VRRM vs. ^GSPC
VRRM (Verra Mobility Corporation) is a stock, while ^GSPC (S&P 500 Index) is an index. Over the past 5 years, VRRM returned -21.46%/yr vs 11.43%/yr for ^GSPC. At a 0.41 correlation, their price movements are largely independent.
Performance
VRRM vs. ^GSPC - Performance Comparison
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Returns By Period
In the year-to-date period, VRRM achieves a -79.83% return, which is significantly lower than ^GSPC's 9.79% return.
VRRM
- 1D
- 9.71%
- 1M
- -3.21%
- 6M
- -80.47%
- YTD
- -79.83%
- 1Y
- -81.80%
- 3Y*
- -39.57%
- 5Y*
- -21.46%
- 10Y*
- —
^GSPC
- 1D
- -0.79%
- 1M
- 1.13%
- 6M
- 7.71%
- YTD
- 9.79%
- 1Y
- 20.06%
- 3Y*
- 18.60%
- 5Y*
- 11.43%
- 10Y*
- 13.27%
VRRM vs. ^GSPC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VRRM Verra Mobility Corporation | -79.83% | -7.32% | 4.99% | 66.52% | -10.37% | 14.98% | -4.07% | 43.34% | -1.81% | -0.60% |
^GSPC S&P 500 Index | 9.79% | 16.39% | 23.31% | 24.23% | -19.44% | 26.89% | 16.26% | 28.88% | -6.24% | 13.97% |
Correlation
The correlation between VRRM and ^GSPC is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 2017 | 0.41 |
Over the past year, the correlation between VRRM and ^GSPC has dropped to 0.14 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.
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Return for Risk
VRRM vs. ^GSPC — Risk / Return Rank
VRRM
^GSPC
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VRRM | ^GSPC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.61 | ||
| Sortino ratioReturn per unit of downside risk | -3.66 | ||
| Omega ratioGain probability vs. loss probability | 0.63 | 1.29 | -0.67 |
| Calmar ratioReturn relative to maximum drawdown | -0.96 | 2.21 | -3.18 |
| Martin ratioReturn relative to average drawdown | -2.17 | 9.61 | -11.78 |
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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.
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Drawdown Indicators
| VRRM | ^GSPC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.52% | -56.78% | -30.74% |
Max Drawdown (1Y)Largest decline over 1 year | -84.93% | -9.10% | -75.83% |
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 DrawdownCurrent decline from peak | -85.34% | -1.24% | -84.10% |
Average DrawdownAverage peak-to-trough decline | -16.15% | -10.71% | -5.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.66% | 2.09% | +35.57% |
Volatility
VRRM vs. ^GSPC - Volatility Comparison
Verra Mobility Corporation (VRRM) has a higher volatility of 18.97% compared to S&P 500 Index (^GSPC) at 3.96%. 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.
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Volatility by Period
| VRRM | ^GSPC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 18.97% | 3.96% | +15.01% |
Volatility (6M)Calculated over the trailing 6-month period | 127.70% | 9.99% | +117.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 81.45% | 12.57% | +68.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.37% | 17.01% | +29.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.44% | 18.05% | +25.39% |
Frequently Asked Questions
VRRM and ^GSPC have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VRRM has higher volatility (18.97%) compared to ^GSPC (3.96%). In terms of maximum drawdown, VRRM dropped -87.52% vs ^GSPC's -56.78%.
^GSPC currently has the higher Sharpe Ratio (1.61 vs -1.01), 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.
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