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

Correlation

The correlation between BX and VRTX is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

BX vs. VRTX - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
31.31%
-15.71%
BX
VRTX

Key characteristics

Sharpe Ratio

BX:

1.73

VRTX:

-0.17

Sortino Ratio

BX:

2.31

VRTX:

-0.07

Omega Ratio

BX:

1.28

VRTX:

0.99

Calmar Ratio

BX:

2.94

VRTX:

-0.18

Martin Ratio

BX:

8.51

VRTX:

-0.51

Ulcer Index

BX:

5.94%

VRTX:

8.32%

Daily Std Dev

BX:

29.18%

VRTX:

24.56%

Max Drawdown

BX:

-87.65%

VRTX:

-91.77%

Current Drawdown

BX:

-12.01%

VRTX:

-20.34%

Fundamentals

Market Cap

BX:

$205.36B

VRTX:

$106.01B

EPS

BX:

$2.91

VRTX:

-$1.89

PEG Ratio

BX:

2.09

VRTX:

1.08

Total Revenue (TTM)

BX:

$7.11B

VRTX:

$8.09B

Gross Profit (TTM)

BX:

$5.64B

VRTX:

$6.99B

EBITDA (TTM)

BX:

$3.31B

VRTX:

-$699.50M

Returns By Period

In the year-to-date period, BX achieves a 1.58% return, which is significantly lower than VRTX's 2.22% return. Over the past 10 years, BX has outperformed VRTX with an annualized return of 24.40%, while VRTX has yielded a comparatively lower 12.90% annualized return.


BX

YTD

1.58%

1M

-7.07%

6M

31.31%

1Y

51.90%

5Y*

28.12%

10Y*

24.40%

VRTX

YTD

2.22%

1M

-11.23%

6M

-15.81%

1Y

-5.02%

5Y*

11.87%

10Y*

12.90%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

BX vs. VRTX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BX
The Risk-Adjusted Performance Rank of BX is 8989
Overall Rank
The Sharpe Ratio Rank of BX is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of BX is 8686
Sortino Ratio Rank
The Omega Ratio Rank of BX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of BX is 9595
Calmar Ratio Rank
The Martin Ratio Rank of BX is 9090
Martin Ratio Rank

VRTX
The Risk-Adjusted Performance Rank of VRTX is 3636
Overall Rank
The Sharpe Ratio Rank of VRTX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of VRTX is 3333
Sortino Ratio Rank
The Omega Ratio Rank of VRTX is 3333
Omega Ratio Rank
The Calmar Ratio Rank of VRTX is 3737
Calmar Ratio Rank
The Martin Ratio Rank of VRTX is 3939
Martin 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.

BX vs. VRTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Blackstone Group Inc. (BX) 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 BX, currently valued at 1.73, compared to the broader market-2.000.002.001.73-0.20
The chart of Sortino ratio for BX, currently valued at 2.31, compared to the broader market-4.00-2.000.002.004.002.31-0.11
The chart of Omega ratio for BX, currently valued at 1.28, compared to the broader market0.501.001.502.001.280.98
The chart of Calmar ratio for BX, currently valued at 2.94, compared to the broader market0.002.004.006.002.94-0.22
The chart of Martin ratio for BX, currently valued at 8.51, compared to the broader market-30.00-20.00-10.000.0010.0020.008.51-0.60
BX
VRTX

The current BX Sharpe Ratio is 1.73, which is higher than the VRTX Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of BX 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 Ratio0.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
1.73
-0.20
BX
VRTX

Dividends

BX vs. VRTX - Dividend Comparison

BX's dividend yield for the trailing twelve months is around 1.97%, while VRTX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
BX
The Blackstone Group Inc.
1.97%2.00%2.54%6.66%2.76%2.95%3.43%8.12%7.25%8.44%9.92%5.68%
VRTX
Vertex Pharmaceuticals Incorporated
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BX vs. VRTX - Drawdown Comparison

The maximum BX drawdown since its inception was -87.65%, roughly equal to the maximum VRTX drawdown of -91.77%. Use the drawdown chart below to compare losses from any high point for BX and VRTX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-12.01%
-20.34%
BX
VRTX

Volatility

BX vs. VRTX - Volatility Comparison

The current volatility for The Blackstone Group Inc. (BX) is 10.92%, while Vertex Pharmaceuticals Incorporated (VRTX) has a volatility of 13.74%. This indicates that BX 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.


4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
10.92%
13.74%
BX
VRTX

Financials

BX vs. VRTX - Financials Comparison

This section allows you to compare key financial metrics between The Blackstone Group 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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