VRNS vs. VOO

In the year-to-date period, VRNS achieves a 7.31% return, which is significantly higher than VOO's 0.90% return. Over the past 10 years, VRNS has outperformed VOO with an annualized return of 21.70%, while VOO has yielded a comparatively lower 12.81% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Varonis Systems, Inc. (VRNS) and Vanguard S&P 500 ETF (VOO). 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.

The current VRNS Sharpe Ratio is 0.28, which is lower than the VOO Sharpe Ratio of 0.74. The chart below compares the historical Sharpe Ratios of VRNS and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

VRNS has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.29%.

The maximum VRNS drawdown since its inception was -78.19%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VRNS and VOO.

The current volatility for Varonis Systems, Inc. (VRNS) is 3.77%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.84%. This indicates that VRNS experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.