IMMR vs. CARG
IMMR (Immersion Corporation) and CARG (CarGurus, Inc.) are both stocks. IMMR operates in Software - Application (Technology), while CARG operates in Internet Content & Information (Communication Services). Over the past 5 years, IMMR returned -3.35%/yr vs 0.61%/yr for CARG. At a 0.31 correlation, their price movements are largely independent.
Performance
IMMR vs. CARG - Performance Comparison
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Returns By Period
In the year-to-date period, IMMR achieves a -2.47% return, which is significantly higher than CARG's -28.94% return.
IMMR
- 1D
- -6.22%
- 1M
- -0.31%
- YTD
- -2.47%
- 6M
- -2.18%
- 1Y
- -13.11%
- 3Y*
- -1.02%
- 5Y*
- -3.35%
- 10Y*
- 1.17%
CARG
- 1D
- -4.85%
- 1M
- -26.31%
- YTD
- -28.94%
- 6M
- -24.35%
- 1Y
- -13.24%
- 3Y*
- 11.80%
- 5Y*
- 0.61%
- 10Y*
- —
IMMR vs. CARG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IMMR Immersion Corporation | -2.47% | -18.30% | 26.47% | 3.43% | 23.12% | -49.42% | 51.95% | -17.08% | 26.91% | -14.63% |
CARG CarGurus, Inc. | -28.94% | 4.95% | 51.24% | 72.45% | -58.35% | 6.02% | -9.81% | 4.30% | 12.51% | 8.70% |
Correlation
The correlation between IMMR and CARG is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.31 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2017 | 0.31 |
Fundamentals
IMMR:
$1.47B
CARG:
$957.38M
IMMR:
$409.86M
CARG:
$860.45M
IMMR:
$188.76M
CARG:
$251.92M
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Return for Risk
IMMR vs. CARG — Risk / Return Rank
IMMR
CARG
IMMR vs. CARG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Immersion Corporation (IMMR) and CarGurus, Inc. (CARG). 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.
| IMMR | CARG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.96 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.43 | -0.43 | 0.00 |
| Martin ratioReturn relative to average drawdown | -0.79 | -1.09 | +0.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IMMR | CARG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.34 | -0.37 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.07 | 0.01 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.02 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.05 | -0.00 | -0.04 |
Drawdowns
IMMR vs. CARG - Drawdown Comparison
The maximum IMMR drawdown since its inception was -98.66%, which is greater than CARG's maximum drawdown of -78.66%. Use the drawdown chart below to compare losses from any high point for IMMR and CARG.
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Drawdown Indicators
| IMMR | CARG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.66% | -78.66% | -20.00% |
Max Drawdown (1Y)Largest decline over 1 year | -30.86% | -30.92% | +0.06% |
Max Drawdown (3Y)Largest decline over 3 years | -56.90% | -37.88% | -19.02% |
Max Drawdown (5Y)Largest decline over 5 years | -56.90% | -75.38% | +18.48% |
Max Drawdown (10Y)Largest decline over 10 years | -74.29% | — | — |
Current DrawdownCurrent decline from peak | -89.95% | -51.26% | -38.69% |
Average DrawdownAverage peak-to-trough decline | -88.21% | -44.05% | -44.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.67% | 12.22% | +4.45% |
Volatility
IMMR vs. CARG - Volatility Comparison
The current volatility for Immersion Corporation (IMMR) is 11.50%, while CarGurus, Inc. (CARG) has a volatility of 15.87%. This indicates that IMMR experiences smaller price fluctuations and is considered to be less risky than CARG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IMMR | CARG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.50% | 15.87% | -4.37% |
Volatility (6M)Calculated over the trailing 6-month period | 26.47% | 29.24% | -2.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.41% | 36.31% | +3.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.74% | 50.45% | -4.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.29% | 50.69% | +0.60% |
Dividends
IMMR vs. CARG - Dividend Comparison
IMMR's dividend yield for the trailing twelve months is around 3.70%, while CARG has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
CARG CarGurus, Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
IMMR Immersion Corporation | 3.70% | 5.59% | 2.06% | 3.12% |
Financials
IMMR vs. CARG - Financials Comparison
This section allows you to compare key financial metrics between Immersion Corporation and CarGurus, 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
Frequently Asked Questions
IMMR and CARG have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CARG has higher volatility (15.87%) compared to IMMR (11.50%). In terms of maximum drawdown, IMMR dropped -98.66% vs CARG's -78.66%.
IMMR currently has the higher Sharpe Ratio (-0.34 vs -0.37), 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.
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