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ISIN
US9285634021
CUSIP
928563402
Delisting Date
Nov 22, 2023
IPO Date
Aug 14, 2007

Highlights

Total Revenue (TTM)
$13.61B
Gross Profit (TTM)
$11.05B
EBITDA (TTM)
$2.61B
Target Price
$149.13

Share Price Chart


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Performance

VMW Performance Chart


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S&P 500 Index

Returns By Period


VMware, Inc.

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VMW Monthly Returns History


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2023-0.24%-10.08%13.37%0.14%9.01%5.43%9.70%7.07%-1.36%-12.51%-2.18%16.06%
202210.87%-8.69%-2.94%-5.12%18.57%-11.02%1.95%-0.15%-8.25%5.70%7.96%1.05%5.94%
2021-1.72%0.26%8.86%6.90%-1.83%1.32%-3.89%-3.17%-0.11%2.02%-6.18%-0.74%0.72%

Benchmark Metrics

VMware, Inc. has an annualized alpha of 8.50%, beta of 1.04, and R2 of 0.25 versus S&P 500 Index. Calculated based on daily prices since August 15, 2007.

  • This stock captured 164.43% of S&P 500 Index gains and 139.29% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • R2 of 0.25 means this stock moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
8.50%
Beta
1.04
0.25
Upside Capture
164.43%
Downside Capture
139.29%

Return for Risk

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for VMware, Inc. (VMW) and compare them to S&P 500 Index.

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.


VMWBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

2.78

Martin ratioReturn relative to average drawdown

12.44

Dividends

Dividend History

VMware, Inc. provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%5.00%10.00%15.00%20.00%$0.00$5.00$10.00$15.00$20.00$25.0020182019202020212022
Dividends
Dividend Yield
PeriodTTM20222021202020192018
Dividend$0.00$0.00$27.40$0.00$0.00$26.81

Dividend yield

0.00%0.00%23.65%0.00%0.00%19.55%

Monthly Dividends

The table displays the monthly dividend distributions for VMware, Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$27.40$0.00$27.40
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2018$26.81$26.81

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the VMware, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the VMware, Inc. was 85.68%, occurring on Dec 1, 2008. Recovery took 2260 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-85.68%Dec 2008
1y 1mo8y 11mo
10y 23dNov 2007 - Nov 2017
COVID crash2020
-54.74%Mar 2020
10mo 6d3y 5mo
4y 3moMay 2019 - Aug 2023
2018 bear market2018
-27.69%Feb 2018
10d3mo 29d
4mo 9dJan 2018 - Jun 2018
2023 bear market2023
-20.51%Oct 2023
10d
2y 8moOct 2023 - now
Rate-hike selloffLate 2018
-16.23%Oct 2018
1mo 12d1mo 2d
2mo 14dSep 2018 - Nov 2018

Drawdown Indicators


VMWBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-56.78%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-1.80%

Average Drawdown

Average peak-to-trough decline

-10.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

The chart below illustrates the trends in the financial health of VMware, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how VMware, Inc. is priced in the market compared to other companies in the Software - Infrastructure industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
Portfolio Analyzer

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