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

Performance

VRNS vs. PRO - Performance Comparison

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

-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
10.53%
-27.80%
VRNS
PRO

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

YTD

9.41%

1M

-16.64%

6M

13.26%

1Y

26.35%

5Y (annualized)

14.39%

10Y (annualized)

20.05%

PRO

YTD

-42.90%

1M

12.55%

6M

-29.64%

1Y

-40.57%

5Y (annualized)

-17.35%

10Y (annualized)

-2.23%

Fundamentals


VRNSPRO
Market Cap$5.88B$1.09B
EPS-$0.74-$0.62
PEG Ratio3.941.71
Total Revenue (TTM)$546.54M$322.89M
Gross Profit (TTM)$459.40M$208.20M
EBITDA (TTM)-$101.49M-$19.11M

Key characteristics


VRNSPRO
Sharpe Ratio0.81-0.90
Sortino Ratio1.38-1.23
Omega Ratio1.170.85
Calmar Ratio0.60-0.51
Martin Ratio3.06-1.21
Ulcer Index9.21%32.93%
Daily Std Dev34.78%43.91%
Max Drawdown-78.19%-84.35%
Current Drawdown-32.52%-70.52%

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Correlation

-0.50.00.51.00.5

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.


Sharpe ratio
The chart of Sharpe ratio for VRNS, currently valued at 0.81, compared to the broader market-4.00-2.000.002.004.000.81-0.90
The chart of Sortino ratio for VRNS, currently valued at 1.38, compared to the broader market-4.00-2.000.002.004.001.38-1.23
The chart of Omega ratio for VRNS, currently valued at 1.17, compared to the broader market0.501.001.502.001.170.85
The chart of Calmar ratio for VRNS, currently valued at 0.60, compared to the broader market0.002.004.006.000.60-0.51
The chart of Martin ratio for VRNS, currently valued at 3.06, compared to the broader market-10.000.0010.0020.0030.003.06-1.21
VRNS
PRO

The current VRNS Sharpe Ratio is 0.81, which is higher than the PRO Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of VRNS and PRO, 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 Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.81
-0.90
VRNS
PRO

Dividends

VRNS vs. PRO - Dividend Comparison

Neither VRNS nor PRO has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-32.52%
-70.52%
VRNS
PRO

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.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%JuneJulyAugustSeptemberOctoberNovember
14.62%
16.60%
VRNS
PRO

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items