VRM vs. EDU

Last updated Jul 11, 2026

VRM (Vroom, Inc.) and EDU (New Oriental Education & Technology Group Inc.) are both stocks. VRM operates in Auto & Truck Dealerships (Consumer Cyclical), while EDU operates in Education & Training Services (Consumer Defensive). Over the past 5 years, VRM returned -70.56%/yr vs -5.33%/yr for EDU. At a 0.19 correlation, their price movements are largely independent.

Performance

VRM vs. EDU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vroom, Inc. (VRM) and New Oriental Education & Technology Group Inc. (EDU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VRM achieves a -63.13% return, which is significantly lower than EDU's -10.74% return.

VRM

• 1D: 1.81%
• 1M: 1.52%
• 6M: -60.23%
• YTD: -63.13%
• 1Y: -74.72%
• 3Y*: -65.18%
• 5Y*: -70.56%
• 10Y*: —

EDU

• 1D: -0.25%
• 1M: 4.03%
• 6M: -16.29%
• YTD: -10.74%
• 1Y: -5.09%
• 3Y*: 3.65%
• 5Y*: -5.33%
• 10Y*: 2.11%

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

VRM vs. EDU - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
VRM Vroom, Inc.	-63.13%	296.81%	-89.61%	-40.93%	-90.55%	-73.66%	1.79%
EDU New Oriental Education & Technology Group Inc.	-10.74%	-13.27%	-11.55%	110.45%	65.81%	-88.70%	40.23%

Correlation

The correlation between VRM and EDU is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.11
Correlation (3Y) Calculated over the trailing 3-year period	0.11
Correlation (5Y) Calculated over the trailing 5-year period	0.19
Correlation (All Time) Calculated using the full available price history since Jun 9, 2020	0.19

Fundamentals

Market Cap VRM : $38.17M EDU : $7.73B
EPS VRM : -$13.51 EDU : $2.63
PS Ratio VRM : 0.50 EDU : 1.44
Total Revenue (TTM) VRM : $50.29M EDU : $5.39B
Gross Profit (TTM) VRM : $24.05M EDU : $2.96B
EBITDA (TTM) VRM : -$2.99M EDU : $716.97M

Return for Risk

VRM vs. EDU — Risk / Return Rank

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

VRM

VRM Risk / Return Rank: 7
VRM Sharpe Ratio Rank: 11
VRM Sortino Ratio Rank: 7
VRM Omega Ratio Rank: 10
VRM Calmar Ratio Rank: 2
VRM Martin Ratio Rank: 2

EDU

EDU Risk / Return Rank: 36
EDU Sharpe Ratio Rank: 38
EDU Sortino Ratio Rank: 34
EDU Omega Ratio Rank: 33
EDU Calmar Ratio Rank: 38
EDU Martin Ratio Rank: 37

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.

VRM vs. EDU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vroom, Inc. (VRM) and New Oriental Education & Technology Group Inc. (EDU). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	VRM	EDU	Difference
Sharpe ratio: Return per unit of total volatility	-0.77	-0.17	-0.59
Sortino ratio: Return per unit of downside risk	-1.45	-0.01	-1.44
Omega ratio: Gain probability vs. loss probability	0.85	1.00	-0.15
Calmar ratio: Return relative to maximum drawdown	-0.99	-0.21	-0.78
Martin ratio: Return relative to average drawdown	-1.81	-0.46	-1.35

VRM vs. EDU - Sharpe Ratio Comparison

The current VRM Sharpe Ratio is -0.77, which is lower than the EDU Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of VRM and EDU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

VRM vs. EDU - Drawdown Comparison

The maximum VRM drawdown since its inception was -99.93%, roughly equal to the maximum EDU drawdown of -95.61%. Use the drawdown chart below to compare losses from any high point for VRM and EDU.

Drawdown Indicators

	VRM	EDU	Difference
Max Drawdown Largest peak-to-trough decline	-99.93%	-95.61%	-4.32%
Max Drawdown (1Y) Largest decline over 1 year	-75.94%	-29.21%	-46.73%
Max Drawdown (3Y) Largest decline over 3 years	-98.01%	-56.77%	-41.24%
Max Drawdown (5Y) Largest decline over 5 years	-99.87%	-87.49%	-12.38%
Max Drawdown (10Y) Largest decline over 10 years	—	-95.61%	—
Current Drawdown Current decline from peak	-99.88%	-74.50%	-25.38%
Average Drawdown Average peak-to-trough decline	-84.36%	-33.19%	-51.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	41.43%	13.57%	+27.86%

Volatility

VRM vs. EDU - Volatility Comparison

Vroom, Inc. (VRM) has a higher volatility of 42.71% compared to New Oriental Education & Technology Group Inc. (EDU) at 9.19%. This indicates that VRM's price experiences larger fluctuations and is considered to be riskier than EDU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VRM	EDU	Difference
Volatility (1M) Calculated over the trailing 1-month period	42.71%	9.19%	+33.52%
Volatility (6M) Calculated over the trailing 6-month period	81.95%	23.84%	+58.11%
Volatility (1Y) Calculated over the trailing 1-year period	97.79%	35.11%	+62.68%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	262.48%	70.54%	+191.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	239.04%	59.59%	+179.45%

Dividends

VRM vs. EDU - Dividend Comparison

VRM has not paid dividends to shareholders, while EDU's dividend yield for the trailing twelve months is around 2.47%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EDU New Oriental Education & Technology Group Inc.	2.47%	1.09%	0.93%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.46%	0.00%	1.28%
VRM Vroom, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both VRM and EDU in my portfolio?

VRM and EDU have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VRM or EDU?

VRM has higher volatility (42.71%) compared to EDU (9.19%). In terms of maximum drawdown, VRM dropped -99.93% vs EDU's -95.61%.

Which has better risk-adjusted returns?

EDU currently has the higher Sharpe Ratio (-0.17 vs -0.77), 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.