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Varonis Systems, Inc. (VRNS)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS9222801022
CUSIP922280102
SectorTechnology
IndustrySoftware—Infrastructure

Highlights

Market Cap$4.84B
EPS-$0.92
PEG Ratio4.64
Revenue (TTM)$499.16M
Gross Profit (TTM)$403.80M
EBITDA (TTM)-$105.52M
Year Range$22.34 - $52.88
Target Price$53.06
Short %7.21%
Short Ratio7.06

Share Price Chart


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Varonis Systems, Inc.

Popular comparisons: VRNS vs. LMB, VRNS vs. VOO, VRNS vs. EDU, VRNS vs. EVR, VRNS vs. PRO, VRNS vs. COST, VRNS vs. NVDA, VRNS vs. MSFT

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Varonis Systems, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%NovemberDecember2024FebruaryMarchApril
38.11%
18.82%
VRNS (Varonis Systems, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Varonis Systems, Inc. had a return of -2.76% year-to-date (YTD) and 74.38% in the last 12 months. Over the past 10 years, Varonis Systems, Inc. had an annualized return of 17.76%, outperforming the S&P 500 benchmark which had an annualized return of 10.42%.


PeriodReturnBenchmark
Year-To-Date-2.76%5.05%
1 month-8.21%-4.27%
6 months38.11%18.82%
1 year74.38%21.22%
5 years (annualized)15.40%11.38%
10 years (annualized)17.76%10.42%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.88%13.19%-7.15%
2023-4.35%10.15%24.52%8.09%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of VRNS is 92, placing it in the top 8% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of VRNS is 9292
Varonis Systems, Inc.(VRNS)
The Sharpe Ratio Rank of VRNS is 9595Sharpe Ratio Rank
The Sortino Ratio Rank of VRNS is 9494Sortino Ratio Rank
The Omega Ratio Rank of VRNS is 9191Omega Ratio Rank
The Calmar Ratio Rank of VRNS is 8585Calmar Ratio Rank
The Martin Ratio Rank of VRNS is 9696Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Varonis Systems, Inc. (VRNS) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


VRNS
Sharpe ratio
The chart of Sharpe ratio for VRNS, currently valued at 2.37, compared to the broader market-2.00-1.000.001.002.003.002.37
Sortino ratio
The chart of Sortino ratio for VRNS, currently valued at 3.30, compared to the broader market-4.00-2.000.002.004.003.30
Omega ratio
The chart of Omega ratio for VRNS, currently valued at 1.38, compared to the broader market0.501.001.501.38
Calmar ratio
The chart of Calmar ratio for VRNS, currently valued at 1.12, compared to the broader market0.001.002.003.004.005.001.12
Martin ratio
The chart of Martin ratio for VRNS, currently valued at 14.55, compared to the broader market0.0010.0020.0030.0014.55
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-2.00-1.000.001.002.003.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market-4.00-2.000.002.004.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.501.001.501.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.001.002.003.004.005.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.007.21

Sharpe Ratio

The current Varonis Systems, Inc. Sharpe ratio is 2.37. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50NovemberDecember2024FebruaryMarchApril
2.37
1.81
VRNS (Varonis Systems, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History


Varonis Systems, Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-40.02%
-4.64%
VRNS (Varonis Systems, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Varonis Systems, 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 Varonis Systems, Inc. was 78.19%, occurring on Nov 4, 2022. The portfolio has not yet recovered.

The current Varonis Systems, Inc. drawdown is 40.02%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-78.19%Sep 8, 2021294Nov 4, 2022
-74.53%Mar 10, 2014485Feb 9, 2016490Jan 19, 2018975
-44.74%Feb 18, 202022Mar 18, 202073Jul 1, 202095
-40.16%Jun 19, 2018137Jan 3, 2019258Jan 13, 2020395
-38.71%Feb 17, 202161May 13, 202179Sep 3, 2021140

Volatility

Volatility Chart

The current Varonis Systems, Inc. volatility is 8.09%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2024FebruaryMarchApril
8.09%
3.30%
VRNS (Varonis Systems, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

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

Annual
Quarterly

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Income Statement


Income Statement
Balance Sheet
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Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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Total Operating Expenses

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Income

Income Before Tax

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Operating Income

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EBIT

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Earnings From Continuing Operations

0.00

Net Income

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Income Tax Expense

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Interest Expense

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Other Non-Operating Income (Expenses)

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Extraordinary Items

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Discontinued Operations

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Effect Of Accounting Charges

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Non Recurring

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Minority Interest

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Other Items

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Values in undefined except per share items