VRNS vs. EDU
Compare and contrast key facts about Varonis Systems, Inc. (VRNS) and New Oriental Education & Technology Group Inc. (EDU).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VRNS or EDU.
Performance
VRNS vs. EDU - Performance Comparison
Returns By Period
In the year-to-date period, VRNS achieves a 10.87% return, which is significantly higher than EDU's -20.49% return. Over the past 10 years, VRNS has outperformed EDU with an annualized return of 20.13%, while EDU has yielded a comparatively lower 10.28% annualized return.
VRNS
10.87%
-13.97%
12.68%
26.96%
14.44%
20.13%
EDU
-20.49%
-14.03%
-26.44%
-18.91%
-13.36%
10.28%
Fundamentals
| VRNS | EDU | |
|---|---|---|
| Market Cap | $5.62B | $9.06B |
| EPS | -$0.74 | $2.30 |
| PEG Ratio | 3.76 | 0.92 |
| Total Revenue (TTM) | $546.54M | $5.21B |
| Gross Profit (TTM) | $459.40M | $2.86B |
| EBITDA (TTM) | -$91.18M | $756.49M |
Key characteristics
| VRNS | EDU | |
|---|---|---|
| Sharpe Ratio | 0.78 | -0.37 |
| Sortino Ratio | 1.35 | -0.22 |
| Omega Ratio | 1.17 | 0.97 |
| Calmar Ratio | 0.59 | -0.27 |
| Martin Ratio | 2.91 | -0.89 |
| Ulcer Index | 9.32% | 21.43% |
| Daily Std Dev | 34.76% | 51.61% |
| Max Drawdown | -78.19% | -95.61% |
| Current Drawdown | -31.62% | -70.39% |
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Correlation
The correlation between VRNS and EDU is 0.24, 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
VRNS vs. EDU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Varonis Systems, Inc. (VRNS) 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.
Dividends
VRNS vs. EDU - Dividend Comparison
VRNS has not paid dividends to shareholders, while EDU's dividend yield for the trailing twelve months is around 1.01%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VRNS Varonis Systems, 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% |
EDU New Oriental Education & Technology Group Inc. | 1.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.46% | 0.00% | 1.28% | 0.00% | 1.11% |
Drawdowns
VRNS vs. EDU - Drawdown Comparison
The maximum VRNS drawdown since its inception was -78.19%, smaller than the maximum EDU drawdown of -95.61%. Use the drawdown chart below to compare losses from any high point for VRNS and EDU. For additional features, visit the drawdowns tool.
Volatility
VRNS vs. EDU - Volatility Comparison
Varonis Systems, Inc. (VRNS) has a higher volatility of 14.54% compared to New Oriental Education & Technology Group Inc. (EDU) at 10.31%. This indicates that VRNS'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.
Financials
VRNS vs. EDU - Financials Comparison
This section allows you to compare key financial metrics between Varonis Systems, Inc. and New Oriental Education & Technology Group 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.
Total Revenue: Total amount of money received from sales and other business activities