LMB vs. VRNS
Compare and contrast key facts about Limbach Holdings, Inc. (LMB) and Varonis Systems, Inc. (VRNS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LMB or VRNS.
Key characteristics
| LMB | VRNS | |
|---|---|---|
| YTD Return | 107.44% | 15.88% |
| 1Y Return | 160.06% | 47.55% |
| 3Y Return (Ann) | 130.06% | -5.39% |
| 5Y Return (Ann) | 83.40% | 16.19% |
| 10Y Return (Ann) | 29.58% | 21.40% |
| Sharpe Ratio | 2.98 | 1.39 |
| Sortino Ratio | 3.28 | 2.10 |
| Omega Ratio | 1.43 | 1.27 |
| Calmar Ratio | 6.76 | 0.94 |
| Martin Ratio | 17.50 | 5.45 |
| Ulcer Index | 9.56% | 8.92% |
| Daily Std Dev | 56.12% | 34.98% |
| Max Drawdown | -84.10% | -78.19% |
| Current Drawdown | -2.70% | -28.52% |
Fundamentals
| LMB | VRNS | |
|---|---|---|
| Market Cap | $1.06B | $5.90B |
| EPS | $2.18 | -$0.74 |
| PEG Ratio | 2.51 | 3.94 |
| Total Revenue (TTM) | $517.82M | $546.54M |
| Gross Profit (TTM) | $131.10M | $459.40M |
| EBITDA (TTM) | $42.47M | -$101.49M |
Correlation
The correlation between LMB and VRNS is 0.16, 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
LMB vs. VRNS - Performance Comparison
In the year-to-date period, LMB achieves a 107.44% return, which is significantly higher than VRNS's 15.88% return. Over the past 10 years, LMB has outperformed VRNS with an annualized return of 29.58%, while VRNS has yielded a comparatively lower 21.40% annualized return. 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
LMB vs. VRNS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Limbach Holdings, Inc. (LMB) 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
LMB vs. VRNS - Dividend Comparison
Neither LMB nor VRNS has paid dividends to shareholders.
Drawdowns
LMB vs. VRNS - Drawdown Comparison
The maximum LMB drawdown since its inception was -84.10%, which is greater than VRNS's maximum drawdown of -78.19%. Use the drawdown chart below to compare losses from any high point for LMB and VRNS. For additional features, visit the drawdowns tool.
Volatility
LMB vs. VRNS - Volatility Comparison
Limbach Holdings, Inc. (LMB) has a higher volatility of 22.40% compared to Varonis Systems, Inc. (VRNS) at 14.20%. This indicates that LMB'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
LMB vs. VRNS - Financials Comparison
This section allows you to compare key financial metrics between Limbach Holdings, 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