TWLO vs. VRM

Last updated Jun 13, 2026

TWLO (Twilio Inc.) and VRM (Vroom, Inc.) are both stocks. TWLO operates in Internet Content & Information (Communication Services), while VRM operates in Auto & Truck Dealerships (Consumer Cyclical). Over the past 5 years, TWLO returned -9.31%/yr vs -71.03%/yr for VRM. At a 0.33 correlation, their price movements are largely independent.

Performance

TWLO vs. VRM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Twilio Inc. (TWLO) and Vroom, Inc. (VRM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TWLO achieves a 43.48% return, which is significantly higher than VRM's -63.68% return.

TWLO

• 1D: -1.23%
• 1M: 2.92%
• YTD: 43.48%
• 6M: 53.54%
• 1Y: 79.98%
• 3Y*: 45.13%
• 5Y*: -9.31%
• 10Y*: —

VRM

• 1D: -8.03%
• 1M: -35.42%
• YTD: -63.68%
• 6M: -72.42%
• 1Y: -73.36%
• 3Y*: -57.91%
• 5Y*: -71.03%
• 10Y*: —

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

TWLO vs. VRM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
TWLO Twilio Inc.	43.48%	31.61%	42.45%	54.96%	-81.41%	-22.20%	72.06%
VRM Vroom, Inc.	-63.68%	296.81%	-89.61%	-40.93%	-90.55%	-73.66%	1.79%

Correlation

The correlation between TWLO and VRM is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.16
Correlation (3Y) Calculated over the trailing 3-year period	0.17
Correlation (5Y) Calculated over the trailing 5-year period	0.35
Correlation (All Time) Calculated using the full available price history since Jun 9, 2020	0.33

The correlation between TWLO and VRM shifts across timeframes, from 0.16 (1 year) to 0.35 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS TWLO : $0.66 VRM : -$12.02
PS Ratio TWLO : 6.05 VRM : 0.56
Total Revenue (TTM) TWLO : $5.30B VRM : $50.29M
Gross Profit (TTM) TWLO : $2.59B VRM : $24.05M
EBITDA (TTM) TWLO : $304.06M VRM : -$2.99M

Return for Risk

TWLO vs. VRM — Risk / Return Rank

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

TWLO

TWLO Risk / Return Rank: 79
TWLO Sharpe Ratio Rank: 79
TWLO Sortino Ratio Rank: 78
TWLO Omega Ratio Rank: 79
TWLO Calmar Ratio Rank: 81
TWLO Martin Ratio Rank: 79

VRM

VRM Risk / Return Rank: 6
VRM Sharpe Ratio Rank: 9
VRM Sortino Ratio Rank: 6
VRM Omega Ratio Rank: 9
VRM Calmar Ratio Rank: 5
VRM Martin Ratio Rank: 2

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.

TWLO vs. VRM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Twilio Inc. (TWLO) and Vroom, Inc. (VRM). 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.

	TWLO	VRM	Difference
Sharpe ratio: Return per unit of total volatility	1.27	-0.83	+2.10
Sortino ratio: Return per unit of downside risk	2.03	-1.52	+3.55
Omega ratio: Gain probability vs. loss probability	1.27	0.83	+0.44
Calmar ratio: Return relative to maximum drawdown	2.53	-0.94	+3.47
Martin ratio: Return relative to average drawdown	5.73	-1.79	+7.52

TWLO vs. VRM - Sharpe Ratio Comparison

The current TWLO Sharpe Ratio is 1.27, which is higher than the VRM Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of TWLO and VRM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

TWLO vs. VRM - Drawdown Comparison

The maximum TWLO drawdown since its inception was -90.36%, smaller than the maximum VRM drawdown of -99.93%. Use the drawdown chart below to compare losses from any high point for TWLO and VRM.

Drawdown Indicators

	TWLO	VRM	Difference
Max Drawdown Largest peak-to-trough decline	-90.36%	-99.93%	+9.57%
Max Drawdown (1Y) Largest decline over 1 year	-30.34%	-77.99%	+47.65%
Max Drawdown (3Y) Largest decline over 3 years	-45.17%	-98.01%	+52.84%
Max Drawdown (5Y) Largest decline over 5 years	-89.57%	-99.88%	+10.31%
Current Drawdown Current decline from peak	-53.98%	-99.88%	+45.90%
Average Drawdown Average peak-to-trough decline	-49.51%	-84.17%	+34.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	13.35%	41.01%	-27.66%

Volatility

TWLO vs. VRM - Volatility Comparison

The current volatility for Twilio Inc. (TWLO) is 22.34%, while Vroom, Inc. (VRM) has a volatility of 26.47%. This indicates that TWLO experiences smaller price fluctuations and is considered to be less risky than VRM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TWLO	VRM	Difference
Volatility (1M) Calculated over the trailing 1-month period	22.34%	26.47%	-4.13%
Volatility (6M) Calculated over the trailing 6-month period	43.22%	73.49%	-30.27%
Volatility (1Y) Calculated over the trailing 1-year period	60.54%	88.66%	-28.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	59.33%	261.66%	-202.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	61.05%	239.80%	-178.75%

Dividends

TWLO vs. VRM - Dividend Comparison

Neither TWLO nor VRM has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both TWLO and VRM in my portfolio?

TWLO and VRM have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TWLO or VRM?

VRM has higher volatility (26.47%) compared to TWLO (22.34%). In terms of maximum drawdown, TWLO dropped -90.36% vs VRM's -99.93%.

Which has better risk-adjusted returns?

TWLO currently has the higher Sharpe Ratio (1.27 vs -0.83), 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.