PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VRT vs. EDU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between VRT and EDU is 0.19, 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

VRT vs. EDU - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%100.00%SeptemberOctoberNovemberDecember2025February
22.27%
-21.45%
VRT
EDU

Key characteristics

Sharpe Ratio

VRT:

0.83

EDU:

-0.75

Sortino Ratio

VRT:

1.35

EDU:

-0.92

Omega Ratio

VRT:

1.20

EDU:

0.88

Calmar Ratio

VRT:

1.47

EDU:

-0.55

Martin Ratio

VRT:

3.56

EDU:

-1.44

Ulcer Index

VRT:

15.44%

EDU:

28.96%

Daily Std Dev

VRT:

65.73%

EDU:

55.47%

Max Drawdown

VRT:

-71.24%

EDU:

-95.61%

Current Drawdown

VRT:

-37.46%

EDU:

-73.14%

Fundamentals

Market Cap

VRT:

$36.55B

EDU:

$8.70B

EPS

VRT:

$1.28

EDU:

$2.30

PE Ratio

VRT:

74.99

EDU:

22.76

PEG Ratio

VRT:

0.83

EDU:

0.84

Total Revenue (TTM)

VRT:

$8.01B

EDU:

$5.05B

Gross Profit (TTM)

VRT:

$587.80M

EDU:

$2.84B

EBITDA (TTM)

VRT:

$1.11B

EDU:

$662.31M

Returns By Period

In the year-to-date period, VRT achieves a -15.51% return, which is significantly higher than EDU's -18.43% return.


VRT

YTD

-15.51%

1M

-35.40%

6M

22.27%

1Y

52.79%

5Y*

49.75%

10Y*

N/A

EDU

YTD

-18.43%

1M

13.48%

6M

-21.45%

1Y

-41.24%

5Y*

-17.48%

10Y*

10.29%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

VRT vs. EDU — Risk-Adjusted Performance Rank

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

VRT
The Risk-Adjusted Performance Rank of VRT is 7575
Overall Rank
The Sharpe Ratio Rank of VRT is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of VRT is 6868
Sortino Ratio Rank
The Omega Ratio Rank of VRT is 7070
Omega Ratio Rank
The Calmar Ratio Rank of VRT is 8686
Calmar Ratio Rank
The Martin Ratio Rank of VRT is 7676
Martin Ratio Rank

EDU
The Risk-Adjusted Performance Rank of EDU is 1111
Overall Rank
The Sharpe Ratio Rank of EDU is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of EDU is 1212
Sortino Ratio Rank
The Omega Ratio Rank of EDU is 1212
Omega Ratio Rank
The Calmar Ratio Rank of EDU is 1515
Calmar Ratio Rank
The Martin Ratio Rank of EDU is 77
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VRT vs. EDU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vertiv Holdings Co. (VRT) 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.


Sharpe ratio
The chart of Sharpe ratio for VRT, currently valued at 0.83, compared to the broader market-2.000.002.000.83-0.75
The chart of Sortino ratio for VRT, currently valued at 1.35, compared to the broader market-4.00-2.000.002.004.006.001.35-0.92
The chart of Omega ratio for VRT, currently valued at 1.20, compared to the broader market0.501.001.502.001.200.88
The chart of Calmar ratio for VRT, currently valued at 1.47, compared to the broader market0.002.004.006.001.47-0.55
The chart of Martin ratio for VRT, currently valued at 3.56, compared to the broader market-10.000.0010.0020.0030.003.56-1.44
VRT
EDU

The current VRT Sharpe Ratio is 0.83, which is higher than the EDU Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of VRT and EDU, 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-1.000.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
0.83
-0.75
VRT
EDU

Dividends

VRT vs. EDU - Dividend Comparison

VRT's dividend yield for the trailing twelve months is around 0.12%, less than EDU's 1.11% yield.


TTM2024202320222021202020192018201720162015
VRT
Vertiv Holdings Co.
0.12%0.10%0.05%0.07%0.04%0.05%0.00%0.00%0.00%0.00%0.00%
EDU
New Oriental Education & Technology Group Inc.
1.11%0.90%0.00%0.00%0.00%0.00%0.00%0.00%0.46%0.00%1.28%

Drawdowns

VRT vs. EDU - Drawdown Comparison

The maximum VRT drawdown since its inception was -71.24%, smaller than the maximum EDU drawdown of -95.61%. Use the drawdown chart below to compare losses from any high point for VRT and EDU. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-37.46%
-73.14%
VRT
EDU

Volatility

VRT vs. EDU - Volatility Comparison

Vertiv Holdings Co. (VRT) has a higher volatility of 40.09% compared to New Oriental Education & Technology Group Inc. (EDU) at 13.84%. This indicates that VRT'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.


10.00%20.00%30.00%40.00%SeptemberOctoberNovemberDecember2025February
40.09%
13.84%
VRT
EDU

Financials

VRT vs. EDU - Financials Comparison

This section allows you to compare key financial metrics between Vertiv Holdings Co. 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab