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VRNT vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between VRNT and VOO is 0.58, 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.


-0.50.00.51.00.6

Performance

VRNT vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Verint Systems Inc. (VRNT) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-18.16%
7.93%
VRNT
VOO

Key characteristics

Sharpe Ratio

VRNT:

0.04

VOO:

2.04

Sortino Ratio

VRNT:

0.49

VOO:

2.72

Omega Ratio

VRNT:

1.06

VOO:

1.38

Calmar Ratio

VRNT:

0.03

VOO:

3.02

Martin Ratio

VRNT:

0.10

VOO:

13.60

Ulcer Index

VRNT:

19.58%

VOO:

1.88%

Daily Std Dev

VRNT:

50.16%

VOO:

12.52%

Max Drawdown

VRNT:

-92.30%

VOO:

-33.99%

Current Drawdown

VRNT:

-49.40%

VOO:

-3.52%

Returns By Period

In the year-to-date period, VRNT achieves a 4.37% return, which is significantly lower than VOO's 24.65% return. Over the past 10 years, VRNT has underperformed VOO with an annualized return of -0.59%, while VOO has yielded a comparatively higher 13.02% annualized return.


VRNT

YTD

4.37%

1M

21.28%

6M

-19.33%

1Y

0.39%

5Y*

0.57%

10Y*

-0.59%

VOO

YTD

24.65%

1M

-0.29%

6M

7.63%

1Y

24.77%

5Y*

14.57%

10Y*

13.02%

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


Risk-Adjusted Performance

VRNT vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Verint Systems Inc. (VRNT) 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.


Sharpe ratio
The chart of Sharpe ratio for VRNT, currently valued at 0.04, compared to the broader market-4.00-2.000.002.000.042.04
The chart of Sortino ratio for VRNT, currently valued at 0.49, compared to the broader market-4.00-2.000.002.004.000.492.72
The chart of Omega ratio for VRNT, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.38
The chart of Calmar ratio for VRNT, currently valued at 0.03, compared to the broader market0.002.004.006.000.033.02
The chart of Martin ratio for VRNT, currently valued at 0.10, compared to the broader market0.0010.0020.000.1013.60
VRNT
VOO

The current VRNT Sharpe Ratio is 0.04, which is lower than the VOO Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of VRNT 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.04
2.04
VRNT
VOO

Dividends

VRNT vs. VOO - Dividend Comparison

VRNT has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.26%.


TTM20232022202120202019201820172016201520142013
VRNT
Verint Systems Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
0.92%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

VRNT vs. VOO - Drawdown Comparison

The maximum VRNT drawdown since its inception was -92.30%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VRNT and VOO. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-49.40%
-3.52%
VRNT
VOO

Volatility

VRNT vs. VOO - Volatility Comparison

Verint Systems Inc. (VRNT) has a higher volatility of 24.04% compared to Vanguard S&P 500 ETF (VOO) at 3.58%. This indicates that VRNT's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
24.04%
3.58%
VRNT
VOO
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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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