VRN vs SPY 1 Year Daily ReturnsVRN has a beta of 1.08. In the past year, VRN has been more volatile than the S&P500.

VRN Historical BetaSince 2024-06-07, the beta for VRN changed by -0.11 and had an average of 1.12.

VRN Sharpe RatioVRN has a 1 year sharpe of -0.83 which is -1.23 compared to the S&P500.

VRN Daily P/L Normal Distribution

VRN 1 Year DrawdownVRN had a max drawdown of 45.59% in the previous year.

VRN Yearly Drawdown DurationVRN has an average drawdown duration of 25.15 days every year.