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PRO vs. VRNS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

PRO vs. VRNS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in PROS Holdings, Inc. (PRO) and Varonis Systems, Inc. (VRNS). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-31.25%
12.57%
PRO
VRNS

Returns By Period

In the year-to-date period, PRO achieves a -44.21% return, which is significantly lower than VRNS's 8.75% return. Over the past 10 years, PRO has underperformed VRNS with an annualized return of -2.46%, while VRNS has yielded a comparatively higher 19.98% annualized return.


PRO

YTD

-44.21%

1M

9.96%

6M

-33.27%

1Y

-41.12%

5Y (annualized)

-17.73%

10Y (annualized)

-2.46%

VRNS

YTD

8.75%

1M

-17.15%

6M

11.53%

1Y

27.37%

5Y (annualized)

14.32%

10Y (annualized)

19.98%

Fundamentals


PROVRNS
Market Cap$1.09B$5.88B
EPS-$0.62-$0.74
PEG Ratio1.713.94
Total Revenue (TTM)$322.89M$546.54M
Gross Profit (TTM)$208.20M$459.40M
EBITDA (TTM)-$19.11M-$101.49M

Key characteristics


PROVRNS
Sharpe Ratio-0.900.86
Sortino Ratio-1.231.45
Omega Ratio0.851.18
Calmar Ratio-0.510.63
Martin Ratio-1.213.29
Ulcer Index32.82%9.14%
Daily Std Dev43.92%34.85%
Max Drawdown-84.35%-78.19%
Current Drawdown-71.20%-32.92%

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Correlation

-0.50.00.51.00.5

The correlation between PRO and VRNS is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Risk-Adjusted Performance

PRO vs. VRNS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PROS Holdings, Inc. (PRO) 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.


Sharpe ratio
The chart of Sharpe ratio for PRO, currently valued at -0.90, compared to the broader market-4.00-2.000.002.004.00-0.900.86
The chart of Sortino ratio for PRO, currently valued at -1.23, compared to the broader market-4.00-2.000.002.004.00-1.231.45
The chart of Omega ratio for PRO, currently valued at 0.85, compared to the broader market0.501.001.502.000.851.18
The chart of Calmar ratio for PRO, currently valued at -0.51, compared to the broader market0.002.004.006.00-0.510.63
The chart of Martin ratio for PRO, currently valued at -1.21, compared to the broader market-10.000.0010.0020.0030.00-1.213.29
PRO
VRNS

The current PRO Sharpe Ratio is -0.90, which is lower than the VRNS Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of PRO and VRNS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.90
0.86
PRO
VRNS

Dividends

PRO vs. VRNS - Dividend Comparison

Neither PRO nor VRNS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

PRO vs. VRNS - Drawdown Comparison

The maximum PRO drawdown since its inception was -84.35%, which is greater than VRNS's maximum drawdown of -78.19%. Use the drawdown chart below to compare losses from any high point for PRO and VRNS. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-71.20%
-32.92%
PRO
VRNS

Volatility

PRO vs. VRNS - Volatility Comparison

PROS Holdings, Inc. (PRO) has a higher volatility of 17.64% compared to Varonis Systems, Inc. (VRNS) at 14.56%. This indicates that PRO'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.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JuneJulyAugustSeptemberOctoberNovember
17.64%
14.56%
PRO
VRNS

Financials

PRO vs. VRNS - Financials Comparison

This section allows you to compare key financial metrics between PROS 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items