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VRSK vs. TXN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

VRSK vs. TXN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Verisk Analytics, Inc. (VRSK) and Texas Instruments Incorporated (TXN). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
12.38%
-0.86%
VRSK
TXN

Returns By Period

The year-to-date returns for both investments are quite close, with VRSK having a 19.53% return and TXN slightly higher at 19.58%. Both investments have delivered pretty close results over the past 10 years, with VRSK having a 16.86% annualized return and TXN not far ahead at 17.35%.


VRSK

YTD

19.53%

1M

6.01%

6M

12.38%

1Y

19.23%

5Y (annualized)

15.03%

10Y (annualized)

16.86%

TXN

YTD

19.58%

1M

1.90%

6M

-0.86%

1Y

32.85%

5Y (annualized)

14.30%

10Y (annualized)

17.35%

Fundamentals


VRSKTXN
Market Cap$40.13B$180.79B
EPS$6.48$5.39
PE Ratio43.8636.77
PEG Ratio1.843.23
Total Revenue (TTM)$2.82B$15.71B
Gross Profit (TTM)$1.77B$9.21B
EBITDA (TTM)$1.53B$7.60B

Key characteristics


VRSKTXN
Sharpe Ratio1.001.13
Sortino Ratio1.411.70
Omega Ratio1.221.20
Calmar Ratio1.511.63
Martin Ratio3.807.18
Ulcer Index5.13%4.32%
Daily Std Dev19.50%27.51%
Max Drawdown-30.88%-85.81%
Current Drawdown-2.01%-10.03%

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Correlation

-0.50.00.51.00.4

The correlation between VRSK and TXN is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

VRSK vs. TXN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Verisk Analytics, Inc. (VRSK) and Texas Instruments Incorporated (TXN). 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 VRSK, currently valued at 1.00, compared to the broader market-4.00-2.000.002.004.001.001.13
The chart of Sortino ratio for VRSK, currently valued at 1.41, compared to the broader market-4.00-2.000.002.004.001.411.70
The chart of Omega ratio for VRSK, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.20
The chart of Calmar ratio for VRSK, currently valued at 1.51, compared to the broader market0.002.004.006.001.511.63
The chart of Martin ratio for VRSK, currently valued at 3.80, compared to the broader market-10.000.0010.0020.0030.003.807.18
VRSK
TXN

The current VRSK Sharpe Ratio is 1.00, which is comparable to the TXN Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of VRSK and TXN, 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 Ratio0.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.00
1.13
VRSK
TXN

Dividends

VRSK vs. TXN - Dividend Comparison

VRSK's dividend yield for the trailing twelve months is around 0.53%, less than TXN's 2.65% yield.


TTM20232022202120202019201820172016201520142013
VRSK
Verisk Analytics, Inc.
0.53%0.57%0.70%0.51%0.52%0.67%0.00%0.00%0.00%0.00%0.00%0.00%
TXN
Texas Instruments Incorporated
2.65%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%2.44%

Drawdowns

VRSK vs. TXN - Drawdown Comparison

The maximum VRSK drawdown since its inception was -30.88%, smaller than the maximum TXN drawdown of -85.81%. Use the drawdown chart below to compare losses from any high point for VRSK and TXN. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.01%
-10.03%
VRSK
TXN

Volatility

VRSK vs. TXN - Volatility Comparison

The current volatility for Verisk Analytics, Inc. (VRSK) is 5.74%, while Texas Instruments Incorporated (TXN) has a volatility of 11.09%. This indicates that VRSK experiences smaller price fluctuations and is considered to be less risky than TXN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
5.74%
11.09%
VRSK
TXN

Financials

VRSK vs. TXN - Financials Comparison

This section allows you to compare key financial metrics between Verisk Analytics, Inc. and Texas Instruments Incorporated. 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