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

Performance

VRSN vs. VOO - Performance Comparison

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

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
4.78%
11.27%
VRSN
VOO

Returns By Period

In the year-to-date period, VRSN achieves a -12.18% return, which is significantly lower than VOO's 24.51% return. Over the past 10 years, VRSN has underperformed VOO with an annualized return of 11.58%, while VOO has yielded a comparatively higher 13.12% annualized return.


VRSN

YTD

-12.18%

1M

-3.30%

6M

5.93%

1Y

-13.59%

5Y (annualized)

-0.64%

10Y (annualized)

11.58%

VOO

YTD

24.51%

1M

0.61%

6M

11.38%

1Y

32.00%

5Y (annualized)

15.30%

10Y (annualized)

13.12%

Key characteristics


VRSNVOO
Sharpe Ratio-0.702.64
Sortino Ratio-0.893.53
Omega Ratio0.891.49
Calmar Ratio-0.363.81
Martin Ratio-0.8017.34
Ulcer Index15.59%1.86%
Daily Std Dev17.77%12.20%
Max Drawdown-98.37%-33.99%
Current Drawdown-29.32%-2.16%

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Correlation

-0.50.00.51.00.6

The correlation between VRSN and VOO is 0.60, 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.

Risk-Adjusted Performance

VRSN vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for VeriSign, Inc. (VRSN) and Vanguard S&P 500 ETF (VOO). 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 -0.70, compared to the broader market-4.00-2.000.002.004.00-0.702.64
The chart of Sortino ratio for VRSN, currently valued at -0.89, compared to the broader market-4.00-2.000.002.004.00-0.893.53
The chart of Omega ratio for VRSN, currently valued at 0.89, compared to the broader market0.501.001.502.000.891.49
The chart of Calmar ratio for VRSN, currently valued at -0.36, compared to the broader market0.002.004.006.00-0.363.81
The chart of Martin ratio for VRSN, currently valued at -0.80, compared to the broader market0.0010.0020.0030.00-0.8017.34
VRSN
VOO

The current VRSN Sharpe Ratio is -0.70, which is lower than the VOO Sharpe Ratio of 2.64. The chart below compares the historical Sharpe Ratios of VRSN and VOO, 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-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
-0.70
2.64
VRSN
VOO

Dividends

VRSN vs. VOO - Dividend Comparison

VRSN has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.26%.


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%
VOO
Vanguard S&P 500 ETF
1.26%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

VRSN vs. VOO - Drawdown Comparison

The maximum VRSN drawdown since its inception was -98.37%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for VRSN and VOO. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-29.32%
-2.16%
VRSN
VOO

Volatility

VRSN vs. VOO - Volatility Comparison

VeriSign, Inc. (VRSN) has a higher volatility of 5.81% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that VRSN's price experiences larger fluctuations and is considered to be riskier than VOO 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%JuneJulyAugustSeptemberOctoberNovember
5.81%
4.09%
VRSN
VOO