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

Correlation

The correlation between EXEL and VRTX is 0.46, 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.


Performance

EXEL vs. VRTX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

EXEL:

1.91

VRTX:

0.05

Sortino Ratio

EXEL:

2.65

VRTX:

0.34

Omega Ratio

EXEL:

1.37

VRTX:

1.05

Calmar Ratio

EXEL:

1.08

VRTX:

0.15

Martin Ratio

EXEL:

12.23

VRTX:

0.41

Ulcer Index

EXEL:

5.18%

VRTX:

8.81%

Daily Std Dev

EXEL:

34.96%

VRTX:

28.17%

Max Drawdown

EXEL:

-97.38%

VRTX:

-91.77%

Current Drawdown

EXEL:

-26.56%

VRTX:

-17.76%

Fundamentals

Market Cap

EXEL:

$10.06B

VRTX:

$109.14B

EPS

EXEL:

$1.76

VRTX:

-$3.83

PEG Ratio

EXEL:

2.27

VRTX:

1.19

PS Ratio

EXEL:

4.60

VRTX:

9.94

PB Ratio

EXEL:

4.52

VRTX:

6.77

Total Revenue (TTM)

EXEL:

$1.74B

VRTX:

$11.09B

Gross Profit (TTM)

EXEL:

$1.69B

VRTX:

$9.54B

EBITDA (TTM)

EXEL:

$650.08M

VRTX:

-$228.00M

Returns By Period

In the year-to-date period, EXEL achieves a 8.62% return, which is significantly higher than VRTX's 5.54% return. Over the past 10 years, EXEL has outperformed VRTX with an annualized return of 25.86%, while VRTX has yielded a comparatively lower 13.01% annualized return.


EXEL

YTD

8.62%

1M

4.96%

6M

-0.22%

1Y

69.26%

5Y*

5.71%

10Y*

25.86%

VRTX

YTD

5.54%

1M

-10.62%

6M

-17.76%

1Y

0.52%

5Y*

8.33%

10Y*

13.01%

*Annualized

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Risk-Adjusted Performance

EXEL vs. VRTX — Risk-Adjusted Performance Rank

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

EXEL
The Risk-Adjusted Performance Rank of EXEL is 9292
Overall Rank
The Sharpe Ratio Rank of EXEL is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of EXEL is 9292
Sortino Ratio Rank
The Omega Ratio Rank of EXEL is 9292
Omega Ratio Rank
The Calmar Ratio Rank of EXEL is 8585
Calmar Ratio Rank
The Martin Ratio Rank of EXEL is 9696
Martin Ratio Rank

VRTX
The Risk-Adjusted Performance Rank of VRTX is 5353
Overall Rank
The Sharpe Ratio Rank of VRTX is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of VRTX is 4747
Sortino Ratio Rank
The Omega Ratio Rank of VRTX is 4848
Omega Ratio Rank
The Calmar Ratio Rank of VRTX is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VRTX is 5757
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.

EXEL vs. VRTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Exelixis, Inc. (EXEL) 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.


The current EXEL Sharpe Ratio is 1.91, which is higher than the VRTX Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of EXEL 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.


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Dividends

EXEL vs. VRTX - Dividend Comparison

Neither EXEL nor VRTX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

EXEL vs. VRTX - Drawdown Comparison

The maximum EXEL drawdown since its inception was -97.38%, which is greater than VRTX's maximum drawdown of -91.77%. Use the drawdown chart below to compare losses from any high point for EXEL and VRTX. For additional features, visit the drawdowns tool.


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Volatility

EXEL vs. VRTX - Volatility Comparison

The current volatility for Exelixis, Inc. (EXEL) is 10.57%, while Vertex Pharmaceuticals Incorporated (VRTX) has a volatility of 13.00%. This indicates that EXEL 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.


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Financials

EXEL vs. VRTX - Financials Comparison

This section allows you to compare key financial metrics between Exelixis, 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


500.00M1.00B1.50B2.00B2.50B3.00B20212022202320242025
566.76M
2.77B
(EXEL) Total Revenue
(VRTX) Total Revenue
Values in USD except per share items

EXEL vs. VRTX - Profitability Comparison

The chart below illustrates the profitability comparison between Exelixis, Inc. and Vertex Pharmaceuticals Incorporated over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

86.0%88.0%90.0%92.0%94.0%96.0%98.0%20212022202320242025
96.5%
86.9%
(EXEL) Gross Margin
(VRTX) Gross Margin
EXEL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Exelixis, Inc. reported a gross profit of 546.79M and revenue of 566.76M. Therefore, the gross margin over that period was 96.5%.

VRTX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Vertex Pharmaceuticals Incorporated reported a gross profit of 2.41B and revenue of 2.77B. Therefore, the gross margin over that period was 86.9%.

EXEL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Exelixis, Inc. reported an operating income of 163.21M and revenue of 566.76M, resulting in an operating margin of 28.8%.

VRTX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Vertex Pharmaceuticals Incorporated reported an operating income of 630.10M and revenue of 2.77B, resulting in an operating margin of 22.8%.

EXEL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Exelixis, Inc. reported a net income of 139.86M and revenue of 566.76M, resulting in a net margin of 24.7%.

VRTX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Vertex Pharmaceuticals Incorporated reported a net income of 646.30M and revenue of 2.77B, resulting in a net margin of 23.3%.