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.
Key characteristics
| VRNS | EDU | |
|---|---|---|
| YTD Return | 0.11% | 13.62% |
| 1Y Return | 96.83% | 86.85% |
| 3Y Return (Ann) | -6.85% | -19.34% |
| 5Y Return (Ann) | 14.90% | -2.51% |
| 10Y Return (Ann) | 18.52% | 13.55% |
| Sharpe Ratio | 2.89 | 1.81 |
| Daily Std Dev | 32.32% | 46.20% |
| Max Drawdown | -78.19% | -95.61% |
| Current Drawdown | -38.25% | -57.69% |
Fundamentals
| VRNS | EDU | |
|---|---|---|
| Market Cap | $4.84B | $14.10B |
| EPS | -$0.92 | $1.80 |
| PEG Ratio | 4.64 | 0.86 |
| Revenue (TTM) | $499.16M | $3.58B |
| Gross Profit (TTM) | $403.80M | $1.35B |
| EBITDA (TTM) | -$105.52M | $427.85M |
Correlation
The correlation between VRNS and EDU is 0.25, 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.
Performance
VRNS vs. EDU - Performance Comparison
In the year-to-date period, VRNS achieves a 0.11% return, which is significantly lower than EDU's 13.62% return. Over the past 10 years, VRNS has outperformed EDU with an annualized return of 18.52%, while EDU has yielded a comparatively lower 13.55% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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
Neither VRNS nor EDU has paid dividends to shareholders.
| 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. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.46% | 0.00% | 1.27% | 0.00% | 1.08% |
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
The current volatility for Varonis Systems, Inc. (VRNS) is 7.95%, while New Oriental Education & Technology Group Inc. (EDU) has a volatility of 18.34%. This indicates that VRNS experiences smaller price fluctuations and is considered to be less risky 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