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

Correlation

The correlation between VRNS and LMB is 0.15, 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.


-0.50.00.51.00.2

Performance

VRNS vs. LMB - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
-23.41%
33.90%
VRNS
LMB

Key characteristics

Sharpe Ratio

VRNS:

-0.37

LMB:

1.46

Sortino Ratio

VRNS:

-0.31

LMB:

2.06

Omega Ratio

VRNS:

0.96

LMB:

1.26

Calmar Ratio

VRNS:

-0.28

LMB:

3.53

Martin Ratio

VRNS:

-0.90

LMB:

8.78

Ulcer Index

VRNS:

14.35%

LMB:

9.96%

Daily Std Dev

VRNS:

35.33%

LMB:

59.73%

Max Drawdown

VRNS:

-78.19%

LMB:

-84.10%

Current Drawdown

VRNS:

-41.30%

LMB:

-20.87%

Fundamentals

Market Cap

VRNS:

$4.90B

LMB:

$972.64M

EPS

VRNS:

-$0.86

LMB:

$2.18

PEG Ratio

VRNS:

7.61

LMB:

2.12

Total Revenue (TTM)

VRNS:

$550.95M

LMB:

$375.13M

Gross Profit (TTM)

VRNS:

$457.10M

LMB:

$98.62M

EBITDA (TTM)

VRNS:

-$65.17M

LMB:

$36.06M

Returns By Period

In the year-to-date period, VRNS achieves a -3.02% return, which is significantly lower than LMB's -2.56% return. Over the past 10 years, VRNS has underperformed LMB with an annualized return of 15.81%, while LMB has yielded a comparatively higher 27.25% annualized return.


VRNS

YTD

-3.02%

1M

-5.26%

6M

-23.41%

1Y

-8.49%

5Y*

7.78%

10Y*

15.81%

LMB

YTD

-2.56%

1M

-16.28%

6M

33.90%

1Y

101.23%

5Y*

79.62%

10Y*

27.25%

*Annualized

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Risk-Adjusted Performance

VRNS vs. LMB — 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 2626
Overall Rank
The Sharpe Ratio Rank of VRNS is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of VRNS is 2424
Sortino Ratio Rank
The Omega Ratio Rank of VRNS is 2525
Omega Ratio Rank
The Calmar Ratio Rank of VRNS is 2929
Calmar Ratio Rank
The Martin Ratio Rank of VRNS is 2626
Martin Ratio Rank

LMB
The Risk-Adjusted Performance Rank of LMB is 8686
Overall Rank
The Sharpe Ratio Rank of LMB is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of LMB is 8181
Sortino Ratio Rank
The Omega Ratio Rank of LMB is 7979
Omega Ratio Rank
The Calmar Ratio Rank of LMB is 9696
Calmar Ratio Rank
The Martin Ratio Rank of LMB is 9090
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. LMB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Varonis Systems, Inc. (VRNS) and Limbach Holdings, Inc. (LMB). 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 chart of Sharpe ratio for VRNS, currently valued at -0.37, compared to the broader market-2.000.002.00-0.371.46
The chart of Sortino ratio for VRNS, currently valued at -0.31, compared to the broader market-4.00-2.000.002.004.006.00-0.312.06
The chart of Omega ratio for VRNS, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.26
The chart of Calmar ratio for VRNS, currently valued at -0.28, compared to the broader market0.002.004.006.00-0.283.53
The chart of Martin ratio for VRNS, currently valued at -0.90, compared to the broader market-10.000.0010.0020.0030.00-0.908.78
VRNS
LMB

The current VRNS Sharpe Ratio is -0.37, which is lower than the LMB Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of VRNS and LMB, 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 Ratio0.001.002.003.004.00SeptemberOctoberNovemberDecember2025February
-0.37
1.46
VRNS
LMB

Dividends

VRNS vs. LMB - Dividend Comparison

Neither VRNS nor LMB has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VRNS vs. LMB - Drawdown Comparison

The maximum VRNS drawdown since its inception was -78.19%, smaller than the maximum LMB drawdown of -84.10%. Use the drawdown chart below to compare losses from any high point for VRNS and LMB. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-41.30%
-20.87%
VRNS
LMB

Volatility

VRNS vs. LMB - Volatility Comparison

The current volatility for Varonis Systems, Inc. (VRNS) is 14.17%, while Limbach Holdings, Inc. (LMB) has a volatility of 22.07%. This indicates that VRNS experiences smaller price fluctuations and is considered to be less risky than LMB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
14.17%
22.07%
VRNS
LMB

Financials

VRNS vs. LMB - Financials Comparison

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