REGN vs. VHT

Last updated Aug 1, 2026

REGN (Regeneron Pharmaceuticals, Inc.) is a stock, while VHT (Vanguard Health Care ETF) is Health & Biotech Equities fund tracking the MSCI US Investable Market Health Care 25/50 Index. Over the past 10 years, REGN returned 5.86%/yr vs 9.89%/yr for VHT. Their 0.55 correlation means they have sometimes moved together and sometimes differently.

Performance

REGN vs. VHT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Regeneron Pharmaceuticals, Inc. (REGN) and Vanguard Health Care ETF (VHT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, REGN achieves a -0.93% return, which is significantly lower than VHT's 6.65% return. Over the past 10 years, REGN has underperformed VHT with an annualized return of 5.86%, while VHT has yielded a comparatively higher 9.89% annualized return.

REGN

• 1D: 3.29%
• 1M: 16.56%
• 6M: 3.13%
• YTD: -0.93%
• 1Y: 37.21%
• 3Y*: 1.33%
• 5Y*: 6.00%
• 10Y*: 5.86%
• ALL TIME*: 10.58%

VHT

• 1D: -0.76%
• 1M: -1.17%
• 6M: 6.86%
• YTD: 6.65%
• 1Y: 27.92%
• 3Y*: 9.09%
• 5Y*: 5.06%
• 10Y*: 9.89%
• ALL TIME*: 9.92%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
REGN Regeneron Pharmaceuticals, Inc.	$627.96M	$543.64M	$654.59M
VHT Vanguard Health Care ETF	$66.49M	$76.90M	$73.37M

REGN vs. VHT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
REGN Regeneron Pharmaceuticals, Inc.	-0.93%	8.96%	-18.90%	21.73%	14.25%	30.72%	28.66%	0.53%	-0.65%	2.42%
VHT Vanguard Health Care ETF	6.65%	15.46%	2.66%	2.52%	-5.60%	20.57%	18.29%	21.87%	5.58%	23.26%

Correlation

The correlation between REGN and VHT is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.57
Correlation (3Y) Balances recent behavior with more history.	0.58
Correlation (5Y) Shows whether the relationship held over a longer period.	0.59
Correlation (10Y) Provides a long-term view across more market conditions.	0.57
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004	0.55

The correlation between REGN and VHT has been stable across timeframes, ranging from 0.55 to 0.59 - a consistent structural relationship.

Return for Risk

REGN vs. VHT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

REGN

REGN Risk / Return Rank: 76
REGN Sharpe Ratio Rank: 80
REGN Sortino Ratio Rank: 77
REGN Omega Ratio Rank: 76
REGN Calmar Ratio Rank: 75
REGN Martin Ratio Rank: 74

VHT

VHT Risk / Return Rank: 77
VHT Sharpe Ratio Rank: 82
VHT Sortino Ratio Rank: 87
VHT Omega Ratio Rank: 78
VHT Calmar Ratio Rank: 78
VHT Martin Ratio Rank: 58

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	REGN	VHT	Difference
Sharpe ratio: Return per unit of total volatility	1.21	1.89	-0.68
Sortino ratio: Return per unit of downside risk	1.84	2.91	-1.07
Omega ratio: Gain probability vs. loss probability	1.23	1.33	-0.10
Calmar ratio: Return relative to maximum drawdown	1.58	2.74	-1.17
Martin ratio: Return relative to average drawdown	3.73	6.79	-3.06

REGN vs. VHT - Sharpe Ratio Comparison

The current REGN Sharpe Ratio is 1.21, which is lower than the VHT Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of REGN and VHT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	REGN	VHT	Difference
Max Drawdown Largest peak-to-trough decline	-91.81%	-39.12%	-52.69%
Max Drawdown (1Y) Largest decline over 1 year	-25.85%	-10.40%	-15.45%
Max Drawdown (3Y) Largest decline over 3 years	-59.69%	-16.91%	-42.78%
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 Drawdown Current decline from peak	-36.02%	-2.69%	-33.33%
Average Drawdown Average peak-to-trough decline	-42.46%	-5.96%	-36.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.91%	4.19%	+6.72%

Volatility

REGN vs. VHT - Volatility Comparison

Regeneron Pharmaceuticals, Inc. (REGN) has a higher volatility of 10.81% compared to Vanguard Health Care ETF (VHT) at 5.54%. 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.

Volatility by Period

	REGN	VHT	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.81%	5.54%	+5.27%
Volatility (6M) Calculated over the trailing 6-month period	23.41%	11.64%	+11.77%
Volatility (1Y) Calculated over the trailing 1-year period	33.82%	15.35%	+18.47%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.10%	15.25%	+15.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.17%	17.02%	+15.15%

Dividends

REGN vs. VHT - Dividend Comparison

REGN's dividend yield for the trailing twelve months is around 0.48%, less than VHT's 1.55% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
REGN Regeneron Pharmaceuticals, Inc.	0.48%	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	1.55%	1.61%	1.53%	1.36%	1.33%	1.14%	1.21%	1.89%	1.38%	1.31%	1.45%	1.22%

Frequently Asked Questions

Can I hold both REGN and VHT in my portfolio?

REGN and VHT have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, REGN or VHT?

REGN has higher volatility (10.81%) compared to VHT (5.54%). In terms of maximum drawdown, REGN dropped -91.81% vs VHT's -39.12%.

Which has better risk-adjusted returns?

VHT currently has the higher Sharpe Ratio (1.89 vs 1.21), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.