VRM vs. INCY
VRM (Vroom, Inc.) and INCY (Incyte Corporation) are both stocks. VRM operates in Auto & Truck Dealerships (Consumer Cyclical), while INCY operates in Biotechnology (Healthcare). Over the past 5 years, VRM returned -69.39%/yr vs 4.02%/yr for INCY. At a 0.15 correlation, their price movements are largely independent.
Performance
VRM vs. INCY - Performance Comparison
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Returns By Period
In the year-to-date period, VRM achieves a -54.12% return, which is significantly lower than INCY's 4.95% return.
VRM
- 1D
- -10.24%
- 1M
- -24.38%
- YTD
- -54.12%
- 6M
- -63.92%
- 1Y
- -71.34%
- 3Y*
- -55.34%
- 5Y*
- -69.39%
- 10Y*
- —
INCY
- 1D
- 5.54%
- 1M
- 6.69%
- YTD
- 4.95%
- 6M
- 2.93%
- 1Y
- 51.42%
- 3Y*
- 18.40%
- 5Y*
- 4.02%
- 10Y*
- 3.02%
VRM vs. INCY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
VRM Vroom, Inc. | -54.12% | 296.81% | -89.61% | -40.93% | -90.55% | -73.66% | 1.79% |
INCY Incyte Corporation | 4.95% | 43.00% | 10.00% | -21.83% | 9.43% | -15.61% | -8.04% |
Correlation
The correlation between VRM and INCY is 0.09, 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 | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jun 9, 2020 | 0.15 |
Fundamentals
VRM:
-$12.02
INCY:
$7.06
VRM:
0.70
INCY:
3.92
VRM:
$50.29M
INCY:
$5.36B
VRM:
$24.05M
INCY:
$3.76B
VRM:
-$2.99M
INCY:
$1.80B
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Return for Risk
VRM vs. INCY — Risk / Return Rank
VRM
INCY
VRM vs. INCY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vroom, Inc. (VRM) and Incyte Corporation (INCY). 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.
| VRM | INCY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.28 | ||
| Sortino ratioReturn per unit of downside risk | -3.55 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.28 | -0.42 |
| Calmar ratioReturn relative to maximum drawdown | -0.94 | 2.82 | -3.76 |
| Martin ratioReturn relative to average drawdown | -1.88 | 6.24 | -8.12 |
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Drawdowns
VRM vs. INCY - Drawdown Comparison
The maximum VRM drawdown since its inception was -99.93%, roughly equal to the maximum INCY drawdown of -98.54%. Use the drawdown chart below to compare losses from any high point for VRM and INCY.
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Drawdown Indicators
| VRM | INCY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.93% | -98.54% | -1.39% |
Max Drawdown (1Y)Largest decline over 1 year | -75.87% | -18.33% | -57.54% |
Max Drawdown (3Y)Largest decline over 3 years | -98.01% | -33.83% | -64.18% |
Max Drawdown (5Y)Largest decline over 5 years | -99.88% | -41.06% | -58.82% |
Max Drawdown (10Y)Largest decline over 10 years | — | -66.47% | — |
Current DrawdownCurrent decline from peak | -99.85% | -32.10% | -67.75% |
Average DrawdownAverage peak-to-trough decline | -84.22% | -59.87% | -24.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 40.84% | 8.27% | +32.57% |
Volatility
VRM vs. INCY - Volatility Comparison
Vroom, Inc. (VRM) has a higher volatility of 44.81% compared to Incyte Corporation (INCY) at 12.74%. This indicates that VRM's price experiences larger fluctuations and is considered to be riskier than INCY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VRM | INCY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 44.81% | 12.74% | +32.07% |
Volatility (6M)Calculated over the trailing 6-month period | 81.37% | 24.01% | +57.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 96.69% | 33.64% | +63.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 262.46% | 29.59% | +232.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 239.96% | 34.36% | +205.60% |
Dividends
VRM vs. INCY - Dividend Comparison
Neither VRM nor INCY has paid dividends to shareholders.
Financials
VRM vs. INCY - Financials Comparison
This section allows you to compare key financial metrics between Vroom, Inc. and Incyte Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
VRM and INCY have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VRM has higher volatility (44.81%) compared to INCY (12.74%). In terms of maximum drawdown, VRM dropped -99.93% vs INCY's -98.54%.
INCY currently has the higher Sharpe Ratio (1.54 vs -0.74), 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.
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