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UAA vs. VRM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

UAA vs. VRM - Performance Comparison

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

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Returns By Period

In the year-to-date period, UAA achieves a 21.73% return, which is significantly higher than VRM's -63.68% return.


UAA

1D
0.67%
1M
18.16%
YTD
21.73%
6M
39.72%
1Y
-8.33%
3Y*
-7.28%
5Y*
-22.39%
10Y*
-16.61%

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)

UAA vs. VRM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
UAA
Under Armour, Inc.
21.73%-39.98%-5.80%-13.48%-52.05%23.41%49.17%
VRM
Vroom, Inc.
-63.68%296.81%-89.61%-40.93%-90.55%-73.66%1.79%

Correlation

The correlation between UAA and VRM is 0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.03

Correlation (3Y)
Calculated over the trailing 3-year period

0.16

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Jun 9, 2020

0.28

Over the past year, the correlation between UAA and VRM has dropped to 0.03 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.

Fundamentals

EPS

UAA:

-$1.16

VRM:

-$12.02

PS Ratio

UAA:

0.52

VRM:

0.56

Total Revenue (TTM)

UAA:

$4.97B

VRM:

$50.29M

Gross Profit (TTM)

UAA:

$2.26B

VRM:

$24.05M

EBITDA (TTM)

UAA:

-$36.44M

VRM:

-$2.99M

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Return for Risk

UAA vs. VRM — Risk / Return Rank

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

UAA
UAA Risk / Return Rank: 3434
Overall Rank
UAA Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
UAA Sortino Ratio Rank: 3434
Sortino Ratio Rank
UAA Omega Ratio Rank: 3434
Omega Ratio Rank
UAA Calmar Ratio Rank: 3535
Calmar Ratio Rank
UAA Martin Ratio Rank: 3636
Martin Ratio Rank

VRM
VRM Risk / Return Rank: 66
Overall Rank
VRM Sharpe Ratio Rank: 99
Sharpe Ratio Rank
VRM Sortino Ratio Rank: 66
Sortino Ratio Rank
VRM Omega Ratio Rank: 99
Omega Ratio Rank
VRM Calmar Ratio Rank: 55
Calmar Ratio Rank
VRM Martin Ratio Rank: 22
Martin Ratio Rank
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.

UAA vs. VRM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Under Armour, Inc. (UAA) 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.


UAAVRMDifference
Sharpe ratioReturn per unit of total volatility

+0.62

Sortino ratioReturn per unit of downside risk

+1.59

Omega ratioGain probability vs. loss probability

1.01

0.83

+0.17

Calmar ratioReturn relative to maximum drawdown

-0.27

-0.94

+0.68

Martin ratioReturn relative to average drawdown

-0.42

-1.79

+1.37

UAA vs. VRM - Sharpe Ratio Comparison

The current UAA Sharpe Ratio is -0.21, which is higher than the VRM Sharpe Ratio of -0.83. The chart below compares the historical Sharpe Ratios of UAA 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.


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Drawdowns

UAA vs. VRM - Drawdown Comparison

The maximum UAA drawdown since its inception was -91.99%, smaller than the maximum VRM drawdown of -99.93%. Use the drawdown chart below to compare losses from any high point for UAA and VRM.


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Drawdown Indicators


UAAVRMDifference

Max Drawdown

Largest peak-to-trough decline

-91.99%

-99.93%

+7.94%

Max Drawdown (1Y)

Largest decline over 1 year

-43.42%

-77.99%

+34.57%

Max Drawdown (3Y)

Largest decline over 3 years

-62.53%

-98.01%

+35.48%

Max Drawdown (5Y)

Largest decline over 5 years

-84.53%

-99.88%

+15.35%

Max Drawdown (10Y)

Largest decline over 10 years

-90.43%

Current Drawdown

Current decline from peak

-88.38%

-99.88%

+11.50%

Average Drawdown

Average peak-to-trough decline

-45.82%

-84.17%

+38.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.44%

41.01%

-13.57%

Volatility

UAA vs. VRM - Volatility Comparison

The current volatility for Under Armour, Inc. (UAA) is 11.61%, while Vroom, Inc. (VRM) has a volatility of 26.47%. This indicates that UAA 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.


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Volatility by Period


UAAVRMDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.61%

26.47%

-14.86%

Volatility (6M)

Calculated over the trailing 6-month period

43.37%

73.49%

-30.12%

Volatility (1Y)

Calculated over the trailing 1-year period

54.87%

88.66%

-33.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

52.74%

261.66%

-208.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

52.12%

239.80%

-187.68%

Dividends

UAA vs. VRM - Dividend Comparison

Neither UAA nor VRM has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

UAA vs. VRM - Financials Comparison

This section allows you to compare key financial metrics between Under Armour, Inc. and Vroom, 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


0.00500.00M1.00B1.50B20222023202420252026
1.17B
0
(UAA) Total Revenue
(VRM) Total Revenue
Values in USD except per share items

Frequently Asked Questions


UAA and VRM have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VRM has higher volatility (26.47%) compared to UAA (11.61%). In terms of maximum drawdown, UAA dropped -91.99% vs VRM's -99.93%.

UAA currently has the higher Sharpe Ratio (-0.21 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.

Portfolio Optimizer

Find the right allocation for UAA and VRM

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