TAL vs. ETH-USD
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
Returns By Period
In the year-to-date period, TAL achieves a -22.09% return, which is significantly lower than ETH-USD's 34.81% return.
TAL
-22.09%
-3.43%
-23.90%
3.58%
-26.07%
6.37%
ETH-USD
34.81%
16.43%
0.12%
56.66%
76.92%
N/A
Key characteristics
| TAL | ETH-USD | |
|---|---|---|
| Sharpe Ratio | 0.04 | -0.43 |
| Sortino Ratio | 0.55 | -0.26 |
| Omega Ratio | 1.06 | 0.97 |
| Calmar Ratio | 0.03 | 0.00 |
| Martin Ratio | 0.09 | -1.04 |
| Ulcer Index | 26.75% | 27.64% |
| Daily Std Dev | 63.26% | 52.27% |
| Max Drawdown | -98.06% | -93.96% |
| Current Drawdown | -89.08% | -36.08% |
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Correlation
The correlation between TAL and ETH-USD is 0.07, 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.
Risk-Adjusted Performance
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.
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. For additional features, visit the drawdowns tool.
Volatility
TAL vs. ETH-USD - Volatility Comparison
TAL Education Group (TAL) and Ethereum (ETH-USD) have volatilities of 19.32% and 20.31%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.