IMMR vs. RDVT

Last updated Jun 9, 2026

IMMR (Immersion Corporation) and RDVT (Red Violet, Inc.) are both stocks. Both operate in the Software - Application industry within the Technology sector. Over the past 5 years, IMMR returned -3.62%/yr vs 19.97%/yr for RDVT. At a 0.23 correlation, their price movements are largely independent.

Performance

IMMR vs. RDVT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Immersion Corporation (IMMR) and Red Violet, Inc. (RDVT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IMMR achieves a 0.39% return, which is significantly higher than RDVT's -6.08% return.

IMMR

• 1D: 4.71%
• 1M: -0.15%
• YTD: 0.39%
• 6M: -3.03%
• 1Y: -10.21%
• 3Y*: -2.01%
• 5Y*: -3.62%
• 10Y*: 1.41%

RDVT

• 1D: 1.00%
• 1M: 7.63%
• YTD: -6.08%
• 6M: -3.98%
• 1Y: 17.20%
• 3Y*: 36.51%
• 5Y*: 19.97%
• 10Y*: —

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

IMMR vs. RDVT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
IMMR Immersion Corporation	0.39%	-18.30%	26.47%	3.43%	23.12%	-49.42%	51.95%	-17.08%	-26.68%
RDVT Red Violet, Inc.	-6.08%	58.63%	81.27%	-13.25%	-42.00%	52.01%	41.06%	174.63%	-85.47%

Correlation

The correlation between IMMR and RDVT is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.37
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (5Y) Calculated over the trailing 5-year period	0.30
Correlation (All Time) Calculated using the full available price history since Mar 27, 2018	0.23

The correlation between IMMR and RDVT shifts across timeframes, from 0.23 (all time) to 0.37 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Total Revenue (TTM) IMMR : $1.47B RDVT : $94.08M
Gross Profit (TTM) IMMR : $409.86M RDVT : $79.25M
EBITDA (TTM) IMMR : $188.76M RDVT : $23.76M

Return for Risk

IMMR vs. RDVT — Risk / Return Rank

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

IMMR

IMMR Risk / Return Rank: 30
IMMR Sharpe Ratio Rank: 31
IMMR Sortino Ratio Rank: 29
IMMR Omega Ratio Rank: 29
IMMR Calmar Ratio Rank: 31
IMMR Martin Ratio Rank: 31

RDVT

RDVT Risk / Return Rank: 53
RDVT Sharpe Ratio Rank: 56
RDVT Sortino Ratio Rank: 52
RDVT Omega Ratio Rank: 51
RDVT Calmar Ratio Rank: 52
RDVT Martin Ratio Rank: 53

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.

IMMR vs. RDVT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Immersion Corporation (IMMR) and Red Violet, Inc. (RDVT). 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	RDVT	Difference
Sharpe ratio: Return per unit of total volatility	-0.26	0.38	-0.63
Sortino ratio: Return per unit of downside risk	-0.11	0.83	-0.95
Omega ratio: Gain probability vs. loss probability	0.99	1.10	-0.12
Calmar ratio: Return relative to maximum drawdown	-0.33	0.41	-0.74
Martin ratio: Return relative to average drawdown	-0.61	0.91	-1.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

IMMR vs. RDVT - Sharpe Ratio Comparison

The current IMMR Sharpe Ratio is -0.26, which is lower than the RDVT Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of IMMR and RDVT, 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

	IMMR	RDVT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.26	0.38	-0.63
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.08	0.41	-0.49
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.03	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.04	0.03	-0.07

Drawdowns

IMMR vs. RDVT - Drawdown Comparison

The maximum IMMR drawdown since its inception was -98.66%, which is greater than RDVT's maximum drawdown of -90.17%. Use the drawdown chart below to compare losses from any high point for IMMR and RDVT.

Drawdown Indicators

	IMMR	RDVT	Difference
Max Drawdown Largest peak-to-trough decline	-98.66%	-90.17%	-8.49%
Max Drawdown (1Y) Largest decline over 1 year	-30.86%	-42.11%	+11.25%
Max Drawdown (3Y) Largest decline over 3 years	-56.90%	-42.11%	-14.79%
Max Drawdown (5Y) Largest decline over 5 years	-56.90%	-63.73%	+6.83%
Max Drawdown (10Y) Largest decline over 10 years	-74.29%	—	—
Current Drawdown Current decline from peak	-89.65%	-9.98%	-79.67%
Average Drawdown Average peak-to-trough decline	-88.21%	-50.47%	-37.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	16.77%	18.92%	-2.15%

Volatility

IMMR vs. RDVT - Volatility Comparison

The current volatility for Immersion Corporation (IMMR) is 12.61%, while Red Violet, Inc. (RDVT) has a volatility of 15.61%. This indicates that IMMR experiences smaller price fluctuations and is considered to be less risky than RDVT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IMMR	RDVT	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.61%	15.61%	-3.00%
Volatility (6M) Calculated over the trailing 6-month period	27.21%	37.64%	-10.43%
Volatility (1Y) Calculated over the trailing 1-year period	39.79%	46.14%	-6.35%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	45.83%	49.36%	-3.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	51.32%	68.31%	-16.99%

Dividends

IMMR vs. RDVT - Dividend Comparison

IMMR's dividend yield for the trailing twelve months is around 3.60%, while RDVT has not paid dividends to shareholders.

Position	TTM	2025	2024	2023
IMMR Immersion Corporation	3.60%	5.59%	2.06%	3.12%
RDVT Red Violet, Inc.	0.00%	0.53%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both IMMR and RDVT in my portfolio?

IMMR and RDVT have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IMMR or RDVT?

RDVT has higher volatility (15.61%) compared to IMMR (12.61%). In terms of maximum drawdown, IMMR dropped -98.66% vs RDVT's -90.17%.

Which has better risk-adjusted returns?

RDVT currently has the higher Sharpe Ratio (0.38 vs -0.26), 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.