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VCYT vs. SRPT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between VCYT and SRPT is 0.29, 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

VCYT vs. SRPT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Veracyte, Inc. (VCYT) and Sarepta Therapeutics, Inc. (SRPT). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%SeptemberOctoberNovemberDecember2025February
48.61%
-10.56%
VCYT
SRPT

Key characteristics

Sharpe Ratio

VCYT:

1.46

SRPT:

-0.22

Sortino Ratio

VCYT:

2.33

SRPT:

-0.02

Omega Ratio

VCYT:

1.27

SRPT:

1.00

Calmar Ratio

VCYT:

1.01

SRPT:

-0.26

Martin Ratio

VCYT:

5.85

SRPT:

-0.57

Ulcer Index

VCYT:

13.23%

SRPT:

18.84%

Daily Std Dev

VCYT:

53.04%

SRPT:

48.31%

Max Drawdown

VCYT:

-81.19%

SRPT:

-98.17%

Current Drawdown

VCYT:

-46.55%

SRPT:

-37.28%

Fundamentals

Market Cap

VCYT:

$3.37B

SRPT:

$11.37B

EPS

VCYT:

-$0.13

SRPT:

$1.54

PEG Ratio

VCYT:

0.00

SRPT:

159.25

Total Revenue (TTM)

VCYT:

$327.13M

SRPT:

$1.24B

Gross Profit (TTM)

VCYT:

$215.32M

SRPT:

$1.05B

EBITDA (TTM)

VCYT:

$37.55M

SRPT:

$119.07M

Returns By Period

In the year-to-date period, VCYT achieves a 9.85% return, which is significantly higher than SRPT's -7.80% return. Over the past 10 years, VCYT has underperformed SRPT with an annualized return of 17.82%, while SRPT has yielded a comparatively higher 24.78% annualized return.


VCYT

YTD

9.85%

1M

2.38%

6M

45.15%

1Y

78.57%

5Y*

10.89%

10Y*

17.82%

SRPT

YTD

-7.80%

1M

-9.94%

6M

-17.81%

1Y

-11.06%

5Y*

-1.10%

10Y*

24.78%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

VCYT vs. SRPT — Risk-Adjusted Performance Rank

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

VCYT
The Risk-Adjusted Performance Rank of VCYT is 8282
Overall Rank
The Sharpe Ratio Rank of VCYT is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of VCYT is 8484
Sortino Ratio Rank
The Omega Ratio Rank of VCYT is 7979
Omega Ratio Rank
The Calmar Ratio Rank of VCYT is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VCYT is 8383
Martin Ratio Rank

SRPT
The Risk-Adjusted Performance Rank of SRPT is 3232
Overall Rank
The Sharpe Ratio Rank of SRPT is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of SRPT is 3131
Sortino Ratio Rank
The Omega Ratio Rank of SRPT is 3131
Omega Ratio Rank
The Calmar Ratio Rank of SRPT is 3030
Calmar Ratio Rank
The Martin Ratio Rank of SRPT is 3434
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.

VCYT vs. SRPT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Veracyte, Inc. (VCYT) and Sarepta Therapeutics, Inc. (SRPT). 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 VCYT, currently valued at 1.46, compared to the broader market-2.000.002.004.001.46-0.22
The chart of Sortino ratio for VCYT, currently valued at 2.33, compared to the broader market-4.00-2.000.002.004.002.33-0.02
The chart of Omega ratio for VCYT, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.00
The chart of Calmar ratio for VCYT, currently valued at 1.01, compared to the broader market0.002.004.006.001.01-0.26
The chart of Martin ratio for VCYT, currently valued at 5.85, compared to the broader market-30.00-20.00-10.000.0010.0020.0030.005.85-0.57
VCYT
SRPT

The current VCYT Sharpe Ratio is 1.46, which is higher than the SRPT Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of VCYT and SRPT, 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 Ratio0.000.501.001.50SeptemberOctoberNovemberDecember2025February
1.46
-0.22
VCYT
SRPT

Dividends

VCYT vs. SRPT - Dividend Comparison

Neither VCYT nor SRPT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VCYT vs. SRPT - Drawdown Comparison

The maximum VCYT drawdown since its inception was -81.19%, smaller than the maximum SRPT drawdown of -98.17%. Use the drawdown chart below to compare losses from any high point for VCYT and SRPT. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%SeptemberOctoberNovemberDecember2025February
-46.55%
-37.28%
VCYT
SRPT

Volatility

VCYT vs. SRPT - Volatility Comparison

Veracyte, Inc. (VCYT) has a higher volatility of 14.24% compared to Sarepta Therapeutics, Inc. (SRPT) at 10.56%. This indicates that VCYT's price experiences larger fluctuations and is considered to be riskier than SRPT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%SeptemberOctoberNovemberDecember2025February
14.24%
10.56%
VCYT
SRPT

Financials

VCYT vs. SRPT - Financials Comparison

This section allows you to compare key financial metrics between Veracyte, Inc. and Sarepta Therapeutics, Inc.. 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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