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

Correlation

The correlation between VRSN and SPY is 0.53, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

VRSN vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VeriSign, Inc. (VRSN) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%NovemberDecember2025FebruaryMarchApril
4,419.05%
799.17%
VRSN
SPY

Key characteristics

Sharpe Ratio

VRSN:

1.48

SPY:

0.37

Sortino Ratio

VRSN:

2.08

SPY:

0.68

Omega Ratio

VRSN:

1.28

SPY:

1.10

Calmar Ratio

VRSN:

0.90

SPY:

0.38

Martin Ratio

VRSN:

6.30

SPY:

1.90

Ulcer Index

VRSN:

4.88%

SPY:

3.74%

Daily Std Dev

VRSN:

20.78%

SPY:

19.03%

Max Drawdown

VRSN:

-98.37%

SPY:

-55.19%

Current Drawdown

VRSN:

-4.42%

SPY:

-10.22%

Returns By Period

In the year-to-date period, VRSN achieves a 18.20% return, which is significantly higher than SPY's -6.11% return. Over the past 10 years, VRSN has outperformed SPY with an annualized return of 13.73%, while SPY has yielded a comparatively lower 12.02% annualized return.


VRSN

YTD

18.20%

1M

2.35%

6M

31.51%

1Y

28.96%

5Y*

4.54%

10Y*

13.73%

SPY

YTD

-6.11%

1M

-1.84%

6M

-4.33%

1Y

6.99%

5Y*

16.28%

10Y*

12.02%

*Annualized

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Risk-Adjusted Performance

VRSN vs. SPY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VRSN
The Risk-Adjusted Performance Rank of VRSN is 9191
Overall Rank
The Sharpe Ratio Rank of VRSN is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of VRSN is 9191
Sortino Ratio Rank
The Omega Ratio Rank of VRSN is 9090
Omega Ratio Rank
The Calmar Ratio Rank of VRSN is 8888
Calmar Ratio Rank
The Martin Ratio Rank of VRSN is 9393
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 7676
Overall Rank
The Sharpe Ratio Rank of SPY is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 7575
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 7676
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 7979
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 7777
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.

VRSN vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VeriSign, Inc. (VRSN) and SPDR S&P 500 ETF (SPY). 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 VRSN, currently valued at 1.48, compared to the broader market-2.00-1.000.001.002.00
VRSN: 1.48
SPY: 0.37
The chart of Sortino ratio for VRSN, currently valued at 2.08, compared to the broader market-6.00-4.00-2.000.002.004.00
VRSN: 2.08
SPY: 0.68
The chart of Omega ratio for VRSN, currently valued at 1.28, compared to the broader market0.501.001.502.00
VRSN: 1.28
SPY: 1.10
The chart of Calmar ratio for VRSN, currently valued at 0.90, compared to the broader market0.001.002.003.004.00
VRSN: 0.90
SPY: 0.38
The chart of Martin ratio for VRSN, currently valued at 6.30, compared to the broader market-10.000.0010.0020.00
VRSN: 6.30
SPY: 1.90

The current VRSN Sharpe Ratio is 1.48, which is higher than the SPY Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of VRSN and SPY, 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 Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.48
0.37
VRSN
SPY

Dividends

VRSN vs. SPY - Dividend Comparison

VRSN has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.31%.


TTM20242023202220212020201920182017201620152014
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%
SPY
SPDR S&P 500 ETF
1.31%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

VRSN vs. SPY - Drawdown Comparison

The maximum VRSN drawdown since its inception was -98.37%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for VRSN and SPY. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.42%
-10.22%
VRSN
SPY

Volatility

VRSN vs. SPY - Volatility Comparison

The current volatility for VeriSign, Inc. (VRSN) is 8.97%, while SPDR S&P 500 ETF (SPY) has a volatility of 13.87%. This indicates that VRSN experiences smaller price fluctuations and is considered to be less risky than SPY 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%14.00%NovemberDecember2025FebruaryMarchApril
8.97%
13.87%
VRSN
SPY
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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