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

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.


-0.50.00.51.00.4

Performance

VRTX vs. BMRN - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-14.15%
-26.83%
VRTX
BMRN

Key characteristics

Sharpe Ratio

VRTX:

-0.11

BMRN:

-1.09

Sortino Ratio

VRTX:

0.02

BMRN:

-1.37

Omega Ratio

VRTX:

1.00

BMRN:

0.78

Calmar Ratio

VRTX:

-0.12

BMRN:

-0.58

Martin Ratio

VRTX:

-0.32

BMRN:

-1.83

Ulcer Index

VRTX:

8.56%

BMRN:

18.61%

Daily Std Dev

VRTX:

24.76%

BMRN:

31.36%

Max Drawdown

VRTX:

-91.77%

BMRN:

-90.58%

Current Drawdown

VRTX:

-18.33%

BMRN:

-58.74%

Fundamentals

Market Cap

VRTX:

$108.68B

BMRN:

$11.73B

EPS

VRTX:

-$1.94

BMRN:

$1.67

PEG Ratio

VRTX:

1.10

BMRN:

0.39

Total Revenue (TTM)

VRTX:

$8.09B

BMRN:

$2.10B

Gross Profit (TTM)

VRTX:

$6.99B

BMRN:

$1.63B

EBITDA (TTM)

VRTX:

-$699.50M

BMRN:

$455.03M

Returns By Period

In the year-to-date period, VRTX achieves a 4.79% return, which is significantly higher than BMRN's -6.39% return. Over the past 10 years, VRTX has outperformed BMRN with an annualized return of 12.99%, while BMRN has yielded a comparatively lower -4.67% annualized return.


VRTX

YTD

4.79%

1M

-5.70%

6M

-14.15%

1Y

-2.54%

5Y*

12.37%

10Y*

12.99%

BMRN

YTD

-6.39%

1M

-4.88%

6M

-26.83%

1Y

-33.50%

5Y*

-6.98%

10Y*

-4.67%

*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

VRTX vs. BMRN — Risk-Adjusted Performance Rank

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

VRTX
The Risk-Adjusted Performance Rank of VRTX is 3636
Overall Rank
The Sharpe Ratio Rank of VRTX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of VRTX is 3333
Sortino Ratio Rank
The Omega Ratio Rank of VRTX is 3232
Omega Ratio Rank
The Calmar Ratio Rank of VRTX is 3838
Calmar Ratio Rank
The Martin Ratio Rank of VRTX is 3939
Martin Ratio Rank

BMRN
The Risk-Adjusted Performance Rank of BMRN is 55
Overall Rank
The Sharpe Ratio Rank of BMRN is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of BMRN is 66
Sortino Ratio Rank
The Omega Ratio Rank of BMRN is 44
Omega Ratio Rank
The Calmar Ratio Rank of BMRN is 1313
Calmar Ratio Rank
The Martin Ratio Rank of BMRN is 11
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.

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.


Sharpe ratio
The chart of Sharpe ratio for VRTX, currently valued at -0.11, compared to the broader market-2.000.002.004.00-0.11-1.09
The chart of Sortino ratio for VRTX, currently valued at 0.02, compared to the broader market-4.00-2.000.002.004.000.02-1.37
The chart of Omega ratio for VRTX, currently valued at 1.00, compared to the broader market0.501.001.502.001.000.78
The chart of Calmar ratio for VRTX, currently valued at -0.12, compared to the broader market0.002.004.006.00-0.12-0.58
The chart of Martin ratio for VRTX, currently valued at -0.32, compared to the broader market-10.000.0010.0020.0030.00-0.32-1.83
VRTX
BMRN

The current VRTX Sharpe Ratio is -0.11, which is higher than the BMRN Sharpe Ratio of -1.09. The chart below compares the historical Sharpe Ratios of VRTX and BMRN, 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-1.50-1.00-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
-0.11
-1.09
VRTX
BMRN

Dividends

VRTX vs. BMRN - Dividend Comparison

Neither VRTX nor BMRN has paid dividends to shareholders.


Tickers have no history of dividend payments

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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-18.33%
-58.74%
VRTX
BMRN

Volatility

VRTX vs. BMRN - Volatility Comparison

Vertex Pharmaceuticals Incorporated (VRTX) has a higher volatility of 14.28% compared to BioMarin Pharmaceutical Inc. (BMRN) at 8.54%. 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.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
14.28%
8.54%
VRTX
BMRN

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.


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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