VRNS vs. MSFT
Compare and contrast key facts about Varonis Systems, Inc. (VRNS) and Microsoft Corporation (MSFT).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VRNS or MSFT.
Key characteristics
| VRNS | MSFT | |
|---|---|---|
| YTD Return | 0.11% | 8.25% |
| 1Y Return | 96.83% | 34.39% |
| 3Y Return (Ann) | -6.85% | 16.79% |
| 5Y Return (Ann) | 14.90% | 26.89% |
| 10Y Return (Ann) | 18.52% | 28.09% |
| Sharpe Ratio | 2.89 | 1.85 |
| Daily Std Dev | 32.32% | 20.92% |
| Max Drawdown | -78.19% | -69.41% |
| Current Drawdown | -38.25% | -5.37% |
Fundamentals
| VRNS | MSFT | |
|---|---|---|
| Market Cap | $4.84B | $2.97T |
| EPS | -$0.92 | $11.06 |
| PEG Ratio | 4.64 | 2.05 |
| Revenue (TTM) | $499.16M | $227.58B |
| Gross Profit (TTM) | $403.80M | $135.62B |
| EBITDA (TTM) | -$105.52M | $118.43B |
Correlation
The correlation between VRNS and MSFT is 0.43, 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. MSFT - Performance Comparison
In the year-to-date period, VRNS achieves a 0.11% return, which is significantly lower than MSFT's 8.25% return. Over the past 10 years, VRNS has underperformed MSFT with an annualized return of 18.52%, while MSFT has yielded a comparatively higher 28.09% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
VRNS vs. MSFT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Varonis Systems, Inc. (VRNS) and Microsoft Corporation (MSFT). 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.
Dividends
VRNS vs. MSFT - Dividend Comparison
VRNS has not paid dividends to shareholders, while MSFT's dividend yield for the trailing twelve months is around 0.70%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MSFT Microsoft Corporation | 0.70% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Drawdowns
VRNS vs. MSFT - Drawdown Comparison
The maximum VRNS drawdown since its inception was -78.19%, which is greater than MSFT's maximum drawdown of -69.41%. Use the drawdown chart below to compare losses from any high point for VRNS and MSFT. For additional features, visit the drawdowns tool.
Volatility
VRNS vs. MSFT - Volatility Comparison
Varonis Systems, Inc. (VRNS) has a higher volatility of 7.95% compared to Microsoft Corporation (MSFT) at 5.64%. This indicates that VRNS's price experiences larger fluctuations and is considered to be riskier than MSFT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
VRNS vs. MSFT - Financials Comparison
This section allows you to compare key financial metrics between Varonis Systems, Inc. and Microsoft 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