VRM vs. INCY

Last updated Aug 1, 2026

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 -69.76%/yr vs 9.09%/yr for INCY. Their 0.15 correlation means their historical movements had little consistent relationship.

Performance

VRM vs. INCY - Performance Comparison

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

Returns By Period

In the year-to-date period, VRM achieves a -62.32% return, which is significantly lower than INCY's 21.01% return.

VRM

• 1D: 8.55%
• 1M: -10.19%
• 6M: -61.11%
• YTD: -62.32%
• 1Y: -72.51%
• 3Y*: -65.60%
• 5Y*: -69.76%
• 10Y*: —
• ALL TIME*: -62.75%

INCY

• 1D: -2.82%
• 1M: 2.28%
• 6M: 19.44%
• YTD: 21.01%
• 1Y: 58.12%
• 3Y*: 23.35%
• 5Y*: 9.09%
• 10Y*: 3.00%
• ALL TIME*: 13.53%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
INCY Incyte Corporation	$274.43M	$232.80M	$198.80M
VRM Vroom, Inc.	$29.13K	$78.13K	$241.20K

VRM vs. INCY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
VRM Vroom, Inc.	-62.32%	296.81%	-89.61%	-40.93%	-90.55%	-73.66%	1.79%
INCY Incyte Corporation	21.01%	43.00%	10.00%	-21.83%	9.43%	-15.61%	-8.04%

Correlation

The correlation between VRM and INCY is 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.07
Correlation (3Y) Balances recent behavior with more history.	0.12
Correlation (5Y) Shows whether the relationship held over a longer period.	0.15
Correlation (All Time) Calculated using the full available price history since Jun 9, 2020	0.15

Fundamentals

Market Cap VRM : $39.01M INCY : $24.23B
EPS VRM : -$13.51 INCY : $7.85
PS Ratio VRM : 0.52 INCY : 4.22
Total Revenue (TTM) VRM : $50.29M INCY : $5.82B
Gross Profit (TTM) VRM : $24.05M INCY : $5.39B
EBITDA (TTM) VRM : -$2.99M INCY : $2.04B

Return for Risk

VRM vs. INCY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VRM

VRM Risk / Return Rank: 10
VRM Sharpe Ratio Rank: 12
VRM Sortino Ratio Rank: 10
VRM Omega Ratio Rank: 13
VRM Calmar Ratio Rank: 7
VRM Martin Ratio Rank: 5

INCY

INCY Risk / Return Rank: 88
INCY Sharpe Ratio Rank: 90
INCY Sortino Ratio Rank: 88
INCY Omega Ratio Rank: 86
INCY Calmar Ratio Rank: 89
INCY Martin Ratio Rank: 86

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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 ratio: Return per unit of total volatility	-0.71	1.80	-2.51
Sortino ratio: Return per unit of downside risk	-1.16	2.55	-3.71
Omega ratio: Gain probability vs. loss probability	0.88	1.32	-0.44
Calmar ratio: Return relative to maximum drawdown	-0.91	3.27	-4.18
Martin ratio: Return relative to average drawdown	-1.55	7.23	-8.78

VRM vs. INCY - Sharpe Ratio Comparison

The current VRM Sharpe Ratio is -0.71, which is lower than the INCY Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of VRM and INCY, 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

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.

Drawdown Indicators

	VRM	INCY	Difference
Max Drawdown Largest peak-to-trough decline	-99.93%	-98.54%	-1.39%
Max Drawdown (1Y) Largest decline over 1 year	-76.94%	-18.33%	-58.61%
Max Drawdown (3Y) Largest decline over 3 years	-97.63%	-33.83%	-63.80%
Max Drawdown (5Y) Largest decline over 5 years	-99.86%	-40.50%	-59.36%
Max Drawdown (10Y) Largest decline over 10 years	—	-66.47%	—
Current Drawdown Current decline from peak	-99.87%	-21.71%	-78.16%
Average Drawdown Average peak-to-trough decline	-84.51%	-59.75%	-24.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	45.32%	8.26%	+37.06%

Volatility

VRM vs. INCY - Volatility Comparison

Vroom, Inc. (VRM) has a higher volatility of 21.77% compared to Incyte Corporation (INCY) at 11.85%. 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.

Volatility by Period

	VRM	INCY	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.77%	11.85%	+9.92%
Volatility (6M) Calculated over the trailing 6-month period	79.98%	24.86%	+55.12%
Volatility (1Y) Calculated over the trailing 1-year period	98.74%	33.44%	+65.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	262.56%	30.10%	+232.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	237.94%	34.35%	+203.59%

Dividends

VRM vs. INCY - Dividend Comparison

Neither VRM nor INCY has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both VRM and INCY in my portfolio?

VRM and INCY have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VRM or INCY?

VRM has higher volatility (21.77%) compared to INCY (11.85%). In terms of maximum drawdown, VRM dropped -99.93% vs INCY's -98.54%.

Which has better risk-adjusted returns?

INCY currently has the higher Sharpe Ratio (1.80 vs -0.71), 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.