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VERX vs. DELL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

VERX vs. DELL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vertex, Inc. (VERX) and Dell Technologies Inc. (DELL). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
58.57%
-12.66%
VERX
DELL

Returns By Period

In the year-to-date period, VERX achieves a 98.37% return, which is significantly higher than DELL's 84.40% return.


VERX

YTD

98.37%

1M

26.91%

6M

61.06%

1Y

97.20%

5Y (annualized)

N/A

10Y (annualized)

N/A

DELL

YTD

84.40%

1M

15.38%

6M

-8.90%

1Y

88.90%

5Y (annualized)

40.64%

10Y (annualized)

N/A

Fundamentals


VERXDELL
Market Cap$8.16B$95.40B
EPS$0.19$5.44
PE Ratio275.3224.98
Total Revenue (TTM)$643.23M$69.59B
Gross Profit (TTM)$384.47M$15.43B
EBITDA (TTM)$94.67M$6.77B

Key characteristics


VERXDELL
Sharpe Ratio1.981.57
Sortino Ratio3.132.37
Omega Ratio1.421.31
Calmar Ratio2.471.80
Martin Ratio11.304.06
Ulcer Index8.67%22.56%
Daily Std Dev49.47%58.51%
Max Drawdown-75.40%-58.64%
Current Drawdown0.00%-21.94%

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Correlation

-0.50.00.51.00.2

The correlation between VERX and DELL is 0.23, 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.

Risk-Adjusted Performance

VERX vs. DELL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vertex, Inc. (VERX) and Dell Technologies Inc. (DELL). 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 VERX, currently valued at 1.98, compared to the broader market-4.00-2.000.002.004.001.981.57
The chart of Sortino ratio for VERX, currently valued at 3.13, compared to the broader market-4.00-2.000.002.004.003.132.37
The chart of Omega ratio for VERX, currently valued at 1.42, compared to the broader market0.501.001.502.001.421.31
The chart of Calmar ratio for VERX, currently valued at 2.47, compared to the broader market0.002.004.006.002.471.80
The chart of Martin ratio for VERX, currently valued at 11.30, compared to the broader market0.0010.0020.0030.0011.304.06
VERX
DELL

The current VERX Sharpe Ratio is 1.98, which is comparable to the DELL Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of VERX and DELL, 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 Ratio1.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
1.98
1.57
VERX
DELL

Dividends

VERX vs. DELL - Dividend Comparison

VERX has not paid dividends to shareholders, while DELL's dividend yield for the trailing twelve months is around 1.23%.


TTM20232022
VERX
Vertex, Inc.
0.00%0.00%0.00%
DELL
Dell Technologies Inc.
1.23%1.88%2.46%

Drawdowns

VERX vs. DELL - Drawdown Comparison

The maximum VERX drawdown since its inception was -75.40%, which is greater than DELL's maximum drawdown of -58.64%. Use the drawdown chart below to compare losses from any high point for VERX and DELL. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-21.94%
VERX
DELL

Volatility

VERX vs. DELL - Volatility Comparison

Vertex, Inc. (VERX) has a higher volatility of 15.78% compared to Dell Technologies Inc. (DELL) at 12.96%. This indicates that VERX's price experiences larger fluctuations and is considered to be riskier than DELL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
15.78%
12.96%
VERX
DELL

Financials

VERX vs. DELL - Financials Comparison

This section allows you to compare key financial metrics between Vertex, Inc. and Dell Technologies 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