# VZ Risk-Adjusted Performance Profile

Advisory: Descriptive market-risk statistics - not investment advice; past performance does not indicate future results. Informational only - not investment advice.

Window: 3y ending 2026-06-30. Benchmark: SPY. Pack hash: 167c9d6b554490fdb367242b254343239a5956a947e6b63f867492098768e35f.

## Return & risk

For VZ over the pinned 3y window ending 2026-06-30, lmfin computes annualized return 13.83%, annualized volatility 23.27%, and maximum drawdown -16.36%. These are historical price statistics for the stated window.

Daily tail statistics for the same window are -1.98% for 95% VaR and -3.27% for 95% CVaR.

## Risk-adjusted ratios

lmfin computes Sharpe 0.43, Sortino 0.63, and Calmar 0.72 from the pinned return series. grepcent reports them as mechanical ratios, not as a rating.

## Market sensitivity vs SPY

Against SPY over the same window, lmfin computes beta 0.03 and alpha 9.43%. Up capture is 0.12 and down capture is -0.03.

## Fundamentals pairing

To pair the market-risk profile with grepcent's verified business data, VZ's latest reported revenue is 138,191,000,000, net margin is 12.43%, and return on equity is 16.24%.

## Return and risk statistics

| Metric | Value | Window | End |
| --- | --- | --- | --- |
| Annualized return | 13.83% | 3y | 2026-06-30 |
| Annualized volatility | 23.27% | 3y | 2026-06-30 |
| Maximum drawdown | -16.36% | 3y | 2026-06-30 |
| 95% daily VaR | -1.98% | 3y | 2026-06-30 |
| 95% daily CVaR | -3.27% | 3y | 2026-06-30 |

## Ratios and SPY sensitivity

| Metric | Value | Window | End |
| --- | --- | --- | --- |
| Sharpe ratio | 0.43 | 3y | 2026-06-30 |
| Sortino ratio | 0.63 | 3y | 2026-06-30 |
| Calmar ratio | 0.72 | 3y | 2026-06-30 |
| Beta vs SPY | 0.03 | 3y | 2026-06-30 |
| Alpha vs SPY | 9.43% | 3y | 2026-06-30 |
| Up capture vs SPY | 0.12 | 3y | 2026-06-30 |
| Down capture vs SPY | -0.03 | 3y | 2026-06-30 |

## Verified fundamentals paired with the profile

| Metric | Value | Period end | Source |
| --- | --- | --- | --- |
| Revenue | 138,191,000,000 | 2025-12-31 | 0000732712-26-000007 |
| Net margin | 12.43% | 2025-12-31 | 0000732712-26-000007 |
| Return on equity | 16.24% | 2025-12-31 | 0000732712-26-000007 |

## Provenance

lmfin: lmfin 0.1.0. Command: lmfin perf VZ --vs SPY --window 3y --end 2026-06-30 --json. Price source: yahoo; price field: adjusted_close; window start: 2023-06-30; window end: 2026-06-30. Risk-free rate input: 0.0387. Price-based statistics are computed by lmfin from Yahoo adjusted-close data over the pinned window. Fundamentals are grepcent verified SEC companyfacts. Descriptive data, not advice. Pack hash: 167c9d6b554490fdb367242b254343239a5956a947e6b63f867492098768e35f.