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TAL vs. ETH-USD
Performance
Return for Risk
Drawdowns
Volatility

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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Returns By Period

In the year-to-date period, TAL achieves a -8.62% return, which is significantly higher than ETH-USD's -37.17% return. Over the past 10 years, TAL has underperformed ETH-USD with an annualized return of 0.80%, while ETH-USD has yielded a comparatively higher 63.15% annualized return.


TAL

1D
-0.89%
1M
-10.74%
YTD
-8.62%
6M
-10.74%
1Y
-1.58%
3Y*
17.09%
5Y*
-21.42%
10Y*
0.80%

ETH-USD

1D
-6.99%
1M
-19.74%
YTD
-37.17%
6M
-37.80%
1Y
-28.56%
3Y*
-0.51%
5Y*
-8.18%
10Y*
63.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TAL vs. ETH-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TAL
TAL Education Group
-8.62%8.88%-20.67%79.15%79.39%-94.50%48.36%80.66%-10.20%155.11%
ETH-USD
Ethereum
-37.17%-10.91%46.00%90.84%-67.48%398.30%473.88%-1.52%-82.39%8,984.19%

Correlation

The correlation between TAL and ETH-USD is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.18

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (10Y)
Calculated over the trailing 10-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Aug 8, 2015

0.08

The correlation between TAL and ETH-USD shifts across timeframes, from 0.08 (all time) to 0.18 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

TAL vs. ETH-USD — Risk / Return Rank

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

TAL
TAL Risk / Return Rank: 3838
Overall Rank
TAL Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
TAL Sortino Ratio Rank: 3636
Sortino Ratio Rank
TAL Omega Ratio Rank: 3535
Omega Ratio Rank
TAL Calmar Ratio Rank: 4141
Calmar Ratio Rank
TAL Martin Ratio Rank: 4141
Martin Ratio Rank

ETH-USD
ETH-USD Risk / Return Rank: 4949
Overall Rank
ETH-USD Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
ETH-USD Sortino Ratio Rank: 6666
Sortino Ratio Rank
ETH-USD Omega Ratio Rank: 6666
Omega Ratio Rank
ETH-USD Calmar Ratio Rank: 3434
Calmar Ratio Rank
ETH-USD Martin Ratio Rank: 1313
Martin Ratio Rank
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.

TAL vs. ETH-USD - Risk-Adjusted Trends 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.


TALETH-USDDifference

Sharpe ratio

Return per unit of total volatility

-0.04

-0.43

+0.39

Sortino ratio

Return per unit of downside risk

0.28

-0.24

+0.52

Omega ratio

Gain probability vs. loss probability

1.03

0.98

+0.06

Calmar ratio

Return relative to maximum drawdown

0.06

-1.13

+1.18

Martin ratio

Return relative to average drawdown

0.13

-1.58

+1.71

TAL vs. ETH-USD - Sharpe Ratio Comparison

The current TAL Sharpe Ratio is -0.04, which is higher than the ETH-USD Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of TAL and ETH-USD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TALETH-USDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.04

-0.43

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.25

-0.11

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

0.67

-0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.77

-0.58

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 -94.01%. Use the drawdown chart below to compare losses from any high point for TAL and ETH-USD.


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Drawdown Indicators


TALETH-USDDifference

Max Drawdown

Largest peak-to-trough decline

-98.06%

-94.01%

-4.05%

Max Drawdown (1Y)

Largest decline over 1 year

-24.79%

-62.26%

+37.47%

Max Drawdown (3Y)

Largest decline over 3 years

-51.31%

-63.80%

+12.49%

Max Drawdown (5Y)

Largest decline over 5 years

-94.37%

-79.35%

-15.02%

Max Drawdown (10Y)

Largest decline over 10 years

-98.06%

-94.01%

-4.05%

Current Drawdown

Current decline from peak

-88.94%

-61.42%

-27.52%

Average Drawdown

Average peak-to-trough decline

-41.79%

-50.87%

+9.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.35%

43.47%

-32.12%

Volatility

TAL vs. ETH-USD - Volatility Comparison

TAL Education Group (TAL) has a higher volatility of 11.09% compared to Ethereum (ETH-USD) at 10.55%. This indicates that TAL's price experiences larger fluctuations and is considered to be riskier than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TALETH-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.09%

10.55%

+0.54%

Volatility (6M)

Calculated over the trailing 6-month period

33.77%

45.39%

-11.62%

Volatility (1Y)

Calculated over the trailing 1-year period

43.93%

55.85%

-11.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

85.99%

59.56%

+26.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

69.34%

77.96%

-8.62%

Frequently Asked Questions


TAL and ETH-USD have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TAL has higher volatility (11.09%) compared to ETH-USD (10.55%). In terms of maximum drawdown, TAL dropped -98.06% vs ETH-USD's -94.01%.

TAL currently has the higher Sharpe Ratio (-0.04 vs -0.43), 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.

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