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

Correlation

The correlation between GMAB and VRTX is 0.21, 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.


-0.50.00.51.00.2

Performance

GMAB vs. VRTX - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-19.93%
-5.82%
GMAB
VRTX

Key characteristics

Sharpe Ratio

GMAB:

-0.68

VRTX:

0.41

Sortino Ratio

GMAB:

-0.83

VRTX:

0.68

Omega Ratio

GMAB:

0.90

VRTX:

1.10

Calmar Ratio

GMAB:

-0.34

VRTX:

0.44

Martin Ratio

GMAB:

-0.95

VRTX:

1.19

Ulcer Index

GMAB:

22.22%

VRTX:

8.66%

Daily Std Dev

GMAB:

30.80%

VRTX:

25.44%

Max Drawdown

GMAB:

-84.20%

VRTX:

-91.77%

Current Drawdown

GMAB:

-55.32%

VRTX:

-11.17%

Fundamentals

Market Cap

GMAB:

$13.53B

VRTX:

$118.84B

EPS

GMAB:

$1.69

VRTX:

-$2.07

PEG Ratio

GMAB:

0.75

VRTX:

1.28

Total Revenue (TTM)

GMAB:

$15.09B

VRTX:

$11.01B

Gross Profit (TTM)

GMAB:

$14.44B

VRTX:

$9.48B

EBITDA (TTM)

GMAB:

$4.86B

VRTX:

-$699.50M

Returns By Period

In the year-to-date period, GMAB achieves a 4.31% return, which is significantly lower than VRTX's 13.98% return. Over the past 10 years, GMAB has underperformed VRTX with an annualized return of 11.58%, while VRTX has yielded a comparatively higher 14.55% annualized return.


GMAB

YTD

4.31%

1M

4.66%

6M

-19.93%

1Y

-24.17%

5Y*

-2.75%

10Y*

11.58%

VRTX

YTD

13.98%

1M

8.77%

6M

-5.95%

1Y

8.72%

5Y*

13.18%

10Y*

14.55%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

GMAB vs. VRTX — Risk-Adjusted Performance Rank

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

GMAB
The Risk-Adjusted Performance Rank of GMAB is 1717
Overall Rank
The Sharpe Ratio Rank of GMAB is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of GMAB is 1313
Sortino Ratio Rank
The Omega Ratio Rank of GMAB is 1414
Omega Ratio Rank
The Calmar Ratio Rank of GMAB is 2525
Calmar Ratio Rank
The Martin Ratio Rank of GMAB is 2323
Martin Ratio Rank

VRTX
The Risk-Adjusted Performance Rank of VRTX is 5656
Overall Rank
The Sharpe Ratio Rank of VRTX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of VRTX is 4949
Sortino Ratio Rank
The Omega Ratio Rank of VRTX is 5050
Omega Ratio Rank
The Calmar Ratio Rank of VRTX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of VRTX is 5858
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.

GMAB vs. VRTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Genmab A/S (GMAB) 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 GMAB, currently valued at -0.68, compared to the broader market-2.000.002.004.00-0.680.39
The chart of Sortino ratio for GMAB, currently valued at -0.83, compared to the broader market-6.00-4.00-2.000.002.004.006.00-0.830.66
The chart of Omega ratio for GMAB, currently valued at 0.90, compared to the broader market0.501.001.502.000.901.09
The chart of Calmar ratio for GMAB, currently valued at -0.34, compared to the broader market0.002.004.006.00-0.340.42
The chart of Martin ratio for GMAB, currently valued at -0.95, compared to the broader market0.0010.0020.0030.00-0.951.13
GMAB
VRTX

The current GMAB Sharpe Ratio is -0.68, which is lower than the VRTX Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of GMAB 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-1.50-1.00-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.68
0.39
GMAB
VRTX

Dividends

GMAB vs. VRTX - Dividend Comparison

Neither GMAB nor VRTX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

GMAB vs. VRTX - Drawdown Comparison

The maximum GMAB drawdown since its inception was -84.20%, smaller than the maximum VRTX drawdown of -91.77%. Use the drawdown chart below to compare losses from any high point for GMAB and VRTX. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-55.32%
-11.17%
GMAB
VRTX

Volatility

GMAB vs. VRTX - Volatility Comparison

Genmab A/S (GMAB) has a higher volatility of 13.16% compared to Vertex Pharmaceuticals Incorporated (VRTX) at 8.58%. This indicates that GMAB's price experiences larger fluctuations and is considered to be riskier 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%16.00%SeptemberOctoberNovemberDecember2025February
13.16%
8.58%
GMAB
VRTX

Financials

GMAB vs. VRTX - Financials Comparison

This section allows you to compare key financial metrics between Genmab A/S 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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