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

Correlation

The correlation between MOH 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

MOH vs. VRTX - Performance Comparison

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

2,000.00%2,500.00%3,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,124.43%
2,917.53%
MOH
VRTX

Key characteristics

Sharpe Ratio

MOH:

-0.49

VRTX:

0.49

Sortino Ratio

MOH:

-0.55

VRTX:

0.79

Omega Ratio

MOH:

0.93

VRTX:

1.10

Calmar Ratio

MOH:

-0.55

VRTX:

0.79

Martin Ratio

MOH:

-0.97

VRTX:

1.67

Ulcer Index

MOH:

19.54%

VRTX:

6.34%

Daily Std Dev

MOH:

38.46%

VRTX:

21.50%

Max Drawdown

MOH:

-68.37%

VRTX:

-91.77%

Current Drawdown

MOH:

-29.30%

VRTX:

-13.40%

Fundamentals

Market Cap

MOH:

$16.69B

VRTX:

$120.84B

EPS

MOH:

$19.65

VRTX:

-$1.88

PEG Ratio

MOH:

-0.62

VRTX:

1.23

Total Revenue (TTM)

MOH:

$39.18B

VRTX:

$10.61B

Gross Profit (TTM)

MOH:

$4.64B

VRTX:

$9.14B

EBITDA (TTM)

MOH:

$1.82B

VRTX:

$517.70M

Returns By Period

In the year-to-date period, MOH achieves a -17.91% return, which is significantly lower than VRTX's 9.98% return. Over the past 10 years, MOH has outperformed VRTX with an annualized return of 18.59%, while VRTX has yielded a comparatively lower 14.21% annualized return.


MOH

YTD

-17.91%

1M

1.51%

6M

-3.05%

1Y

-17.44%

5Y*

17.36%

10Y*

18.59%

VRTX

YTD

9.98%

1M

-4.18%

6M

-4.23%

1Y

11.00%

5Y*

15.24%

10Y*

14.21%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

MOH vs. VRTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Molina Healthcare, Inc. (MOH) 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 MOH, currently valued at -0.49, compared to the broader market-4.00-2.000.002.00-0.490.49
The chart of Sortino ratio for MOH, currently valued at -0.55, compared to the broader market-4.00-2.000.002.004.00-0.550.79
The chart of Omega ratio for MOH, currently valued at 0.93, compared to the broader market0.501.001.502.000.931.10
The chart of Calmar ratio for MOH, currently valued at -0.55, compared to the broader market0.002.004.006.00-0.550.79
The chart of Martin ratio for MOH, currently valued at -0.97, compared to the broader market0.0010.0020.00-0.971.67
MOH
VRTX

The current MOH Sharpe Ratio is -0.49, which is lower than the VRTX Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of MOH 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.49
0.49
MOH
VRTX

Dividends

MOH vs. VRTX - Dividend Comparison

Neither MOH nor VRTX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

MOH vs. VRTX - Drawdown Comparison

The maximum MOH drawdown since its inception was -68.37%, smaller than the maximum VRTX drawdown of -91.77%. Use the drawdown chart below to compare losses from any high point for MOH and VRTX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-29.30%
-13.40%
MOH
VRTX

Volatility

MOH vs. VRTX - Volatility Comparison

Molina Healthcare, Inc. (MOH) has a higher volatility of 10.43% compared to Vertex Pharmaceuticals Incorporated (VRTX) at 8.17%. This indicates that MOH'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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.43%
8.17%
MOH
VRTX

Financials

MOH vs. VRTX - Financials Comparison

This section allows you to compare key financial metrics between Molina Healthcare, 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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