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

Performance

TAL vs. GOTU - Performance Comparison

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

-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-17.08%
-58.84%
TAL
GOTU

Returns By Period

In the year-to-date period, TAL achieves a -22.33% return, which is significantly higher than GOTU's -27.90% return.


TAL

YTD

-22.33%

1M

-13.87%

6M

-17.08%

1Y

-0.41%

5Y (annualized)

-25.80%

10Y (annualized)

6.33%

GOTU

YTD

-27.90%

1M

-17.41%

6M

-58.83%

1Y

-0.00%

5Y (annualized)

-32.52%

10Y (annualized)

N/A

Fundamentals


TALGOTU
Market Cap$6.12B$672.72M
EPS$0.12-$0.33
Total Revenue (TTM)$2.08B$2.72B
Gross Profit (TTM)$1.14B$1.91B
EBITDA (TTM)$84.50M-$703.25M

Key characteristics


TALGOTU
Sharpe Ratio0.02-0.04
Sortino Ratio0.520.72
Omega Ratio1.061.08
Calmar Ratio0.01-0.04
Martin Ratio0.04-0.10
Ulcer Index27.11%39.38%
Daily Std Dev63.24%98.38%
Max Drawdown-98.06%-99.54%
Current Drawdown-89.12%-98.17%

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Correlation

-0.50.00.51.00.6

The correlation between TAL and GOTU is 0.60, 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.

Risk-Adjusted Performance

TAL vs. GOTU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TAL Education Group (TAL) and Gaotu Techedu Inc. (GOTU). 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 0.02, compared to the broader market-4.00-2.000.002.004.000.02-0.04
The chart of Sortino ratio for TAL, currently valued at 0.52, compared to the broader market-4.00-2.000.002.004.000.520.72
The chart of Omega ratio for TAL, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.08
The chart of Calmar ratio for TAL, currently valued at 0.01, compared to the broader market0.002.004.006.000.01-0.04
The chart of Martin ratio for TAL, currently valued at 0.04, compared to the broader market0.0010.0020.0030.000.04-0.10
TAL
GOTU

The current TAL Sharpe Ratio is 0.02, which is higher than the GOTU Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of TAL and GOTU, 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.02
-0.04
TAL
GOTU

Dividends

TAL vs. GOTU - Dividend Comparison

Neither TAL nor GOTU has paid dividends to shareholders.


TTM2023202220212020201920182017
TAL
TAL Education Group
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.28%
GOTU
Gaotu Techedu Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

TAL vs. GOTU - Drawdown Comparison

The maximum TAL drawdown since its inception was -98.06%, roughly equal to the maximum GOTU drawdown of -99.54%. Use the drawdown chart below to compare losses from any high point for TAL and GOTU. For additional features, visit the drawdowns tool.


-98.00%-96.00%-94.00%-92.00%-90.00%-88.00%-86.00%JuneJulyAugustSeptemberOctoberNovember
-89.12%
-98.17%
TAL
GOTU

Volatility

TAL vs. GOTU - Volatility Comparison

TAL Education Group (TAL) has a higher volatility of 14.86% compared to Gaotu Techedu Inc. (GOTU) at 14.10%. This indicates that TAL's price experiences larger fluctuations and is considered to be riskier than GOTU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
14.86%
14.10%
TAL
GOTU

Financials

TAL vs. GOTU - Financials Comparison

This section allows you to compare key financial metrics between TAL Education Group and Gaotu Techedu 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