.004.006.00-0.23-0.33
The chart of Martin ratio for TAL, currently valued at -0.70, compared to the broader market-30.00-20.00-10.000.0010.0020.00-0.70-0.95
TAL
EDU

The current TAL Sharpe Ratio is -0.35, which is comparable to the EDU Sharpe Ratio of -0.46. The chart below compares the historical Sharpe Ratios of TAL and EDU, 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-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
-0.35
-0.46
TAL
EDU

Dividends

TAL vs. EDU - Dividend Comparison

TAL has not paid dividends to shareholders, while EDU's dividend yield for the trailing twelve months is around 0.99%.


TTM2024202320222021202020192018201720162015
TAL
TAL Education Group
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.28%0.00%0.00%
EDU
New Oriental Education & Technology Group Inc.
0.99%0.90%0.00%0.00%0.00%0.00%0.00%0.00%0.46%0.00%1.28%

Drawdowns

TAL vs. EDU - Drawdown Comparison

The maximum TAL drawdown since its inception was -98.06%, roughly equal to the maximum EDU drawdown of -95.61%. Use the drawdown chart below to compare losses from any high point for TAL and EDU. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%AugustSeptemberOctoberNovemberDecember2025
-89.35%
-69.84%
TAL
EDU

Volatility

TAL vs. EDU - Volatility Comparison

TAL Education Group (TAL) has a higher volatility of 12.76% compared to New Oriental Education & Technology Group Inc. (EDU) at 9.62%. This indicates that TAL's price experiences larger fluctuations and is considered to be riskier than EDU 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%AugustSeptemberOctoberNovemberDecember2025
12.76%
9.62%
TAL
EDU

Financials

TAL vs. EDU - Financials Comparison

This section allows you to compare key financial metrics between TAL Education Group and New Oriental Education & Technology Group Inc.. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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