IMMR vs. VEA
IMMR (Immersion Corporation) is a stock, while VEA (Vanguard FTSE Developed Markets ETF) is Foreign Large Cap Equities fund tracking the FTSE Developed All Cap ex US Index. Over the past 10 years, IMMR returned 2.90%/yr vs 10.06%/yr for VEA. Their 0.39 correlation means their historical movements had little consistent relationship.
Performance
IMMR vs. VEA - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with IMMR having a 13.87% return and VEA slightly higher at 14.51%. Over the past 10 years, IMMR has underperformed VEA with an annualized return of 2.90%, while VEA has yielded a comparatively higher 10.06% annualized return.
IMMR
- 1D
- -1.06%
- 1M
- 11.58%
- 6M
- 12.24%
- YTD
- 13.87%
- 1Y
- 14.44%
- 3Y*
- 5.68%
- 5Y*
- 3.17%
- 10Y*
- 2.90%
- ALL TIME*
- -2.62%
VEA
- 1D
- 0.59%
- 1M
- 0.32%
- 6M
- 7.64%
- YTD
- 14.51%
- 1Y
- 30.48%
- 3Y*
- 19.09%
- 5Y*
- 9.69%
- 10Y*
- 10.06%
- ALL TIME*
- 5.16%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $6.48M | $4.90M | $4.16M | |
| $651.74M | $763.09M | $794.89M |
IMMR vs. VEA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IMMR Immersion Corporation | 13.87% | -18.30% | 26.47% | 3.43% | 23.12% | -49.42% | 51.95% | -17.08% | 26.91% | -33.58% |
VEA Vanguard FTSE Developed Markets ETF | 14.51% | 35.16% | 3.15% | 17.93% | -15.34% | 11.66% | 9.71% | 22.62% | -14.75% | 26.42% |
Correlation
The correlation between IMMR and VEA is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (3Y) Balances recent behavior with more history. | 0.36 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.42 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2007 | 0.39 |
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Return for Risk
IMMR vs. VEA — Risk / Return Rank
IMMR
VEA
IMMR vs. VEA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Immersion Corporation (IMMR) and Vanguard FTSE Developed Markets ETF (VEA). 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.
| IMMR | VEA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.45 | ||
| Sortino ratioReturn per unit of downside risk | -1.57 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.32 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.59 | 2.63 | -2.05 |
| Martin ratioReturn relative to average drawdown | 1.33 | 9.84 | -8.50 |
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Drawdowns
IMMR vs. VEA - Drawdown Comparison
The maximum IMMR drawdown since its inception was -98.66%, which is greater than VEA's maximum drawdown of -60.68%. Use the drawdown chart below to compare losses from any high point for IMMR and VEA.
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Drawdown Indicators
| IMMR | VEA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.66% | -60.68% | -37.98% |
Max Drawdown (1Y)Largest decline over 1 year | -24.77% | -11.63% | -13.14% |
Max Drawdown (3Y)Largest decline over 3 years | -56.90% | -13.45% | -43.45% |
Max Drawdown (5Y)Largest decline over 5 years | -56.90% | -29.71% | -27.19% |
Max Drawdown (10Y)Largest decline over 10 years | -74.29% | -35.73% | -38.56% |
Current DrawdownCurrent decline from peak | -88.26% | -1.86% | -86.40% |
Average DrawdownAverage peak-to-trough decline | -88.21% | -13.20% | -75.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.86% | 3.11% | +7.75% |
Volatility
IMMR vs. VEA - Volatility Comparison
Immersion Corporation (IMMR) has a higher volatility of 19.81% compared to Vanguard FTSE Developed Markets ETF (VEA) at 5.40%. This indicates that IMMR's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IMMR | VEA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.81% | 5.40% | +14.41% |
Volatility (6M)Calculated over the trailing 6-month period | 32.99% | 15.35% | +17.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.92% | 17.26% | +26.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.42% | 16.85% | +29.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.29% | 17.22% | +34.07% |
Dividends
IMMR vs. VEA - Dividend Comparison
IMMR's dividend yield for the trailing twelve months is around 3.61%, more than VEA's 2.55% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IMMR Immersion Corporation | 3.61% | 5.59% | 2.06% | 3.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEA Vanguard FTSE Developed Markets ETF | 2.55% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
Frequently Asked Questions
IMMR and VEA have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IMMR has higher volatility (19.81%) compared to VEA (5.40%). In terms of maximum drawdown, IMMR dropped -98.66% vs VEA's -60.68%.
VEA currently has the higher Sharpe Ratio (1.78 vs 0.33), 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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