VERI vs. CEVA

Last updated Jun 3, 2026

VERI (Veritone, Inc.) and CEVA (CEVA, Inc.) are both stocks. Both are in the Technology sector — VERI in Software - Infrastructure, CEVA in Semiconductors. Over the past 5 years, VERI returned -35.72%/yr vs 2.69%/yr for CEVA. At a 0.35 correlation, their price movements are largely independent.

Performance

VERI vs. CEVA - Performance Comparison

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

Returns By Period

In the year-to-date period, VERI achieves a -57.20% return, which is significantly lower than CEVA's 130.53% return.

VERI

• 1D: -4.33%
• 1M: -8.29%
• YTD: -57.20%
• 6M: -60.52%
• 1Y: 36.30%
• 3Y*: -15.43%
• 5Y*: -35.72%
• 10Y*: —

CEVA

• 1D: 10.96%
• 1M: 53.69%
• YTD: 130.53%
• 6M: 133.13%
• 1Y: 164.73%
• 3Y*: 25.71%
• 5Y*: 2.69%
• 10Y*: 6.17%

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

VERI vs. CEVA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VERI Veritone, Inc.	-57.20%	41.77%	81.22%	-65.85%	-76.42%	-20.98%	1,042.57%	-34.47%	-83.62%	77.51%
CEVA CEVA, Inc.	130.53%	-31.79%	38.93%	-11.22%	-40.84%	-4.97%	68.77%	22.05%	-52.13%	8.21%

Correlation

The correlation between VERI and CEVA is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.36
Correlation (3Y) Calculated over the trailing 3-year period	0.34
Correlation (5Y) Calculated over the trailing 5-year period	0.40
Correlation (All Time) Calculated using the full available price history since May 15, 2017	0.35

Fundamentals

Market Cap VERI : $178.84M CEVA : $1.37B
EPS VERI : -$1.71 CEVA : -$0.47
PS Ratio VERI : 1.37 CEVA : 11.16
PB Ratio VERI : 2.63 CEVA : 4.06
Total Revenue (TTM) VERI : $93.69M CEVA : $112.38M
Gross Profit (TTM) VERI : $50.95M CEVA : $97.98M
EBITDA (TTM) VERI : -$53.00M CEVA : -$5.96M

Return for Risk

VERI vs. CEVA — Risk / Return Rank

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

VERI

VERI Risk / Return Rank: 55
VERI Sharpe Ratio Rank: 50
VERI Sortino Ratio Rank: 66
VERI Omega Ratio Rank: 61
VERI Calmar Ratio Rank: 48
VERI Martin Ratio Rank: 47

CEVA

CEVA Risk / Return Rank: 87
CEVA Sharpe Ratio Rank: 93
CEVA Sortino Ratio Rank: 88
CEVA Omega Ratio Rank: 87
CEVA Calmar Ratio Rank: 86
CEVA Martin Ratio Rank: 83

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.

VERI vs. CEVA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Veritone, Inc. (VERI) and CEVA, Inc. (CEVA). 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.

	VERI	CEVA	Difference
Sharpe ratio Return per unit of total volatility	0.28	2.72	-2.44
Sortino ratio Return per unit of downside risk	1.57	3.02	-1.45
Omega ratio Gain probability vs. loss probability	1.18	1.39	-0.21
Calmar ratio Return relative to maximum drawdown	0.34	3.75	-3.41
Martin ratio Return relative to average drawdown	0.57	7.79	-7.22
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VERI vs. CEVA - Sharpe Ratio Comparison

The current VERI Sharpe Ratio is 0.28, which is lower than the CEVA Sharpe Ratio of 2.72. The chart below compares the historical Sharpe Ratios of VERI and CEVA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VERI	CEVA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.28	2.72	-2.44
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.33	0.05	-0.38
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.12	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.17	0.20	-0.37

Drawdowns

VERI vs. CEVA - Drawdown Comparison

The maximum VERI drawdown since its inception was -98.15%, which is greater than CEVA's maximum drawdown of -78.24%. Use the drawdown chart below to compare losses from any high point for VERI and CEVA.

Drawdown Indicators

	VERI	CEVA	Difference
Max Drawdown Largest peak-to-trough decline	-98.15%	-78.24%	-19.91%
Max Drawdown (1Y) Largest decline over 1 year	-79.74%	-43.87%	-35.87%
Max Drawdown (3Y) Largest decline over 3 years	-82.50%	-55.23%	-27.27%
Max Drawdown (5Y) Largest decline over 5 years	-96.42%	-68.24%	-28.18%
Max Drawdown (10Y) Largest decline over 10 years	—	-78.24%	—
Current Drawdown Current decline from peak	-96.98%	-33.06%	-63.92%
Average Drawdown Average peak-to-trough decline	-82.35%	-38.62%	-43.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	46.95%	21.10%	+25.85%

Volatility

VERI vs. CEVA - Volatility Comparison

Veritone, Inc. (VERI) has a higher volatility of 24.71% compared to CEVA, Inc. (CEVA) at 20.08%. This indicates that VERI's price experiences larger fluctuations and is considered to be riskier than CEVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VERI	CEVA	Difference
Volatility (1M) Calculated over the trailing 1-month period	24.71%	20.08%	+4.63%
Volatility (6M) Calculated over the trailing 6-month period	66.87%	45.34%	+21.53%
Volatility (1Y) Calculated over the trailing 1-year period	132.73%	60.99%	+71.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	109.37%	53.56%	+55.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	108.32%	50.56%	+57.76%

Dividends

VERI vs. CEVA - Dividend Comparison

Neither VERI nor CEVA has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both VERI and CEVA in my portfolio?

VERI and CEVA have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VERI or CEVA?

VERI has higher volatility (24.71%) compared to CEVA (20.08%). In terms of maximum drawdown, VERI dropped -98.15% vs CEVA's -78.24%.

Which has better risk-adjusted returns?

CEVA currently has the higher Sharpe Ratio (2.72 vs 0.28), 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.