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

Correlation

The correlation between REGN and VRTX is 0.35, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

REGN vs. VRTX - Performance Comparison

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

2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%NovemberDecember2025FebruaryMarchApril
5,501.85%
2,536.78%
REGN
VRTX

Key characteristics

Sharpe Ratio

REGN:

-1.48

VRTX:

0.63

Sortino Ratio

REGN:

-2.13

VRTX:

0.95

Omega Ratio

REGN:

0.74

VRTX:

1.14

Calmar Ratio

REGN:

-0.76

VRTX:

0.69

Martin Ratio

REGN:

-1.46

VRTX:

1.90

Ulcer Index

REGN:

27.12%

VRTX:

8.47%

Daily Std Dev

REGN:

26.80%

VRTX:

25.58%

Max Drawdown

REGN:

-91.81%

VRTX:

-91.77%

Current Drawdown

REGN:

-52.22%

VRTX:

-8.15%

Fundamentals

Market Cap

REGN:

$62.69B

VRTX:

$122.02B

EPS

REGN:

$38.36

VRTX:

-$2.09

PEG Ratio

REGN:

0.91

VRTX:

1.30

Total Revenue (TTM)

REGN:

$11.06B

VRTX:

$8.32B

Gross Profit (TTM)

REGN:

$9.40B

VRTX:

$7.13B

EBITDA (TTM)

REGN:

$3.94B

VRTX:

-$856.70M

Returns By Period

In the year-to-date period, REGN achieves a -19.39% return, which is significantly lower than VRTX's 17.86% return. Over the past 10 years, REGN has underperformed VRTX with an annualized return of 2.66%, while VRTX has yielded a comparatively higher 14.73% annualized return.


REGN

YTD

-19.39%

1M

-16.55%

6M

-43.31%

1Y

-38.72%

5Y*

3.09%

10Y*

2.66%

VRTX

YTD

17.86%

1M

-3.46%

6M

4.24%

1Y

17.48%

5Y*

14.81%

10Y*

14.73%

*Annualized

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Risk-Adjusted Performance

REGN vs. VRTX — 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 66
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 44
Omega Ratio Rank
The Calmar Ratio Rank of REGN is 99
Calmar Ratio Rank
The Martin Ratio Rank of REGN is 1414
Martin Ratio Rank

VRTX
The Risk-Adjusted Performance Rank of VRTX is 7373
Overall Rank
The Sharpe Ratio Rank of VRTX is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of VRTX is 6767
Sortino Ratio Rank
The Omega Ratio Rank of VRTX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VRTX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of VRTX is 7474
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. VRTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Regeneron Pharmaceuticals, Inc. (REGN) 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 REGN, currently valued at -1.48, compared to the broader market-2.00-1.000.001.002.00
REGN: -1.48
VRTX: 0.63
The chart of Sortino ratio for REGN, currently valued at -2.13, compared to the broader market-6.00-4.00-2.000.002.004.00
REGN: -2.13
VRTX: 0.95
The chart of Omega ratio for REGN, currently valued at 0.74, compared to the broader market0.501.001.502.00
REGN: 0.74
VRTX: 1.14
The chart of Calmar ratio for REGN, currently valued at -0.76, compared to the broader market0.001.002.003.004.00
REGN: -0.76
VRTX: 0.69
The chart of Martin ratio for REGN, currently valued at -1.46, compared to the broader market-10.000.0010.0020.00
REGN: -1.46
VRTX: 1.90

The current REGN Sharpe Ratio is -1.48, which is lower than the VRTX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of REGN 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-2.00-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
-1.48
0.63
REGN
VRTX

Dividends

REGN vs. VRTX - Dividend Comparison

REGN's dividend yield for the trailing twelve months is around 0.15%, while VRTX has not paid dividends to shareholders.


TTM
REGN
Regeneron Pharmaceuticals, Inc.
0.15%
VRTX
Vertex Pharmaceuticals Incorporated
0.00%

Drawdowns

REGN vs. VRTX - Drawdown Comparison

The maximum REGN drawdown since its inception was -91.81%, roughly equal to the maximum VRTX drawdown of -91.77%. Use the drawdown chart below to compare losses from any high point for REGN and VRTX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-52.22%
-8.15%
REGN
VRTX

Volatility

REGN vs. VRTX - Volatility Comparison

Regeneron Pharmaceuticals, Inc. (REGN) has a higher volatility of 11.68% compared to Vertex Pharmaceuticals Incorporated (VRTX) at 6.30%. This indicates that REGN'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.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.68%
6.30%
REGN
VRTX

Financials

REGN vs. VRTX - Financials Comparison

This section allows you to compare key financial metrics between Regeneron Pharmaceuticals, 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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