PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Varonis Systems, Inc. (VRNS)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS9222801022
CUSIP922280102
SectorTechnology
IndustrySoftware—Infrastructure

Highlights

Market Cap$5.23B
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 %6.60%
Short Ratio4.00

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds to compare with VRNS

Varonis Systems, Inc.

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


100.00%150.00%200.00%250.00%OctoberNovemberDecember2024FebruaryMarch
222.57%
182.26%
VRNS (Varonis Systems, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Varonis Systems, Inc. had a return of 4.48% year-to-date (YTD) and 88.11% in the last 12 months. Over the past 10 years, Varonis Systems, Inc. had an annualized return of 15.03%, outperforming the S&P 500 benchmark which had an annualized return of 10.96%.


PeriodReturnBenchmark
Year-To-Date4.48%10.04%
1 month-6.22%3.53%
6 months56.76%22.79%
1 year88.11%32.16%
5 years (annualized)18.99%13.15%
10 years (annualized)15.03%10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.88%13.19%
202311.25%-4.35%10.15%24.52%8.09%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Varonis Systems, Inc. (VRNS) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VRNS
Varonis Systems, Inc.
2.57
^GSPC
S&P 500
2.76

Sharpe Ratio

The current Varonis Systems, Inc. Sharpe ratio is 2.57. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50OctoberNovemberDecember2024FebruaryMarch
2.57
2.76
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%OctoberNovemberDecember2024FebruaryMarch
-35.55%
0
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 35.55%.


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 6.20%, 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%OctoberNovemberDecember2024FebruaryMarch
6.20%
2.82%
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

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items