VRRM vs. ^GSPC

Last updated Jun 4, 2026

VRRM (Verra Mobility Corporation) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 5 years, VRRM returned -22.31%/yr vs 12.30%/yr for ^GSPC. At a 0.42 correlation, their price movements are largely independent.

Performance

VRRM vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Verra Mobility Corporation (VRRM) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VRRM achieves a -81.57% return, which is significantly lower than ^GSPC's 10.35% return.

VRRM

• 1D: -0.72%
• 1M: -71.98%
• YTD: -81.57%
• 6M: -81.24%
• 1Y: -82.88%
• 3Y*: -39.50%
• 5Y*: -22.31%
• 10Y*: —

^GSPC

• 1D: -0.74%
• 1M: 4.90%
• YTD: 10.35%
• 6M: 10.28%
• 1Y: 26.52%
• 3Y*: 20.83%
• 5Y*: 12.30%
• 10Y*: 13.66%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VRRM vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VRRM Verra Mobility Corporation	-81.57%	-7.32%	4.99%	66.52%	-10.37%	14.98%	-4.07%	43.34%	-1.81%	-0.60%
^GSPC S&P 500 Index	10.35%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	14.06%

Correlation

The correlation between VRRM and ^GSPC is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.37
Correlation (5Y) Calculated over the trailing 5-year period	0.45
Correlation (All Time) Calculated using the full available price history since Mar 27, 2017	0.42

The correlation between VRRM and ^GSPC shifts across timeframes, from 0.24 (1 year) to 0.45 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

VRRM vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VRRM

VRRM Risk / Return Rank: 2
VRRM Sharpe Ratio Rank: 4
VRRM Sortino Ratio Rank: 5
VRRM Omega Ratio Rank: 0
VRRM Calmar Ratio Rank: 2
VRRM Martin Ratio Rank: 0

^GSPC

^GSPC Risk / Return Rank: 73
^GSPC Sharpe Ratio Rank: 71
^GSPC Sortino Ratio Rank: 71
^GSPC Omega Ratio Rank: 72
^GSPC Calmar Ratio Rank: 67
^GSPC Martin Ratio Rank: 81

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VRRM vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Verra Mobility Corporation (VRRM) and S&P 500 Index (^GSPC). 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.

	VRRM	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	-1.06	2.24	-3.30
Sortino ratio Return per unit of downside risk	-1.57	3.07	-4.64
Omega ratio Gain probability vs. loss probability	0.56	1.41	-0.85
Calmar ratio Return relative to maximum drawdown	-0.98	2.93	-3.90
Martin ratio Return relative to average drawdown	-3.08	13.52	-16.60
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VRRM vs. ^GSPC - Sharpe Ratio Comparison

The current VRRM Sharpe Ratio is -1.06, which is lower than the ^GSPC Sharpe Ratio of 2.24. The chart below compares the historical Sharpe Ratios of VRRM and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VRRM	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.06	2.24	-3.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.49	0.73	-1.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.76	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.21	0.47	-0.69

Drawdowns

VRRM vs. ^GSPC - Drawdown Comparison

The maximum VRRM drawdown since its inception was -87.52%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for VRRM and ^GSPC.

Drawdown Indicators

	VRRM	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-87.52%	-56.78%	-30.74%
Max Drawdown (1Y) Largest decline over 1 year	-84.99%	-9.10%	-75.89%
Max Drawdown (3Y) Largest decline over 3 years	-87.52%	-18.90%	-68.62%
Max Drawdown (5Y) Largest decline over 5 years	-87.52%	-25.43%	-62.09%
Max Drawdown (10Y) Largest decline over 10 years	—	-33.92%	—
Current Drawdown Current decline from peak	-86.61%	-0.74%	-85.87%
Average Drawdown Average peak-to-trough decline	-15.38%	-10.72%	-4.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	26.92%	1.97%	+24.95%

Volatility

VRRM vs. ^GSPC - Volatility Comparison

Verra Mobility Corporation (VRRM) has a higher volatility of 124.20% compared to S&P 500 Index (^GSPC) at 2.93%. This indicates that VRRM's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VRRM	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	124.20%	2.93%	+121.27%
Volatility (6M) Calculated over the trailing 6-month period	125.93%	8.99%	+116.94%
Volatility (1Y) Calculated over the trailing 1-year period	78.42%	11.89%	+66.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	45.42%	16.90%	+28.52%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.08%	18.06%	+25.02%

Frequently Asked Questions

Can I hold both VRRM and ^GSPC in my portfolio?

VRRM and ^GSPC have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VRRM or ^GSPC?

VRRM has higher volatility (124.20%) compared to ^GSPC (2.93%). In terms of maximum drawdown, VRRM dropped -87.52% vs ^GSPC's -56.78%.

Which has better risk-adjusted returns?

^GSPC currently has the higher Sharpe Ratio (2.24 vs -1.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.