PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
VRRM vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between VRRM and ^GSPC is 0.44, 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.

VRRM vs. ^GSPC

Last updated Jun 1, 2025

Compare and contrast key facts about Verra Mobility Corporation (VRRM) and S&P 500 (^GSPC).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VRRM or ^GSPC.

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 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

VRRM:

-0.33

^GSPC:

0.66

Sortino Ratio

VRRM:

-0.26

^GSPC:

0.94

Omega Ratio

VRRM:

0.96

^GSPC:

1.14

Calmar Ratio

VRRM:

-0.33

^GSPC:

0.60

Martin Ratio

VRRM:

-0.61

^GSPC:

2.28

Ulcer Index

VRRM:

19.30%

^GSPC:

5.01%

Daily Std Dev

VRRM:

34.41%

^GSPC:

19.77%

Max Drawdown

VRRM:

-65.65%

^GSPC:

-56.78%

Current Drawdown

VRRM:

-23.31%

^GSPC:

-3.78%

Returns By Period

In the year-to-date period, VRRM achieves a -2.19% return, which is significantly lower than ^GSPC's 0.51% return.

VRRM

YTD

-2.19%

1M

8.94%

6M

-0.04%

1Y

-11.22%

3Y*

14.03%

5Y*

16.74%

10Y*

N/A

^GSPC

YTD

0.51%

1M

5.49%

6M

-2.00%

1Y

12.02%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Compare stocks, funds, or ETFs

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

Verra Mobility Corporation

S&P 500

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

VRRM vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VRRM
The Risk-Adjusted Performance Rank of VRRM is 3131
Overall Rank
The Sharpe Ratio Rank of VRRM is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of VRRM is 2828
Sortino Ratio Rank
The Omega Ratio Rank of VRRM is 2828
Omega Ratio Rank
The Calmar Ratio Rank of VRRM is 3030
Calmar Ratio Rank
The Martin Ratio Rank of VRRM is 3737
Martin Ratio Rank
^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 6363
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 5959
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 6262
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 6363
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 6969
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

VRRM vs. ^GSPC - Risk-Adjusted Performance Comparison

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

The current VRRM Sharpe Ratio is -0.33, which is lower than the ^GSPC Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of VRRM and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Drawdowns

VRRM vs. ^GSPC - Drawdown Comparison

The maximum VRRM drawdown since its inception was -65.65%, 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.

Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

VRRM vs. ^GSPC - Volatility Comparison

Verra Mobility Corporation (VRRM) has a higher volatility of 12.19% compared to S&P 500 (^GSPC) at 4.77%. 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.

Loading data...