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VRNS vs. EVR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between VRNS and EVR is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

VRNS vs. EVR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Varonis Systems, Inc. (VRNS) and Evercore Inc. (EVR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

VRNS:

0.28

EVR:

0.36

Sortino Ratio

VRNS:

0.44

EVR:

0.83

Omega Ratio

VRNS:

1.06

EVR:

1.11

Calmar Ratio

VRNS:

0.09

EVR:

0.35

Martin Ratio

VRNS:

0.22

EVR:

0.88

Ulcer Index

VRNS:

19.79%

EVR:

18.84%

Daily Std Dev

VRNS:

35.96%

EVR:

45.79%

Max Drawdown

VRNS:

-78.19%

EVR:

-81.49%

Current Drawdown

VRNS:

-35.05%

EVR:

-26.04%

Fundamentals

Market Cap

VRNS:

$5.29B

EVR:

$9.08B

EPS

VRNS:

-$0.81

EVR:

$10.60

PEG Ratio

VRNS:

6.41

EVR:

1.13

PS Ratio

VRNS:

9.22

EVR:

2.94

PB Ratio

VRNS:

14.38

EVR:

5.96

Total Revenue (TTM)

VRNS:

$573.35M

EVR:

$3.11B

Gross Profit (TTM)

VRNS:

$471.84M

EVR:

$3.07B

EBITDA (TTM)

VRNS:

-$95.54M

EVR:

$602.21M

Returns By Period

In the year-to-date period, VRNS achieves a 7.31% return, which is significantly higher than EVR's -15.91% return. Over the past 10 years, VRNS has outperformed EVR with an annualized return of 21.70%, while EVR has yielded a comparatively lower 18.73% annualized return.


VRNS

YTD

7.31%

1M

11.30%

6M

-4.56%

1Y

9.81%

3Y*

12.97%

5Y*

11.13%

10Y*

21.70%

EVR

YTD

-15.91%

1M

13.17%

6M

-24.29%

1Y

16.54%

3Y*

29.05%

5Y*

36.09%

10Y*

18.73%

*Annualized

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Varonis Systems, Inc.

Evercore Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

VRNS vs. EVR — Risk-Adjusted Performance Rank

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

VRNS
The Risk-Adjusted Performance Rank of VRNS is 5353
Overall Rank
The Sharpe Ratio Rank of VRNS is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of VRNS is 4848
Sortino Ratio Rank
The Omega Ratio Rank of VRNS is 4949
Omega Ratio Rank
The Calmar Ratio Rank of VRNS is 5555
Calmar Ratio Rank
The Martin Ratio Rank of VRNS is 5353
Martin Ratio Rank

EVR
The Risk-Adjusted Performance Rank of EVR is 6363
Overall Rank
The Sharpe Ratio Rank of EVR is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of EVR is 6060
Sortino Ratio Rank
The Omega Ratio Rank of EVR is 6161
Omega Ratio Rank
The Calmar Ratio Rank of EVR is 6767
Calmar Ratio Rank
The Martin Ratio Rank of EVR is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VRNS vs. EVR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Varonis Systems, Inc. (VRNS) and Evercore Inc. (EVR). 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.


The current VRNS Sharpe Ratio is 0.28, which is comparable to the EVR Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of VRNS and EVR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

VRNS vs. EVR - Dividend Comparison

VRNS has not paid dividends to shareholders, while EVR's dividend yield for the trailing twelve months is around 1.75%.


TTM20242023202220212020201920182017201620152014
VRNS
Varonis Systems, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EVR
Evercore Inc.
1.40%1.14%1.75%2.60%1.95%2.14%3.00%2.66%1.58%1.85%2.13%1.97%

Drawdowns

VRNS vs. EVR - Drawdown Comparison

The maximum VRNS drawdown since its inception was -78.19%, roughly equal to the maximum EVR drawdown of -81.49%. Use the drawdown chart below to compare losses from any high point for VRNS and EVR.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

VRNS vs. EVR - Volatility Comparison

The current volatility for Varonis Systems, Inc. (VRNS) is 3.77%, while Evercore Inc. (EVR) has a volatility of 12.29%. This indicates that VRNS experiences smaller price fluctuations and is considered to be less risky than EVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

VRNS vs. EVR - Financials Comparison

This section allows you to compare key financial metrics between Varonis Systems, Inc. and Evercore 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


0.00200.00M400.00M600.00M800.00M1.00B1.20B20212022202320242025
136.42M
699.02M
(VRNS) Total Revenue
(EVR) Total Revenue
Values in USD except per share items

VRNS vs. EVR - Profitability Comparison

The chart below illustrates the profitability comparison between Varonis Systems, Inc. and Evercore Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20212022202320242025
78.7%
98.7%
(VRNS) Gross Margin
(EVR) Gross Margin
VRNS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Varonis Systems, Inc. reported a gross profit of 107.41M and revenue of 136.42M. Therefore, the gross margin over that period was 78.7%.

EVR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Evercore Inc. reported a gross profit of 689.70M and revenue of 699.02M. Therefore, the gross margin over that period was 98.7%.

VRNS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Varonis Systems, Inc. reported an operating income of -43.77M and revenue of 136.42M, resulting in an operating margin of -32.1%.

EVR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Evercore Inc. reported an operating income of 112.06M and revenue of 699.02M, resulting in an operating margin of 16.0%.

VRNS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Varonis Systems, Inc. reported a net income of -35.78M and revenue of 136.42M, resulting in a net margin of -26.2%.

EVR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Evercore Inc. reported a net income of 146.18M and revenue of 699.02M, resulting in a net margin of 20.9%.