PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VRSN vs. DVA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


VRSNDVA
YTD Return-11.24%56.13%
1Y Return-8.78%66.24%
3Y Return (Ann)-6.28%10.19%
5Y Return (Ann)-0.64%21.50%
10Y Return (Ann)12.64%8.24%
Sharpe Ratio-0.451.80
Daily Std Dev18.41%34.21%
Max Drawdown-98.37%-92.91%
Current Drawdown-28.57%0.00%

Fundamentals


VRSNDVA
Market Cap$17.84B$13.72B
EPS$8.34$9.40
PE Ratio21.9217.40
PEG Ratio2.651.62
Total Revenue (TTM)$1.53B$12.52B
Gross Profit (TTM)$1.33B$3.73B
EBITDA (TTM)$1.09B$2.57B

Correlation

-0.50.00.51.00.2

The correlation between VRSN and DVA is 0.24, 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.

Performance

VRSN vs. DVA - Performance Comparison

In the year-to-date period, VRSN achieves a -11.24% return, which is significantly lower than DVA's 56.13% return. Over the past 10 years, VRSN has outperformed DVA with an annualized return of 12.64%, while DVA has yielded a comparatively lower 8.24% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%AprilMayJuneJulyAugustSeptember
3,277.05%
1,913.05%
VRSN
DVA

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

VRSN vs. DVA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VeriSign, Inc. (VRSN) and DaVita Inc. (DVA). 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.


VRSN
Sharpe ratio
The chart of Sharpe ratio for VRSN, currently valued at -0.45, compared to the broader market-4.00-2.000.002.00-0.45
Sortino ratio
The chart of Sortino ratio for VRSN, currently valued at -0.50, compared to the broader market-6.00-4.00-2.000.002.004.00-0.50
Omega ratio
The chart of Omega ratio for VRSN, currently valued at 0.94, compared to the broader market0.501.001.502.000.94
Calmar ratio
The chart of Calmar ratio for VRSN, currently valued at -0.24, compared to the broader market0.001.002.003.004.005.00-0.24
Martin ratio
The chart of Martin ratio for VRSN, currently valued at -0.59, compared to the broader market-10.00-5.000.005.0010.0015.0020.00-0.59
DVA
Sharpe ratio
The chart of Sharpe ratio for DVA, currently valued at 1.80, compared to the broader market-4.00-2.000.002.001.80
Sortino ratio
The chart of Sortino ratio for DVA, currently valued at 2.23, compared to the broader market-6.00-4.00-2.000.002.004.002.23
Omega ratio
The chart of Omega ratio for DVA, currently valued at 1.47, compared to the broader market0.501.001.502.001.47
Calmar ratio
The chart of Calmar ratio for DVA, currently valued at 1.36, compared to the broader market0.001.002.003.004.005.001.36
Martin ratio
The chart of Martin ratio for DVA, currently valued at 7.30, compared to the broader market-10.00-5.000.005.0010.0015.0020.007.30

VRSN vs. DVA - Sharpe Ratio Comparison

The current VRSN Sharpe Ratio is -0.45, which is lower than the DVA Sharpe Ratio of 1.80. The chart below compares the 12-month rolling Sharpe Ratio of VRSN and DVA.


Rolling 12-month Sharpe Ratio-1.000.001.002.00AprilMayJuneJulyAugustSeptember
-0.45
1.80
VRSN
DVA

Dividends

VRSN vs. DVA - Dividend Comparison

Neither VRSN nor DVA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VRSN vs. DVA - Drawdown Comparison

The maximum VRSN drawdown since its inception was -98.37%, which is greater than DVA's maximum drawdown of -92.91%. Use the drawdown chart below to compare losses from any high point for VRSN and DVA. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-28.57%
0
VRSN
DVA

Volatility

VRSN vs. DVA - Volatility Comparison

The current volatility for VeriSign, Inc. (VRSN) is 4.62%, while DaVita Inc. (DVA) has a volatility of 6.91%. This indicates that VRSN experiences smaller price fluctuations and is considered to be less risky than DVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
4.62%
6.91%
VRSN
DVA

Financials

VRSN vs. DVA - Financials Comparison

This section allows you to compare key financial metrics between VeriSign, Inc. and DaVita 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