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Vertex Pharmaceuticals Incorporated (VRTX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS92532F1003
CUSIP92532F100
SectorHealthcare
IndustryBiotechnology

Highlights

Market Cap$101.91B
EPS$13.89
PE Ratio28.39
PEG Ratio0.53
Revenue (TTM)$9.87B
Gross Profit (TTM)$5.32B
EBITDA (TTM)$4.48B
Year Range$316.43 - $448.40
Target Price$466.14
Short %1.54%
Short Ratio3.84

Share Price Chart


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Vertex Pharmaceuticals Incorporated

Popular comparisons: VRTX vs. LLY, VRTX vs. REGN, VRTX vs. SHEL, VRTX vs. XLE, VRTX vs. ABBV, VRTX vs. BX, VRTX vs. VTI, VRTX vs. CRWD, VRTX vs. VLO, VRTX vs. SCHD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Vertex Pharmaceuticals Incorporated, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


1,000.00%1,500.00%2,000.00%NovemberDecember2024FebruaryMarchApril
2,121.78%
1,223.32%
VRTX (Vertex Pharmaceuticals Incorporated)
Benchmark (^GSPC)

S&P 500

Returns By Period

Vertex Pharmaceuticals Incorporated had a return of -1.71% year-to-date (YTD) and 20.79% in the last 12 months. Over the past 10 years, Vertex Pharmaceuticals Incorporated had an annualized return of 20.14%, outperforming the S&P 500 benchmark which had an annualized return of 10.42%.


PeriodReturnBenchmark
Year-To-Date-1.71%5.05%
1 month-3.79%-4.27%
6 months8.77%18.82%
1 year20.79%21.22%
5 years (annualized)18.35%11.38%
10 years (annualized)20.14%10.42%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20246.51%-2.92%-0.65%
2023-0.17%4.13%-2.02%14.68%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of VRTX is 80, placing it in the top 20% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of VRTX is 8080
Vertex Pharmaceuticals Incorporated(VRTX)
The Sharpe Ratio Rank of VRTX is 7878Sharpe Ratio Rank
The Sortino Ratio Rank of VRTX is 7676Sortino Ratio Rank
The Omega Ratio Rank of VRTX is 7474Omega Ratio Rank
The Calmar Ratio Rank of VRTX is 9191Calmar Ratio Rank
The Martin Ratio Rank of VRTX is 8282Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Vertex Pharmaceuticals Incorporated (VRTX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


VRTX
Sharpe ratio
The chart of Sharpe ratio for VRTX, currently valued at 0.90, compared to the broader market-2.00-1.000.001.002.003.000.90
Sortino ratio
The chart of Sortino ratio for VRTX, currently valued at 1.58, compared to the broader market-4.00-2.000.002.004.001.58
Omega ratio
The chart of Omega ratio for VRTX, currently valued at 1.20, compared to the broader market0.501.001.501.20
Calmar ratio
The chart of Calmar ratio for VRTX, currently valued at 1.81, compared to the broader market0.001.002.003.004.005.001.81
Martin ratio
The chart of Martin ratio for VRTX, currently valued at 4.36, compared to the broader market0.0010.0020.0030.004.36
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-2.00-1.000.001.002.003.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market-4.00-2.000.002.004.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.501.001.501.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.001.002.003.004.005.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.007.21

Sharpe Ratio

The current Vertex Pharmaceuticals Incorporated Sharpe ratio is 0.90. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.90
1.81
VRTX (Vertex Pharmaceuticals Incorporated)
Benchmark (^GSPC)

Dividends

Dividend History


Vertex Pharmaceuticals Incorporated doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-10.35%
-4.64%
VRTX (Vertex Pharmaceuticals Incorporated)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Vertex Pharmaceuticals Incorporated. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Vertex Pharmaceuticals Incorporated was 91.77%, occurring on Nov 11, 2003. Recovery took 2677 trading sessions.

The current Vertex Pharmaceuticals Incorporated drawdown is 10.35%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-91.77%Nov 3, 2000757Nov 11, 20032677Jul 2, 20143434
-81.22%Jul 25, 1991228Jun 18, 1992993May 23, 19961221
-70.19%Feb 25, 1997383Aug 31, 1998363Feb 8, 2000746
-55.25%Mar 7, 200029Apr 14, 200043Jun 16, 200072
-49.1%Aug 20, 2015340Dec 22, 2016142Jul 19, 2017482

Volatility

Volatility Chart

The current Vertex Pharmaceuticals Incorporated volatility is 4.16%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2024FebruaryMarchApril
4.16%
3.30%
VRTX (Vertex Pharmaceuticals Incorporated)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Vertex Pharmaceuticals Incorporated over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

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Income Statement


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Balance Sheet
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TTM
Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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Total Operating Expenses

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Income

Income Before Tax

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Operating Income

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EBIT

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Earnings From Continuing Operations

0.00

Net Income

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Income Tax Expense

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Interest Expense

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Other Non-Operating Income (Expenses)

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Extraordinary Items

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Discontinued Operations

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Effect Of Accounting Charges

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Non Recurring

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Minority Interest

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Other Items

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Values in undefined except per share items