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

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.


-0.50.00.51.00.5

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.

-100.00%0.00%100.00%200.00%300.00%SeptemberOctoberNovemberDecember2025February
192.98%
-29.81%
VRNS
PRO

Key characteristics

Sharpe Ratio

VRNS:

-0.45

PRO:

-0.68

Sortino Ratio

VRNS:

-0.45

PRO:

-0.84

Omega Ratio

VRNS:

0.94

PRO:

0.90

Calmar Ratio

VRNS:

-0.34

PRO:

-0.41

Martin Ratio

VRNS:

-1.04

PRO:

-0.86

Ulcer Index

VRNS:

15.01%

PRO:

36.43%

Daily Std Dev

VRNS:

34.87%

PRO:

45.96%

Max Drawdown

VRNS:

-78.19%

PRO:

-84.35%

Current Drawdown

VRNS:

-41.47%

PRO:

-67.82%

Fundamentals

Market Cap

VRNS:

$4.82B

PRO:

$1.17B

EPS

VRNS:

-$0.86

PRO:

-$0.43

PEG Ratio

VRNS:

7.37

PRO:

1.69

Total Revenue (TTM)

VRNS:

$550.95M

PRO:

$330.37M

Gross Profit (TTM)

VRNS:

$457.10M

PRO:

$217.04M

EBITDA (TTM)

VRNS:

-$65.17M

PRO:

-$5.89M

Returns By Period

In the year-to-date period, VRNS achieves a -3.29% return, which is significantly lower than PRO's 10.11% return. Over the past 10 years, VRNS has outperformed PRO with an annualized return of 15.62%, while PRO has yielded a comparatively lower 0.23% annualized return.


VRNS

YTD

-3.29%

1M

-4.38%

6M

-24.08%

1Y

-15.93%

5Y*

8.86%

10Y*

15.62%

PRO

YTD

10.11%

1M

3.07%

6M

20.12%

1Y

-32.76%

5Y*

-12.37%

10Y*

0.23%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

VRNS vs. PRO — 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 2525
Overall Rank
The Sharpe Ratio Rank of VRNS is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of VRNS is 2323
Sortino Ratio Rank
The Omega Ratio Rank of VRNS is 2424
Omega Ratio Rank
The Calmar Ratio Rank of VRNS is 2828
Calmar Ratio Rank
The Martin Ratio Rank of VRNS is 2323
Martin Ratio Rank

PRO
The Risk-Adjusted Performance Rank of PRO is 2020
Overall Rank
The Sharpe Ratio Rank of PRO is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of PRO is 1515
Sortino Ratio Rank
The Omega Ratio Rank of PRO is 1717
Omega Ratio Rank
The Calmar Ratio Rank of PRO is 2424
Calmar Ratio Rank
The Martin Ratio Rank of PRO is 2929
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. 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 -0.45, compared to the broader market-3.00-2.00-1.000.001.002.003.00-0.45-0.68
The chart of Sortino ratio for VRNS, currently valued at -0.45, compared to the broader market-4.00-2.000.002.004.00-0.45-0.84
The chart of Omega ratio for VRNS, currently valued at 0.94, compared to the broader market0.501.001.502.000.940.90
The chart of Calmar ratio for VRNS, currently valued at -0.34, compared to the broader market0.001.002.003.004.005.006.00-0.34-0.41
The chart of Martin ratio for VRNS, currently valued at -1.04, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.04-0.86
VRNS
PRO

The current VRNS Sharpe Ratio is -0.45, which is higher than the PRO Sharpe Ratio of -0.68. 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-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.45
-0.68
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%SeptemberOctoberNovemberDecember2025February
-41.47%
-67.82%
VRNS
PRO

Volatility

VRNS vs. PRO - Volatility Comparison

Varonis Systems, Inc. (VRNS) has a higher volatility of 13.61% compared to PROS Holdings, Inc. (PRO) at 12.30%. This indicates that VRNS's price experiences larger fluctuations and is considered to be riskier than PRO 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
13.61%
12.30%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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