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REGN vs. VHT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between REGN and VHT is 0.45, 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.


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.

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Key characteristics

Sharpe Ratio

REGN:

-1.22

VHT:

-0.57

Sortino Ratio

REGN:

-1.78

VHT:

-0.65

Omega Ratio

REGN:

0.78

VHT:

0.92

Calmar Ratio

REGN:

-0.70

VHT:

-0.53

Martin Ratio

REGN:

-1.19

VHT:

-1.26

Ulcer Index

REGN:

32.96%

VHT:

7.02%

Daily Std Dev

REGN:

32.22%

VHT:

16.10%

Max Drawdown

REGN:

-91.81%

VHT:

-39.12%

Current Drawdown

REGN:

-50.20%

VHT:

-15.90%

Returns By Period

In the year-to-date period, REGN achieves a -15.98% return, which is significantly lower than VHT's -5.23% return. Over the past 10 years, REGN has underperformed VHT with an annualized return of 1.54%, while VHT has yielded a comparatively higher 7.10% annualized return.


REGN

YTD

-15.98%

1M

2.09%

6M

-19.61%

1Y

-39.16%

3Y*

-4.26%

5Y*

0.98%

10Y*

1.54%

VHT

YTD

-5.23%

1M

-2.35%

6M

-9.08%

1Y

-9.06%

3Y*

1.48%

5Y*

6.10%

10Y*

7.10%

*Annualized

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Regeneron Pharmaceuticals, Inc.

Vanguard Health Care ETF

Risk-Adjusted Performance

REGN vs. VHT — Risk-Adjusted Performance Rank

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

REGN
The Risk-Adjusted Performance Rank of REGN is 77
Overall Rank
The Sharpe Ratio Rank of REGN is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of REGN is 33
Sortino Ratio Rank
The Omega Ratio Rank of REGN is 55
Omega Ratio Rank
The Calmar Ratio Rank of REGN is 99
Calmar Ratio Rank
The Martin Ratio Rank of REGN is 1818
Martin Ratio Rank

VHT
The Risk-Adjusted Performance Rank of VHT is 33
Overall Rank
The Sharpe Ratio Rank of VHT is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of VHT is 33
Sortino Ratio Rank
The Omega Ratio Rank of VHT is 33
Omega Ratio Rank
The Calmar Ratio Rank of VHT is 22
Calmar Ratio Rank
The Martin Ratio Rank of VHT is 33
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.

REGN vs. VHT - Risk-Adjusted Performance 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.


The current REGN Sharpe Ratio is -1.22, which is lower than the VHT Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of REGN and VHT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

REGN vs. VHT - Dividend Comparison

REGN's dividend yield for the trailing twelve months is around 0.29%, less than VHT's 1.67% yield.


TTM20242023202220212020201920182017201620152014
REGN
Regeneron Pharmaceuticals, Inc.
0.29%0.00%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
1.67%1.53%1.36%1.33%1.14%1.21%1.89%1.38%1.31%1.45%1.22%1.02%

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. For additional features, visit the drawdowns tool.


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Volatility

REGN vs. VHT - Volatility Comparison

Regeneron Pharmaceuticals, Inc. (REGN) has a higher volatility of 16.83% compared to Vanguard Health Care ETF (VHT) at 7.50%. 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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