EVR vs. VRNS
Compare and contrast key facts about Evercore Inc. (EVR) and Varonis Systems, Inc. (VRNS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EVR or VRNS.
Key characteristics
| EVR | VRNS | |
|---|---|---|
| YTD Return | 81.21% | 17.47% |
| 1Y Return | 125.25% | 50.42% |
| 3Y Return (Ann) | 29.34% | -5.87% |
| 5Y Return (Ann) | 34.70% | 16.97% |
| 10Y Return (Ann) | 22.32% | 21.69% |
| Sharpe Ratio | 3.90 | 1.46 |
| Sortino Ratio | 4.89 | 2.17 |
| Omega Ratio | 1.64 | 1.28 |
| Calmar Ratio | 10.45 | 0.98 |
| Martin Ratio | 35.87 | 5.75 |
| Ulcer Index | 3.43% | 8.85% |
| Daily Std Dev | 31.57% | 34.88% |
| Max Drawdown | -81.49% | -78.19% |
| Current Drawdown | -3.03% | -27.54% |
Fundamentals
| EVR | VRNS | |
|---|---|---|
| Market Cap | $12.11B | $6.00B |
| EPS | $9.07 | -$0.78 |
| PEG Ratio | 1.13 | 3.87 |
| Total Revenue (TTM) | $2.81B | $546.54M |
| Gross Profit (TTM) | $2.77B | $459.40M |
| EBITDA (TTM) | $480.71M | -$101.49M |
Correlation
The correlation between EVR and VRNS is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
EVR vs. VRNS - Performance Comparison
In the year-to-date period, EVR achieves a 81.21% return, which is significantly higher than VRNS's 17.47% return. Both investments have delivered pretty close results over the past 10 years, with EVR having a 22.32% annualized return and VRNS not far behind at 21.69%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EVR vs. VRNS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Evercore Inc. (EVR) and Varonis Systems, Inc. (VRNS). 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.
Dividends
EVR vs. VRNS - Dividend Comparison
EVR's dividend yield for the trailing twelve months is around 1.02%, while VRNS has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EVR Evercore Inc. | 1.02% | 1.75% | 2.60% | 1.95% | 2.14% | 3.00% | 2.66% | 1.58% | 1.85% | 2.13% | 1.97% | 1.52% |
VRNS Varonis Systems, 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% |
Drawdowns
EVR vs. VRNS - Drawdown Comparison
The maximum EVR drawdown since its inception was -81.49%, roughly equal to the maximum VRNS drawdown of -78.19%. Use the drawdown chart below to compare losses from any high point for EVR and VRNS. For additional features, visit the drawdowns tool.
Volatility
EVR vs. VRNS - Volatility Comparison
Evercore Inc. (EVR) has a higher volatility of 18.70% compared to Varonis Systems, Inc. (VRNS) at 14.21%. This indicates that EVR's price experiences larger fluctuations and is considered to be riskier than VRNS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
EVR vs. VRNS - Financials Comparison
This section allows you to compare key financial metrics between Evercore Inc. and Varonis Systems, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities