TAL vs. STNE

Last updated Jun 3, 2026

TAL (TAL Education Group) and STNE (StoneCo Ltd.) are both stocks. TAL operates in Education & Training Services (Consumer Defensive), while STNE operates in Software - Application (Technology). Over the past 5 years, TAL returned -21.42%/yr vs -26.59%/yr for STNE. At a 0.29 correlation, their price movements are largely independent.

Performance

TAL vs. STNE - Performance Comparison

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

Returns By Period

In the year-to-date period, TAL achieves a -8.62% return, which is significantly lower than STNE's -8.01% 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%

STNE

• 1D: -3.85%
• 1M: 1.35%
• YTD: -8.01%
• 6M: -21.98%
• 1Y: -3.78%
• 3Y*: 1.56%
• 5Y*: -26.59%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

TAL vs. STNE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
TAL TAL Education Group	-8.62%	8.88%	-20.67%	79.15%	79.39%	-94.50%	48.36%	80.66%	2.69%
STNE StoneCo Ltd.	-8.01%	85.57%	-55.80%	91.00%	-44.01%	-79.91%	110.38%	116.32%	-41.18%

Correlation

The correlation between TAL and STNE is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.27
Correlation (3Y) Calculated over the trailing 3-year period	0.23
Correlation (5Y) Calculated over the trailing 5-year period	0.29
Correlation (All Time) Calculated using the full available price history since Oct 26, 2018	0.29

Fundamentals

Market Cap TAL : $1.86B STNE : $2.85B
EPS TAL : $2.82 STNE : $12.96
PE Ratio TAL : 3.53 STNE : 0.87
PEG Ratio TAL : 0.08 STNE : 0.01
PS Ratio TAL : 0.62 STNE : 0.26
PB Ratio TAL : 0.49 STNE : 0.24
Total Revenue (TTM) TAL : $3.02B STNE : $11.69B
Gross Profit (TTM) TAL : $1.67B STNE : $8.11B
EBITDA (TTM) TAL : $274.66M STNE : $3.75B

Return for Risk

TAL vs. STNE — Risk / Return Rank

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

TAL

TAL Risk / Return Rank: 38
TAL Sharpe Ratio Rank: 38
TAL Sortino Ratio Rank: 36
TAL Omega Ratio Rank: 35
TAL Calmar Ratio Rank: 41
TAL Martin Ratio Rank: 41

STNE

STNE Risk / Return Rank: 37
STNE Sharpe Ratio Rank: 37
STNE Sortino Ratio Rank: 36
STNE Omega Ratio Rank: 35
STNE Calmar Ratio Rank: 39
STNE Martin Ratio Rank: 39

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. STNE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TAL Education Group (TAL) and StoneCo Ltd. (STNE). 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.

	TAL	STNE	Difference
Sharpe ratio Return per unit of total volatility	-0.04	-0.07	+0.04
Sortino ratio Return per unit of downside risk	0.28	0.25	+0.04
Omega ratio Gain probability vs. loss probability	1.03	1.03	0.00
Calmar ratio Return relative to maximum drawdown	0.06	-0.01	+0.07
Martin ratio Return relative to average drawdown	0.13	-0.02	+0.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TAL vs. STNE - Sharpe Ratio Comparison

The current TAL Sharpe Ratio is -0.04, which is higher than the STNE Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of TAL and STNE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TAL	STNE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.04	-0.07	+0.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.25	-0.41	+0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.01	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.19	-0.15	+0.35

Drawdowns

TAL vs. STNE - Drawdown Comparison

The maximum TAL drawdown since its inception was -98.06%, which is greater than STNE's maximum drawdown of -92.31%. Use the drawdown chart below to compare losses from any high point for TAL and STNE.

Drawdown Indicators

	TAL	STNE	Difference
Max Drawdown Largest peak-to-trough decline	-98.06%	-92.31%	-5.75%
Max Drawdown (1Y) Largest decline over 1 year	-24.79%	-40.22%	+15.43%
Max Drawdown (3Y) Largest decline over 3 years	-51.31%	-57.64%	+6.33%
Max Drawdown (5Y) Largest decline over 5 years	-94.37%	-89.72%	-4.65%
Max Drawdown (10Y) Largest decline over 10 years	-98.06%	—	—
Current Drawdown Current decline from peak	-88.94%	-85.54%	-3.40%
Average Drawdown Average peak-to-trough decline	-41.79%	-61.09%	+19.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.35%	19.23%	-7.88%

Volatility

TAL vs. STNE - Volatility Comparison

The current volatility for TAL Education Group (TAL) is 11.09%, while StoneCo Ltd. (STNE) has a volatility of 14.77%. This indicates that TAL experiences smaller price fluctuations and is considered to be less risky than STNE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TAL	STNE	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.09%	14.77%	-3.68%
Volatility (6M) Calculated over the trailing 6-month period	33.77%	40.30%	-6.53%
Volatility (1Y) Calculated over the trailing 1-year period	43.93%	51.09%	-7.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	85.99%	64.86%	+21.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	69.34%	67.47%	+1.87%

Dividends

TAL vs. STNE - Dividend Comparison

TAL has not paid dividends to shareholders, while STNE's dividend yield for the trailing twelve months is around 22.51%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
STNE StoneCo Ltd.	22.51%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TAL TAL Education Group	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.27%	1.28%	4.07%

Financials

Frequently Asked Questions

Can I hold both TAL and STNE in my portfolio?

TAL and STNE have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TAL or STNE?

STNE has higher volatility (14.77%) compared to TAL (11.09%). In terms of maximum drawdown, TAL dropped -98.06% vs STNE's -92.31%.

Which has better risk-adjusted returns?

TAL currently has the higher Sharpe Ratio (-0.04 vs -0.07), 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.