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BMRN vs. VRTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between BMRN and VRTX is 0.40, 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.


-0.50.00.51.00.4

Performance

BMRN vs. VRTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BioMarin Pharmaceutical Inc. (BMRN) and Vertex Pharmaceuticals Incorporated (VRTX). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
395.24%
3,261.40%
BMRN
VRTX

Key characteristics

Sharpe Ratio

BMRN:

-1.04

VRTX:

-0.10

Sortino Ratio

BMRN:

-1.29

VRTX:

0.03

Omega Ratio

BMRN:

0.80

VRTX:

1.00

Calmar Ratio

BMRN:

-0.56

VRTX:

-0.10

Martin Ratio

BMRN:

-1.62

VRTX:

-0.36

Ulcer Index

BMRN:

20.14%

VRTX:

6.68%

Daily Std Dev

BMRN:

31.53%

VRTX:

24.38%

Max Drawdown

BMRN:

-90.58%

VRTX:

-91.77%

Current Drawdown

BMRN:

-56.41%

VRTX:

-24.41%

Fundamentals

Market Cap

BMRN:

$12.81B

VRTX:

$120.84B

EPS

BMRN:

$1.66

VRTX:

-$1.88

PEG Ratio

BMRN:

0.42

VRTX:

1.23

Total Revenue (TTM)

BMRN:

$2.75B

VRTX:

$10.61B

Gross Profit (TTM)

BMRN:

$2.14B

VRTX:

$9.14B

EBITDA (TTM)

BMRN:

$507.32M

VRTX:

$517.70M

Returns By Period

In the year-to-date period, BMRN achieves a -32.59% return, which is significantly lower than VRTX's -4.00% return. Over the past 10 years, BMRN has underperformed VRTX with an annualized return of -3.51%, while VRTX has yielded a comparatively higher 12.87% annualized return.


BMRN

YTD

-32.59%

1M

4.89%

6M

-23.27%

1Y

-29.85%

5Y*

-5.18%

10Y*

-3.51%

VRTX

YTD

-4.00%

1M

-12.82%

6M

-17.14%

1Y

-2.41%

5Y*

12.12%

10Y*

12.87%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

BMRN vs. VRTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BioMarin Pharmaceutical Inc. (BMRN) and Vertex Pharmaceuticals Incorporated (VRTX). 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 BMRN, currently valued at -0.95, compared to the broader market-4.00-2.000.002.00-0.95-0.10
The chart of Sortino ratio for BMRN, currently valued at -1.16, compared to the broader market-4.00-2.000.002.004.00-1.160.03
The chart of Omega ratio for BMRN, currently valued at 0.82, compared to the broader market0.501.001.502.000.821.00
The chart of Calmar ratio for BMRN, currently valued at -0.51, compared to the broader market0.002.004.006.00-0.51-0.10
The chart of Martin ratio for BMRN, currently valued at -1.47, compared to the broader market0.0010.0020.00-1.47-0.36
BMRN
VRTX

The current BMRN Sharpe Ratio is -1.04, which is lower than the VRTX Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of BMRN and VRTX, 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-1.50-1.00-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.95
-0.10
BMRN
VRTX

Dividends

BMRN vs. VRTX - Dividend Comparison

Neither BMRN nor VRTX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BMRN vs. VRTX - Drawdown Comparison

The maximum BMRN drawdown since its inception was -90.58%, roughly equal to the maximum VRTX drawdown of -91.77%. Use the drawdown chart below to compare losses from any high point for BMRN and VRTX. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-56.41%
-24.41%
BMRN
VRTX

Volatility

BMRN vs. VRTX - Volatility Comparison

The current volatility for BioMarin Pharmaceutical Inc. (BMRN) is 8.36%, while Vertex Pharmaceuticals Incorporated (VRTX) has a volatility of 13.93%. This indicates that BMRN experiences smaller price fluctuations and is considered to be less risky than VRTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.36%
13.93%
BMRN
VRTX

Financials

BMRN vs. VRTX - Financials Comparison

This section allows you to compare key financial metrics between BioMarin Pharmaceutical Inc. and Vertex Pharmaceuticals Incorporated. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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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