VRTX vs. BMRN
Compare and contrast key facts about Vertex Pharmaceuticals Incorporated (VRTX) and BioMarin Pharmaceutical Inc. (BMRN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VRTX or BMRN.
Key characteristics
| VRTX | BMRN | |
|---|---|---|
| YTD Return | 19.75% | -27.24% |
| 1Y Return | 30.46% | -19.05% |
| 3Y Return (Ann) | 39.03% | -2.59% |
| 5Y Return (Ann) | 22.64% | 0.29% |
| 10Y Return (Ann) | 16.93% | -0.04% |
| Sharpe Ratio | 1.26 | -0.51 |
| Sortino Ratio | 2.00 | -0.49 |
| Omega Ratio | 1.26 | 0.92 |
| Calmar Ratio | 2.54 | -0.32 |
| Martin Ratio | 5.19 | -1.18 |
| Ulcer Index | 5.83% | 14.61% |
| Daily Std Dev | 23.94% | 34.06% |
| Max Drawdown | -91.77% | -90.58% |
| Current Drawdown | -3.66% | -52.95% |
Fundamentals
| VRTX | BMRN | |
|---|---|---|
| Market Cap | $125.78B | $13.36B |
| EPS | -$1.99 | $1.32 |
| PEG Ratio | 0.59 | 0.42 |
| Total Revenue (TTM) | $7.84B | $2.00B |
| Gross Profit (TTM) | $6.76B | $1.58B |
| EBITDA (TTM) | -$1.26B | $280.21M |
Correlation
The correlation between VRTX and BMRN is 0.40, 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
VRTX vs. BMRN - Performance Comparison
In the year-to-date period, VRTX achieves a 19.75% return, which is significantly higher than BMRN's -27.24% return. Over the past 10 years, VRTX has outperformed BMRN with an annualized return of 16.93%, while BMRN has yielded a comparatively lower -0.04% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
VRTX vs. BMRN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vertex Pharmaceuticals Incorporated (VRTX) and BioMarin Pharmaceutical Inc. (BMRN). 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.
Dividends
VRTX vs. BMRN - Dividend Comparison
Neither VRTX nor BMRN has paid dividends to shareholders.
Drawdowns
VRTX vs. BMRN - Drawdown Comparison
The maximum VRTX drawdown since its inception was -91.77%, roughly equal to the maximum BMRN drawdown of -90.58%. Use the drawdown chart below to compare losses from any high point for VRTX and BMRN. For additional features, visit the drawdowns tool.
Volatility
VRTX vs. BMRN - Volatility Comparison
Vertex Pharmaceuticals Incorporated (VRTX) has a higher volatility of 6.15% compared to BioMarin Pharmaceutical Inc. (BMRN) at 5.04%. This indicates that VRTX's price experiences larger fluctuations and is considered to be riskier than BMRN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
VRTX vs. BMRN - Financials Comparison
This section allows you to compare key financial metrics between Vertex Pharmaceuticals Incorporated and BioMarin Pharmaceutical 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.
Total Revenue: Total amount of money received from sales and other business activities