REGN vs. VHT
Compare and contrast key facts about Regeneron Pharmaceuticals, Inc. (REGN) and Vanguard Health Care ETF (VHT).
VHT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Health Care 25/50 Index. It was launched on Jan 26, 2004.
Performance
REGN vs. VHT - Performance Comparison
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REGN vs. VHT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
REGN Regeneron Pharmaceuticals, Inc. | 0.82% | 8.96% | -18.90% | 21.73% | 14.25% | 30.72% | 28.66% | 0.53% | -0.65% | 2.42% |
VHT Vanguard Health Care ETF | -4.28% | 15.46% | 2.66% | 2.52% | -5.60% | 20.57% | 18.29% | 21.87% | 5.58% | 23.26% |
Returns By Period
In the year-to-date period, REGN achieves a 0.82% return, which is significantly higher than VHT's -4.28% return. Over the past 10 years, REGN has underperformed VHT with an annualized return of 6.80%, while VHT has yielded a comparatively higher 9.80% annualized return.
REGN
- 1D
- 0.60%
- 1M
- -1.71%
- YTD
- 0.82%
- 6M
- 29.87%
- 1Y
- 26.66%
- 3Y*
- -1.61%
- 5Y*
- 10.50%
- 10Y*
- 6.80%
VHT
- 1D
- 0.80%
- 1M
- -5.87%
- YTD
- -4.28%
- 6M
- 3.91%
- 1Y
- 7.48%
- 3Y*
- 6.44%
- 5Y*
- 5.25%
- 10Y*
- 9.80%
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Return for Risk
REGN vs. VHT — Risk / Return Rank
REGN
VHT
REGN vs. VHT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Regeneron Pharmaceuticals, Inc. (REGN) and Vanguard Health Care ETF (VHT). 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.
| REGN | VHT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.66 | 0.43 | +0.23 |
Sortino ratioReturn per unit of downside risk | 1.09 | 0.71 | +0.38 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.09 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.02 | 0.53 | +0.49 |
Martin ratioReturn relative to average drawdown | 2.62 | 1.25 | +1.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| REGN | VHT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 0.43 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.36 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | 0.58 | -0.37 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.56 | -0.39 |
Correlation
The correlation between REGN and VHT is 0.55, 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.
Dividends
REGN vs. VHT - Dividend Comparison
REGN's dividend yield for the trailing twelve months is around 0.46%, less than VHT's 1.71% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
REGN Regeneron Pharmaceuticals, Inc. | 0.46% | 0.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VHT Vanguard Health Care ETF | 1.71% | 1.61% | 1.53% | 1.36% | 1.33% | 1.14% | 1.21% | 1.89% | 1.38% | 1.31% | 1.45% | 1.22% |
Drawdowns
REGN vs. VHT - Drawdown Comparison
The maximum REGN drawdown since its inception was -91.81%, which is greater than VHT's maximum drawdown of -39.12%. Use the drawdown chart below to compare losses from any high point for REGN and VHT.
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Drawdown Indicators
| REGN | VHT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.81% | -39.12% | -52.69% |
Max Drawdown (1Y)Largest decline over 1 year | -22.67% | -10.40% | -12.27% |
Max Drawdown (5Y)Largest decline over 5 years | -59.69% | -17.71% | -41.98% |
Max Drawdown (10Y)Largest decline over 10 years | -59.69% | -28.85% | -30.84% |
Current DrawdownCurrent decline from peak | -34.89% | -7.31% | -27.58% |
Average DrawdownAverage peak-to-trough decline | -42.39% | -5.98% | -36.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.86% | 4.42% | +4.44% |
Volatility
REGN vs. VHT - Volatility Comparison
Regeneron Pharmaceuticals, Inc. (REGN) has a higher volatility of 8.45% compared to Vanguard Health Care ETF (VHT) at 5.14%. This indicates that REGN's price experiences larger fluctuations and is considered to be riskier than VHT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| REGN | VHT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.45% | 5.14% | +3.31% |
Volatility (6M)Calculated over the trailing 6-month period | 23.88% | 10.08% | +13.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 40.58% | 17.61% | +22.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.27% | 14.85% | +15.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.21% | 16.94% | +15.27% |