PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VERX vs. KRYS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between VERX and KRYS is 0.27, 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: 0.3

Performance

VERX vs. KRYS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vertex, Inc. (VERX) and Krystal Biotech, Inc. (KRYS). The values are adjusted to include any dividend payments, if applicable.

0.00%100.00%200.00%300.00%400.00%NovemberDecember2025FebruaryMarchApril
64.02%
307.37%
VERX
KRYS

Key characteristics

Sharpe Ratio

VERX:

0.72

KRYS:

-0.02

Sortino Ratio

VERX:

1.16

KRYS:

0.27

Omega Ratio

VERX:

1.18

KRYS:

1.03

Calmar Ratio

VERX:

0.67

KRYS:

-0.03

Martin Ratio

VERX:

1.91

KRYS:

-0.06

Ulcer Index

VERX:

16.54%

KRYS:

15.85%

Daily Std Dev

VERX:

43.82%

KRYS:

41.36%

Max Drawdown

VERX:

-75.40%

KRYS:

-53.42%

Current Drawdown

VERX:

-33.42%

KRYS:

-21.10%

Fundamentals

Market Cap

VERX:

$6.16B

KRYS:

$4.87B

EPS

VERX:

-$0.34

KRYS:

$3.00

PS Ratio

VERX:

9.24

KRYS:

16.77

PB Ratio

VERX:

34.62

KRYS:

5.15

Total Revenue (TTM)

VERX:

$510.00M

KRYS:

$245.26M

Gross Profit (TTM)

VERX:

$323.53M

KRYS:

$225.64M

EBITDA (TTM)

VERX:

$65.32M

KRYS:

$92.22M

Returns By Period

In the year-to-date period, VERX achieves a -26.43% return, which is significantly lower than KRYS's 7.60% return.


VERX

YTD

-26.43%

1M

7.68%

6M

-8.40%

1Y

35.11%

5Y*

N/A

10Y*

N/A

KRYS

YTD

7.60%

1M

-10.89%

6M

-5.93%

1Y

2.81%

5Y*

29.90%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

VERX vs. KRYS — Risk-Adjusted Performance Rank

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

VERX
The Risk-Adjusted Performance Rank of VERX is 7676
Overall Rank
The Sharpe Ratio Rank of VERX is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of VERX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of VERX is 7474
Omega Ratio Rank
The Calmar Ratio Rank of VERX is 7979
Calmar Ratio Rank
The Martin Ratio Rank of VERX is 7474
Martin Ratio Rank

KRYS
The Risk-Adjusted Performance Rank of KRYS is 5050
Overall Rank
The Sharpe Ratio Rank of KRYS is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of KRYS is 4747
Sortino Ratio Rank
The Omega Ratio Rank of KRYS is 4646
Omega Ratio Rank
The Calmar Ratio Rank of KRYS is 5252
Calmar Ratio Rank
The Martin Ratio Rank of KRYS is 5353
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.

VERX vs. KRYS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vertex, Inc. (VERX) and Krystal Biotech, Inc. (KRYS). 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 VERX, currently valued at 0.72, compared to the broader market-2.00-1.000.001.002.003.00
VERX: 0.72
KRYS: -0.02
The chart of Sortino ratio for VERX, currently valued at 1.16, compared to the broader market-6.00-4.00-2.000.002.004.00
VERX: 1.16
KRYS: 0.27
The chart of Omega ratio for VERX, currently valued at 1.18, compared to the broader market0.501.001.502.00
VERX: 1.18
KRYS: 1.03
The chart of Calmar ratio for VERX, currently valued at 0.67, compared to the broader market0.001.002.003.004.00
VERX: 0.67
KRYS: -0.03
The chart of Martin ratio for VERX, currently valued at 1.91, compared to the broader market-5.000.005.0010.0015.0020.00
VERX: 1.91
KRYS: -0.06

The current VERX Sharpe Ratio is 0.72, which is higher than the KRYS Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of VERX and KRYS, 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-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.72
-0.02
VERX
KRYS

Dividends

VERX vs. KRYS - Dividend Comparison

Neither VERX nor KRYS has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VERX vs. KRYS - Drawdown Comparison

The maximum VERX drawdown since its inception was -75.40%, which is greater than KRYS's maximum drawdown of -53.42%. Use the drawdown chart below to compare losses from any high point for VERX and KRYS. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-33.42%
-21.10%
VERX
KRYS

Volatility

VERX vs. KRYS - Volatility Comparison

The current volatility for Vertex, Inc. (VERX) is 12.34%, while Krystal Biotech, Inc. (KRYS) has a volatility of 13.69%. This indicates that VERX experiences smaller price fluctuations and is considered to be less risky than KRYS 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%NovemberDecember2025FebruaryMarchApril
12.34%
13.69%
VERX
KRYS

Financials

VERX vs. KRYS - Financials Comparison

This section allows you to compare key financial metrics between Vertex, Inc. and Krystal Biotech, 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab