VRNS vs. SRVR
Compare and contrast key facts about Varonis Systems, Inc. (VRNS) and Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF (SRVR).
SRVR is a passively managed fund by Pacer Advisors that tracks the performance of the Benchmark Data & Infrastructure Real Estate SCTR Index. It was launched on May 15, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VRNS or SRVR.
Performance
VRNS vs. SRVR - Performance Comparison
Returns By Period
In the year-to-date period, VRNS achieves a 10.87% return, which is significantly higher than SRVR's 5.80% return.
VRNS
10.87%
-13.97%
12.68%
26.96%
14.44%
20.13%
SRVR
5.80%
-2.86%
15.06%
12.93%
2.31%
N/A
Key characteristics
| VRNS | SRVR | |
|---|---|---|
| Sharpe Ratio | 0.78 | 0.86 |
| Sortino Ratio | 1.35 | 1.25 |
| Omega Ratio | 1.17 | 1.16 |
| Calmar Ratio | 0.59 | 0.37 |
| Martin Ratio | 2.91 | 2.55 |
| Ulcer Index | 9.32% | 5.27% |
| Daily Std Dev | 34.76% | 15.55% |
| Max Drawdown | -78.19% | -40.99% |
| Current Drawdown | -31.62% | -23.03% |
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Correlation
The correlation between VRNS and SRVR is 0.44, 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. SRVR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Varonis Systems, Inc. (VRNS) and Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF (SRVR). 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. SRVR - Dividend Comparison
VRNS has not paid dividends to shareholders, while SRVR's dividend yield for the trailing twelve months is around 1.83%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
VRNS Varonis Systems, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SRVR Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF | 1.83% | 3.69% | 1.70% | 1.19% | 1.58% | 1.61% | 2.13% |
Drawdowns
VRNS vs. SRVR - Drawdown Comparison
The maximum VRNS drawdown since its inception was -78.19%, which is greater than SRVR's maximum drawdown of -40.99%. Use the drawdown chart below to compare losses from any high point for VRNS and SRVR. For additional features, visit the drawdowns tool.
Volatility
VRNS vs. SRVR - Volatility Comparison
Varonis Systems, Inc. (VRNS) has a higher volatility of 14.54% compared to Pacer Benchmark Data & Infrastructure Real Estate SCTR ETF (SRVR) at 5.84%. This indicates that VRNS's price experiences larger fluctuations and is considered to be riskier than SRVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.