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VRRM vs. SKYQ
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

VRRM vs. SKYQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Verra Mobility Corporation (VRRM) and Sky Quarry Inc (SKYQ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VRRM achieves a -76.39% return, which is significantly lower than SKYQ's 160.07% return.


VRRM

1D
2.92%
1M
23.02%
6M
-72.59%
YTD
-76.39%
1Y
-78.53%
3Y*
-36.91%
5Y*
-19.15%
10Y*
ALL TIME*
-6.58%

SKYQ

1D
9.41%
1M
76.14%
6M
99.74%
YTD
160.07%
1Y
16.25%
3Y*
5Y*
10Y*
ALL TIME*
-71.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$55.52M$50.34M$33.38M
$31.30M$24.28M$37.61M

VRRM vs. SKYQ - Yearly Performance Comparison


2026 (YTD)20252024
VRRM
Verra Mobility Corporation
-76.39%-7.32%-10.77%
SKYQ
Sky Quarry Inc
160.07%-80.57%-79.05%

Correlation

The correlation between VRRM and SKYQ is 0.00, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.00

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2024

0.01

Fundamentals

Market Cap

VRRM:

$803.59M

SKYQ:

$13.94M

EPS

VRRM:

$0.83

SKYQ:

-$8.50

PS Ratio

VRRM:

0.86

SKYQ:

0.53

Total Revenue (TTM)

VRRM:

$979.39M

SKYQ:

$12.49M

Gross Profit (TTM)

VRRM:

$954.50M

SKYQ:

$0.00

EBITDA (TTM)

VRRM:

$371.82M

SKYQ:

-$9.24M

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Return for Risk

VRRM vs. SKYQ — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

VRRM
VRRM Risk / Return Rank: 55
Overall Rank
VRRM Sharpe Ratio Rank: 66
Sharpe Ratio Rank
VRRM Sortino Ratio Rank: 1010
Sortino Ratio Rank
VRRM Omega Ratio Rank: 22
Omega Ratio Rank
VRRM Calmar Ratio Rank: 66
Calmar Ratio Rank
VRRM Martin Ratio Rank: 11
Martin Ratio Rank

SKYQ
SKYQ Risk / Return Rank: 6363
Overall Rank
SKYQ Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SKYQ Sortino Ratio Rank: 8888
Sortino Ratio Rank
SKYQ Omega Ratio Rank: 8282
Omega Ratio Rank
SKYQ Calmar Ratio Rank: 4949
Calmar Ratio Rank
SKYQ Martin Ratio Rank: 4848
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

VRRM vs. SKYQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Verra Mobility Corporation (VRRM) and Sky Quarry Inc (SKYQ). 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.


VRRMSKYQDifference
Sharpe ratioReturn per unit of total volatility

-0.99

Sortino ratioReturn per unit of downside risk

-3.82

Omega ratioGain probability vs. loss probability

0.69

1.28

-0.59

Calmar ratioReturn relative to maximum drawdown

-0.93

0.17

-1.10

Martin ratioReturn relative to average drawdown

-1.86

0.29

-2.15

VRRM vs. SKYQ - Sharpe Ratio Comparison

The current VRRM Sharpe Ratio is -0.94, which is lower than the SKYQ Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of VRRM and SKYQ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VRRM vs. SKYQ - Drawdown Comparison

The maximum VRRM drawdown since its inception was -87.52%, smaller than the maximum SKYQ drawdown of -97.40%. Use the drawdown chart below to compare losses from any high point for VRRM and SKYQ.


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Drawdown Indicators


VRRMSKYQDifference

Max Drawdown

Largest peak-to-trough decline

-87.52%

-97.40%

+9.88%

Max Drawdown (1Y)

Largest decline over 1 year

-84.93%

-90.95%

+6.02%

Max Drawdown (3Y)

Largest decline over 3 years

-87.52%

Max Drawdown (5Y)

Largest decline over 5 years

-87.52%

Current Drawdown

Current decline from peak

-82.85%

-89.41%

+6.56%

Average Drawdown

Average peak-to-trough decline

-16.57%

-86.62%

+70.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

42.43%

52.27%

-9.84%

Volatility

VRRM vs. SKYQ - Volatility Comparison

The current volatility for Verra Mobility Corporation (VRRM) is 24.20%, while Sky Quarry Inc (SKYQ) has a volatility of 81.75%. This indicates that VRRM experiences smaller price fluctuations and is considered to be less risky than SKYQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VRRMSKYQDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.20%

81.75%

-57.55%

Volatility (6M)

Calculated over the trailing 6-month period

129.71%

182.57%

-52.86%

Volatility (1Y)

Calculated over the trailing 1-year period

84.68%

270.98%

-186.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

47.45%

221.85%

-174.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.01%

221.85%

-177.84%

Dividends

VRRM vs. SKYQ - Dividend Comparison

Neither VRRM nor SKYQ has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

VRRM vs. SKYQ - Financials Comparison

This section allows you to compare key financial metrics between Verra Mobility Corporation and Sky Quarry Inc. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

Frequently Asked Questions


VRRM and SKYQ have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SKYQ has higher volatility (81.75%) compared to VRRM (24.20%). In terms of maximum drawdown, VRRM dropped -87.52% vs SKYQ's -97.40%.

SKYQ currently has the higher Sharpe Ratio (0.06 vs -0.94), 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.

Portfolio Optimizer

Find the right allocation for VRRM and SKYQ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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