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TAL vs. URNM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TAL and URNM is 0.22, 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.


-0.50.00.51.00.2

Performance

TAL vs. URNM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TAL Education Group (TAL) and NorthShore Global Uranium Mining ETF (URNM). The values are adjusted to include any dividend payments, if applicable.

-100.00%0.00%100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
-77.89%
273.80%
TAL
URNM

Key characteristics

Sharpe Ratio

TAL:

-0.32

URNM:

-0.25

Sortino Ratio

TAL:

-0.10

URNM:

-0.09

Omega Ratio

TAL:

0.99

URNM:

0.99

Calmar Ratio

TAL:

-0.21

URNM:

-0.27

Martin Ratio

TAL:

-0.69

URNM:

-0.55

Ulcer Index

TAL:

28.54%

URNM:

18.14%

Daily Std Dev

TAL:

60.70%

URNM:

39.89%

Max Drawdown

TAL:

-98.06%

URNM:

-42.55%

Current Drawdown

TAL:

-89.15%

URNM:

-29.15%

Returns By Period

In the year-to-date period, TAL achieves a -22.57% return, which is significantly lower than URNM's -13.68% return.


TAL

YTD

-22.57%

1M

-0.31%

6M

-4.31%

1Y

-19.11%

5Y*

-27.17%

10Y*

7.59%

URNM

YTD

-13.68%

1M

-16.23%

6M

-18.43%

1Y

-15.11%

5Y*

29.71%

10Y*

N/A

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Risk-Adjusted Performance

TAL vs. URNM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TAL Education Group (TAL) and NorthShore Global Uranium Mining ETF (URNM). 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 -0.32, compared to the broader market-4.00-2.000.002.00-0.32-0.25
The chart of Sortino ratio for TAL, currently valued at -0.10, compared to the broader market-4.00-2.000.002.004.00-0.10-0.09
The chart of Omega ratio for TAL, currently valued at 0.99, compared to the broader market0.501.001.502.000.990.99
The chart of Calmar ratio for TAL, currently valued at -0.21, compared to the broader market0.002.004.006.00-0.21-0.27
The chart of Martin ratio for TAL, currently valued at -0.69, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.69-0.55
TAL
URNM

The current TAL Sharpe Ratio is -0.32, which is lower than the URNM Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of TAL and URNM, 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 Ratio-0.500.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.32
-0.25
TAL
URNM

Dividends

TAL vs. URNM - Dividend Comparison

TAL has not paid dividends to shareholders, while URNM's dividend yield for the trailing twelve months is around 3.15%.


TTM2023202220212020201920182017
TAL
TAL Education Group
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.28%
URNM
NorthShore Global Uranium Mining ETF
3.15%3.63%0.00%6.70%2.57%0.00%0.00%0.00%

Drawdowns

TAL vs. URNM - Drawdown Comparison

The maximum TAL drawdown since its inception was -98.06%, which is greater than URNM's maximum drawdown of -42.55%. Use the drawdown chart below to compare losses from any high point for TAL and URNM. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-89.15%
-29.15%
TAL
URNM

Volatility

TAL vs. URNM - Volatility Comparison

TAL Education Group (TAL) has a higher volatility of 13.46% compared to NorthShore Global Uranium Mining ETF (URNM) at 8.77%. This indicates that TAL's price experiences larger fluctuations and is considered to be riskier than URNM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
13.46%
8.77%
TAL
URNM
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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