CEVA vs. VERI

Last updated Jun 3, 2026

CEVA (CEVA, Inc.) and VERI (Veritone, Inc.) are both stocks. Both are in the Technology sector — CEVA in Semiconductors, VERI in Software - Infrastructure. Over the past 5 years, CEVA returned 2.69%/yr vs -35.72%/yr for VERI. At a 0.35 correlation, their price movements are largely independent.

Performance

CEVA vs. VERI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CEVA, Inc. (CEVA) and Veritone, Inc. (VERI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CEVA achieves a 130.53% return, which is significantly higher than VERI's -57.20% return.

CEVA

• 1D: 10.96%
• 1M: 53.69%
• YTD: 130.53%
• 6M: 133.13%
• 1Y: 164.73%
• 3Y*: 25.71%
• 5Y*: 2.69%
• 10Y*: 6.17%

VERI

• 1D: -4.33%
• 1M: -8.29%
• YTD: -57.20%
• 6M: -60.52%
• 1Y: 36.30%
• 3Y*: -15.43%
• 5Y*: -35.72%
• 10Y*: —

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

CEVA vs. VERI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CEVA CEVA, Inc.	130.53%	-31.79%	38.93%	-11.22%	-40.84%	-4.97%	68.77%	22.05%	-52.13%	8.21%
VERI Veritone, Inc.	-57.20%	41.77%	81.22%	-65.85%	-76.42%	-20.98%	1,042.57%	-34.47%	-83.62%	77.51%

Correlation

The correlation between CEVA and VERI is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.36
Correlation (3Y) Calculated over the trailing 3-year period	0.34
Correlation (5Y) Calculated over the trailing 5-year period	0.40
Correlation (All Time) Calculated using the full available price history since May 15, 2017	0.35

Fundamentals

Market Cap CEVA : $1.37B VERI : $178.84M
EPS CEVA : -$0.47 VERI : -$1.71
PS Ratio CEVA : 11.16 VERI : 1.37
PB Ratio CEVA : 4.06 VERI : 2.63
Total Revenue (TTM) CEVA : $112.38M VERI : $93.69M
Gross Profit (TTM) CEVA : $97.98M VERI : $50.95M
EBITDA (TTM) CEVA : -$5.96M VERI : -$53.00M

Return for Risk

CEVA vs. VERI — Risk / Return Rank

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

CEVA

CEVA Risk / Return Rank: 87
CEVA Sharpe Ratio Rank: 93
CEVA Sortino Ratio Rank: 88
CEVA Omega Ratio Rank: 87
CEVA Calmar Ratio Rank: 86
CEVA Martin Ratio Rank: 83

VERI

VERI Risk / Return Rank: 55
VERI Sharpe Ratio Rank: 50
VERI Sortino Ratio Rank: 66
VERI Omega Ratio Rank: 61
VERI Calmar Ratio Rank: 48
VERI Martin Ratio Rank: 47

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.

CEVA vs. VERI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CEVA, Inc. (CEVA) and Veritone, Inc. (VERI). 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.

	CEVA	VERI	Difference
Sharpe ratio Return per unit of total volatility	2.72	0.28	+2.44
Sortino ratio Return per unit of downside risk	3.02	1.57	+1.45
Omega ratio Gain probability vs. loss probability	1.39	1.18	+0.21
Calmar ratio Return relative to maximum drawdown	3.75	0.34	+3.41
Martin ratio Return relative to average drawdown	7.79	0.57	+7.22
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CEVA vs. VERI - Sharpe Ratio Comparison

The current CEVA Sharpe Ratio is 2.72, which is higher than the VERI Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of CEVA and VERI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CEVA	VERI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.72	0.28	+2.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.05	-0.33	+0.38
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.12	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	-0.17	+0.37

Drawdowns

CEVA vs. VERI - Drawdown Comparison

The maximum CEVA drawdown since its inception was -78.24%, smaller than the maximum VERI drawdown of -98.15%. Use the drawdown chart below to compare losses from any high point for CEVA and VERI.

Drawdown Indicators

	CEVA	VERI	Difference
Max Drawdown Largest peak-to-trough decline	-78.24%	-98.15%	+19.91%
Max Drawdown (1Y) Largest decline over 1 year	-43.87%	-79.74%	+35.87%
Max Drawdown (3Y) Largest decline over 3 years	-55.23%	-82.50%	+27.27%
Max Drawdown (5Y) Largest decline over 5 years	-68.24%	-96.42%	+28.18%
Max Drawdown (10Y) Largest decline over 10 years	-78.24%	—	—
Current Drawdown Current decline from peak	-33.06%	-96.98%	+63.92%
Average Drawdown Average peak-to-trough decline	-38.62%	-82.35%	+43.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	21.10%	46.95%	-25.85%

Volatility

CEVA vs. VERI - Volatility Comparison

The current volatility for CEVA, Inc. (CEVA) is 20.08%, while Veritone, Inc. (VERI) has a volatility of 24.71%. This indicates that CEVA experiences smaller price fluctuations and is considered to be less risky than VERI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CEVA	VERI	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.08%	24.71%	-4.63%
Volatility (6M) Calculated over the trailing 6-month period	45.34%	66.87%	-21.53%
Volatility (1Y) Calculated over the trailing 1-year period	60.99%	132.73%	-71.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	53.56%	109.37%	-55.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	50.56%	108.32%	-57.76%

Dividends

CEVA vs. VERI - Dividend Comparison

Neither CEVA nor VERI has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both CEVA and VERI in my portfolio?

CEVA and VERI have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CEVA or VERI?

VERI has higher volatility (24.71%) compared to CEVA (20.08%). In terms of maximum drawdown, CEVA dropped -78.24% vs VERI's -98.15%.

Which has better risk-adjusted returns?

CEVA currently has the higher Sharpe Ratio (2.72 vs 0.28), 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.