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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.

150.00%200.00%250.00%300.00%350.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
315.85%
179.28%
TAL
EDU

Key characteristics

Sharpe Ratio

TAL:

-0.32

EDU:

-0.28

Sortino Ratio

TAL:

-0.10

EDU:

-0.07

Omega Ratio

TAL:

0.99

EDU:

0.99

Calmar Ratio

TAL:

-0.21

EDU:

-0.20

Martin Ratio

TAL:

-0.69

EDU:

-0.61

Ulcer Index

TAL:

28.54%

EDU:

23.44%

Daily Std Dev

TAL:

60.70%

EDU:

51.25%

Max Drawdown

TAL:

-98.06%

EDU:

-95.61%

Current Drawdown

TAL:

-89.15%

EDU:

-68.57%

Fundamentals

Market Cap

TAL:

$5.99B

EDU:

$9.78B

EPS

TAL:

$0.12

EDU:

$2.30

PE Ratio

TAL:

82.58

EDU:

26.00

PEG Ratio

TAL:

0.79

EDU:

0.99

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 -22.57% return, which is significantly lower than EDU's -15.58% return. Over the past 10 years, TAL has underperformed EDU with an annualized return of 7.59%, while EDU has yielded a comparatively higher 12.05% annualized return.


TAL

YTD

-22.57%

1M

-0.31%

6M

-4.31%

1Y

-19.11%

5Y*

-27.17%

10Y*

7.59%

EDU

YTD

-15.58%

1M

8.02%

6M

-13.29%

1Y

-15.43%

5Y*

-12.97%

10Y*

12.05%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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 -0.32, compared to the broader market-4.00-2.000.002.00-0.32-0.28
The chart of Sortino ratio for TAL, currently valued at -0.10, compared to the broader market-4.00-2.000.002.004.00-0.10-0.07
The chart of Omega ratio for TAL, currently valued at 0.99, compared to the broader market0.501.001.502.000.990.99
The chart of Calmar ratio for TAL, currently valued at -0.21, compared to the broader market0.002.004.006.00-0.21-0.20
The chart of Martin ratio for TAL, currently valued at -0.69, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.69-0.61
TAL
EDU

The current TAL Sharpe Ratio is -0.32, which is comparable to the EDU Sharpe Ratio of -0.28. 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.32
-0.28
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 0.95%.


TTM20232022202120202019201820172016201520142013
TAL
TAL Education Group
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.28%0.00%0.00%0.00%0.00%
EDU
New Oriental Education & Technology Group Inc.
0.95%0.00%0.00%0.00%0.00%0.00%0.00%0.46%0.00%1.28%0.00%1.11%

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%JulyAugustSeptemberOctoberNovemberDecember
-89.15%
-68.57%
TAL
EDU

Volatility

TAL vs. EDU - Volatility Comparison

The current volatility for TAL Education Group (TAL) is 13.46%, while New Oriental Education & Technology Group Inc. (EDU) has a volatility of 15.68%. This indicates that TAL experiences smaller price fluctuations and is considered to be less risky 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%JulyAugustSeptemberOctoberNovemberDecember
13.46%
15.68%
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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