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VRSN vs. IVV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VRSNIVV
YTD Return-11.24%19.04%
1Y Return-8.78%26.62%
3Y Return (Ann)-6.28%9.85%
5Y Return (Ann)-0.64%15.18%
10Y Return (Ann)12.64%12.93%
Sharpe Ratio-0.452.19
Daily Std Dev18.41%12.70%
Max Drawdown-98.37%-55.25%
Current Drawdown-28.57%-0.51%

Correlation

-0.50.00.51.00.6

The correlation between VRSN and IVV is 0.56, 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.

Performance

VRSN vs. IVV - Performance Comparison

In the year-to-date period, VRSN achieves a -11.24% return, which is significantly lower than IVV's 19.04% return. Both investments have delivered pretty close results over the past 10 years, with VRSN having a 12.64% annualized return and IVV not far ahead at 12.93%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


100.00%200.00%300.00%400.00%500.00%AprilMayJuneJulyAugustSeptember
72.23%
526.40%
VRSN
IVV

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Risk-Adjusted Performance

VRSN vs. IVV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VeriSign, Inc. (VRSN) and iShares Core S&P 500 ETF (IVV). 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 0.91, compared to the broader market0.501.001.502.000.91
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
IVV
Sharpe ratio
The chart of Sharpe ratio for IVV, currently valued at 2.19, compared to the broader market-4.00-2.000.002.002.19
Sortino ratio
The chart of Sortino ratio for IVV, currently valued at 2.94, compared to the broader market-6.00-4.00-2.000.002.004.002.94
Omega ratio
The chart of Omega ratio for IVV, currently valued at 1.32, compared to the broader market0.501.001.502.001.32
Calmar ratio
The chart of Calmar ratio for IVV, currently valued at 2.39, compared to the broader market0.001.002.003.004.005.002.39
Martin ratio
The chart of Martin ratio for IVV, currently valued at 10.57, compared to the broader market-10.00-5.000.005.0010.0015.0020.0010.57

VRSN vs. IVV - Sharpe Ratio Comparison

The current VRSN Sharpe Ratio is -0.45, which is lower than the IVV Sharpe Ratio of 2.19. The chart below compares the 12-month rolling Sharpe Ratio of VRSN and IVV.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
-0.45
2.19
VRSN
IVV

Dividends

VRSN vs. IVV - Dividend Comparison

VRSN has not paid dividends to shareholders, while IVV's dividend yield for the trailing twelve months is around 1.27%.


TTM20232022202120202019201820172016201520142013
VRSN
VeriSign, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IVV
iShares Core S&P 500 ETF
1.27%1.44%1.66%1.20%1.57%1.99%2.20%1.75%2.01%2.26%1.82%1.80%

Drawdowns

VRSN vs. IVV - Drawdown Comparison

The maximum VRSN drawdown since its inception was -98.37%, which is greater than IVV's maximum drawdown of -55.25%. Use the drawdown chart below to compare losses from any high point for VRSN and IVV. 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%
-0.51%
VRSN
IVV

Volatility

VRSN vs. IVV - Volatility Comparison

VeriSign, Inc. (VRSN) has a higher volatility of 4.62% compared to iShares Core S&P 500 ETF (IVV) at 4.26%. This indicates that VRSN's price experiences larger fluctuations and is considered to be riskier than IVV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%AprilMayJuneJulyAugustSeptember
4.62%
4.26%
VRSN
IVV