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KRYS vs. VERX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

KRYS vs. VERX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Krystal Biotech, Inc. (KRYS) and Vertex, Inc. (VERX). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%60.00%JuneJulyAugustSeptemberOctoberNovember
11.95%
58.57%
KRYS
VERX

Returns By Period

In the year-to-date period, KRYS achieves a 46.94% return, which is significantly lower than VERX's 98.37% return.


KRYS

YTD

46.94%

1M

4.05%

6M

11.41%

1Y

78.68%

5Y (annualized)

27.42%

10Y (annualized)

N/A

VERX

YTD

98.37%

1M

26.91%

6M

61.06%

1Y

97.20%

5Y (annualized)

N/A

10Y (annualized)

N/A

Fundamentals


KRYSVERX
Market Cap$5.12B$8.16B
EPS$1.78$0.19
PE Ratio99.92275.32
Total Revenue (TTM)$241.52M$643.23M
Gross Profit (TTM)$220.04M$384.47M
EBITDA (TTM)$63.99M$94.67M

Key characteristics


KRYSVERX
Sharpe Ratio1.391.98
Sortino Ratio2.783.13
Omega Ratio1.321.42
Calmar Ratio3.492.47
Martin Ratio7.8411.30
Ulcer Index10.21%8.67%
Daily Std Dev57.41%49.47%
Max Drawdown-53.42%-75.40%
Current Drawdown-14.68%0.00%

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Correlation

-0.50.00.51.00.3

The correlation between KRYS and VERX 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.

Risk-Adjusted Performance

KRYS vs. VERX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Krystal Biotech, Inc. (KRYS) and Vertex, Inc. (VERX). 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 KRYS, currently valued at 1.39, compared to the broader market-4.00-2.000.002.004.001.391.98
The chart of Sortino ratio for KRYS, currently valued at 2.78, compared to the broader market-4.00-2.000.002.004.002.783.13
The chart of Omega ratio for KRYS, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.42
The chart of Calmar ratio for KRYS, currently valued at 3.49, compared to the broader market0.002.004.006.003.492.47
The chart of Martin ratio for KRYS, currently valued at 7.84, compared to the broader market0.0010.0020.0030.007.8411.30
KRYS
VERX

The current KRYS Sharpe Ratio is 1.39, which is comparable to the VERX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of KRYS and VERX, 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 Ratio0.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.39
1.98
KRYS
VERX

Dividends

KRYS vs. VERX - Dividend Comparison

Neither KRYS nor VERX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

KRYS vs. VERX - Drawdown Comparison

The maximum KRYS drawdown since its inception was -53.42%, smaller than the maximum VERX drawdown of -75.40%. Use the drawdown chart below to compare losses from any high point for KRYS and VERX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-14.68%
0
KRYS
VERX

Volatility

KRYS vs. VERX - Volatility Comparison

The current volatility for Krystal Biotech, Inc. (KRYS) is 13.49%, while Vertex, Inc. (VERX) has a volatility of 15.78%. This indicates that KRYS experiences smaller price fluctuations and is considered to be less risky than VERX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
13.49%
15.78%
KRYS
VERX

Financials

KRYS vs. VERX - Financials Comparison

This section allows you to compare key financial metrics between Krystal Biotech, Inc. and Vertex, Inc.. 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