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TAL vs. ETH-USD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between TAL and ETH-USD 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.

TAL vs. ETH-USD

Last updated May 31, 2025

Compare and contrast key facts about TAL Education Group (TAL) and Ethereum (ETH-USD).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TAL or ETH-USD.

Performance

TAL vs. ETH-USD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

TAL:

-0.26

ETH-USD:

-0.41

Sortino Ratio

TAL:

0.09

ETH-USD:

0.77

Omega Ratio

TAL:

1.01

ETH-USD:

1.08

Calmar Ratio

TAL:

-0.18

ETH-USD:

0.03

Martin Ratio

TAL:

-0.78

ETH-USD:

0.30

Ulcer Index

TAL:

20.76%

ETH-USD:

33.08%

Daily Std Dev

TAL:

66.38%

ETH-USD:

60.47%

Max Drawdown

TAL:

-98.06%

ETH-USD:

-93.96%

Current Drawdown

TAL:

-89.10%

ETH-USD:

-45.29%

Returns By Period

In the year-to-date period, TAL achieves a -1.90% return, which is significantly higher than ETH-USD's -21.00% return.

TAL

YTD

-1.90%

1M

12.34%

6M

-1.01%

1Y

-16.98%

3Y*

33.84%

5Y*

-29.50%

10Y*

5.12%

ETH-USD

YTD

-21.00%

1M

46.77%

6M

-26.74%

1Y

-29.74%

3Y*

9.66%

5Y*

61.14%

10Y*

N/A

*Annualized

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TAL Education Group

Ethereum

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

TAL vs. ETH-USD — 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 3737
Overall Rank
The Sharpe Ratio Rank of TAL is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of TAL is 3838
Sortino Ratio Rank
The Omega Ratio Rank of TAL is 3838
Omega Ratio Rank
The Calmar Ratio Rank of TAL is 4040
Calmar Ratio Rank
The Martin Ratio Rank of TAL is 3333
Martin Ratio Rank
ETH-USD
The Risk-Adjusted Performance Rank of ETH-USD is 4646
Overall Rank
The Sharpe Ratio Rank of ETH-USD is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of ETH-USD is 4343
Sortino Ratio Rank
The Omega Ratio Rank of ETH-USD is 4343
Omega Ratio Rank
The Calmar Ratio Rank of ETH-USD is 4848
Calmar Ratio Rank
The Martin Ratio Rank of ETH-USD is 5353
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. ETH-USD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TAL Education Group (TAL) and Ethereum (ETH-USD). 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 current TAL Sharpe Ratio is -0.26, which is higher than the ETH-USD Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of TAL and ETH-USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

TAL vs. ETH-USD - Drawdown Comparison

The maximum TAL drawdown since its inception was -98.06%, roughly equal to the maximum ETH-USD drawdown of -93.96%. Use the drawdown chart below to compare losses from any high point for TAL and ETH-USD.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

TAL vs. ETH-USD - Volatility Comparison

The current volatility for TAL Education Group (TAL) is 16.15%, while Ethereum (ETH-USD) has a volatility of 25.46%. This indicates that TAL experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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