VRNS vs. PRO
Compare and contrast key facts about Varonis Systems, Inc. (VRNS) and PROS Holdings, Inc. (PRO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VRNS or PRO.
Performance
VRNS vs. PRO - Performance Comparison
Returns By Period
In the year-to-date period, VRNS achieves a 9.41% return, which is significantly higher than PRO's -42.90% return. Over the past 10 years, VRNS has outperformed PRO with an annualized return of 20.05%, while PRO has yielded a comparatively lower -2.23% annualized return.
VRNS
9.41%
-16.64%
13.26%
26.35%
14.39%
20.05%
PRO
-42.90%
12.55%
-29.64%
-40.57%
-17.35%
-2.23%
Fundamentals
VRNS | PRO | |
---|---|---|
Market Cap | $5.88B | $1.09B |
EPS | -$0.74 | -$0.62 |
PEG Ratio | 3.94 | 1.71 |
Total Revenue (TTM) | $546.54M | $322.89M |
Gross Profit (TTM) | $459.40M | $208.20M |
EBITDA (TTM) | -$101.49M | -$19.11M |
Key characteristics
VRNS | PRO | |
---|---|---|
Sharpe Ratio | 0.81 | -0.90 |
Sortino Ratio | 1.38 | -1.23 |
Omega Ratio | 1.17 | 0.85 |
Calmar Ratio | 0.60 | -0.51 |
Martin Ratio | 3.06 | -1.21 |
Ulcer Index | 9.21% | 32.93% |
Daily Std Dev | 34.78% | 43.91% |
Max Drawdown | -78.19% | -84.35% |
Current Drawdown | -32.52% | -70.52% |
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Correlation
The correlation between VRNS and PRO is 0.48, 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.
Risk-Adjusted Performance
VRNS vs. PRO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Varonis Systems, Inc. (VRNS) and PROS Holdings, Inc. (PRO). 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. PRO - Dividend Comparison
Neither VRNS nor PRO has paid dividends to shareholders.
Drawdowns
VRNS vs. PRO - Drawdown Comparison
The maximum VRNS drawdown since its inception was -78.19%, smaller than the maximum PRO drawdown of -84.35%. Use the drawdown chart below to compare losses from any high point for VRNS and PRO. For additional features, visit the drawdowns tool.
Volatility
VRNS vs. PRO - Volatility Comparison
The current volatility for Varonis Systems, Inc. (VRNS) is 14.62%, while PROS Holdings, Inc. (PRO) has a volatility of 16.60%. This indicates that VRNS experiences smaller price fluctuations and is considered to be less risky than PRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
VRNS vs. PRO - Financials Comparison
This section allows you to compare key financial metrics between Varonis Systems, Inc. and PROS 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.
Total Revenue: Total amount of money received from sales and other business activities