CCL vs. VRM

Last updated Jun 13, 2026

CCL (Carnival Corporation & Plc) and VRM (Vroom, Inc.) are both stocks. Both are in the Consumer Cyclical sector — CCL in Travel Services, VRM in Auto & Truck Dealerships. Over the past 5 years, CCL returned -0.29%/yr vs -71.03%/yr for VRM. At a 0.30 correlation, their price movements are largely independent.

Performance

CCL vs. VRM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Carnival Corporation & Plc (CCL) and Vroom, Inc. (VRM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CCL achieves a -3.42% return, which is significantly higher than VRM's -63.68% return.

CCL

• 1D: 3.77%
• 1M: 19.15%
• YTD: -3.42%
• 6M: 6.79%
• 1Y: 31.61%
• 3Y*: 24.35%
• 5Y*: -0.29%
• 10Y*: -3.28%

VRM

• 1D: -8.03%
• 1M: -35.42%
• YTD: -63.68%
• 6M: -72.42%
• 1Y: -73.36%
• 3Y*: -57.91%
• 5Y*: -71.03%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CCL vs. VRM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
CCL Carnival Corporation & Plc	-3.42%	22.55%	34.41%	130.02%	-59.94%	-7.11%	-13.05%
VRM Vroom, Inc.	-63.68%	296.81%	-89.61%	-40.93%	-90.55%	-73.66%	1.79%

Correlation

The correlation between CCL and VRM is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.21
Correlation (5Y) Calculated over the trailing 5-year period	0.34
Correlation (All Time) Calculated using the full available price history since Jun 9, 2020	0.30

The correlation between CCL and VRM shifts across timeframes, from 0.21 (3 years) to 0.34 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS CCL : $2.21 VRM : -$12.02
PS Ratio CCL : 1.51 VRM : 0.56
Total Revenue (TTM) CCL : $26.98B VRM : $50.29M
Gross Profit (TTM) CCL : $10.13B VRM : $24.05M
EBITDA (TTM) CCL : $7.23B VRM : -$2.99M

Return for Risk

CCL vs. VRM — Risk / Return Rank

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

CCL

CCL Risk / Return Rank: 60
CCL Sharpe Ratio Rank: 61
CCL Sortino Ratio Rank: 59
CCL Omega Ratio Rank: 56
CCL Calmar Ratio Rank: 61
CCL Martin Ratio Rank: 61

VRM

VRM Risk / Return Rank: 6
VRM Sharpe Ratio Rank: 9
VRM Sortino Ratio Rank: 6
VRM Omega Ratio Rank: 9
VRM Calmar Ratio Rank: 5
VRM Martin Ratio Rank: 2

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CCL vs. VRM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Carnival Corporation & Plc (CCL) and Vroom, Inc. (VRM). 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.

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.

	CCL	VRM	Difference
Sharpe ratio: Return per unit of total volatility	0.53	-0.83	+1.36
Sortino ratio: Return per unit of downside risk	1.13	-1.52	+2.65
Omega ratio: Gain probability vs. loss probability	1.13	0.83	+0.30
Calmar ratio: Return relative to maximum drawdown	0.86	-0.94	+1.80
Martin ratio: Return relative to average drawdown	1.73	-1.79	+3.52

CCL vs. VRM - Sharpe Ratio Comparison

The current CCL Sharpe Ratio is 0.53, which is higher than the VRM Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of CCL and VRM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CCL vs. VRM - Drawdown Comparison

The maximum CCL drawdown since its inception was -90.37%, smaller than the maximum VRM drawdown of -99.93%. Use the drawdown chart below to compare losses from any high point for CCL and VRM.

Drawdown Indicators

	CCL	VRM	Difference
Max Drawdown Largest peak-to-trough decline	-90.37%	-99.93%	+9.56%
Max Drawdown (1Y) Largest decline over 1 year	-29.30%	-77.99%	+48.69%
Max Drawdown (3Y) Largest decline over 3 years	-42.85%	-98.01%	+55.16%
Max Drawdown (5Y) Largest decline over 5 years	-78.21%	-99.88%	+21.67%
Max Drawdown (10Y) Largest decline over 10 years	-90.37%	—	—
Current Drawdown Current decline from peak	-55.46%	-99.88%	+44.42%
Average Drawdown Average peak-to-trough decline	-28.58%	-84.17%	+55.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.54%	41.01%	-26.47%

Volatility

CCL vs. VRM - Volatility Comparison

The current volatility for Carnival Corporation & Plc (CCL) is 16.53%, while Vroom, Inc. (VRM) has a volatility of 26.47%. This indicates that CCL experiences smaller price fluctuations and is considered to be less risky than VRM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CCL	VRM	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.53%	26.47%	-9.94%
Volatility (6M) Calculated over the trailing 6-month period	39.11%	73.49%	-34.38%
Volatility (1Y) Calculated over the trailing 1-year period	47.77%	88.66%	-40.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	55.59%	261.66%	-206.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	57.65%	239.80%	-182.15%

Dividends

CCL vs. VRM - Dividend Comparison

CCL's dividend yield for the trailing twelve months is around 1.03%, while VRM has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CCL Carnival Corporation & Plc	1.03%	0.00%	0.00%	0.00%	0.00%	0.00%	2.31%	3.93%	3.96%	2.41%	2.59%	2.02%
VRM Vroom, 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%

Financials

Frequently Asked Questions

Can I hold both CCL and VRM in my portfolio?

CCL and VRM have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CCL or VRM?

VRM has higher volatility (26.47%) compared to CCL (16.53%). In terms of maximum drawdown, CCL dropped -90.37% vs VRM's -99.93%.

Which has better risk-adjusted returns?

CCL currently has the higher Sharpe Ratio (0.53 vs -0.83), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.