VRTX vs. BTC-USD
VRTX (Vertex Pharmaceuticals Incorporated) is a stock, while BTC-USD (Bitcoin) is a cryptocurrency. Over the past 10 years, VRTX returned 17.15%/yr vs 57.23%/yr for BTC-USD. At a 0.04 correlation, their price movements are largely independent.
Performance
VRTX vs. BTC-USD - Performance Comparison
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Returns By Period
In the year-to-date period, VRTX achieves a -1.86% return, which is significantly higher than BTC-USD's -26.27% return. Over the past 10 years, VRTX has underperformed BTC-USD with an annualized return of 17.15%, while BTC-USD has yielded a comparatively higher 57.23% annualized return.
VRTX
- 1D
- -0.03%
- 1M
- -1.22%
- YTD
- -1.86%
- 6M
- -1.57%
- 1Y
- -2.31%
- 3Y*
- 9.16%
- 5Y*
- 18.18%
- 10Y*
- 17.15%
BTC-USD
- 1D
- 1.71%
- 1M
- -20.43%
- YTD
- -26.27%
- 6M
- -28.52%
- 1Y
- -39.20%
- 3Y*
- 36.94%
- 5Y*
- 9.74%
- 10Y*
- 57.23%
VRTX vs. BTC-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VRTX Vertex Pharmaceuticals Incorporated | -1.86% | 12.58% | -1.03% | 40.90% | 31.50% | -7.08% | 7.94% | 32.13% | 10.58% | 103.42% |
BTC-USD Bitcoin | -26.27% | -6.27% | 120.76% | 155.82% | -64.23% | 59.40% | 304.57% | 94.10% | -73.37% | 1,324.24% |
Correlation
The correlation between VRTX and BTC-USD is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2012 | 0.04 |
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Return for Risk
VRTX vs. BTC-USD — Risk / Return Rank
VRTX
BTC-USD
VRTX vs. BTC-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vertex Pharmaceuticals Incorporated (VRTX) and Bitcoin (BTC-USD). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VRTX | BTC-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.82 | ||
| Sortino ratioReturn per unit of downside risk | +1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 0.87 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | -0.77 | +0.63 |
| Martin ratioReturn relative to average drawdown | -0.29 | -1.33 | +1.04 |
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Drawdowns
VRTX vs. BTC-USD - Drawdown Comparison
The maximum VRTX drawdown since its inception was -91.77%, which is greater than BTC-USD's maximum drawdown of -85.30%. Use the drawdown chart below to compare losses from any high point for VRTX and BTC-USD.
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Drawdown Indicators
| VRTX | BTC-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.77% | -85.30% | -6.47% |
Max Drawdown (1Y)Largest decline over 1 year | -23.56% | -51.21% | +27.65% |
Max Drawdown (3Y)Largest decline over 3 years | -29.07% | -51.21% | +22.14% |
Max Drawdown (5Y)Largest decline over 5 years | -29.07% | -76.67% | +47.60% |
Max Drawdown (10Y)Largest decline over 10 years | -41.60% | -83.80% | +42.20% |
Current DrawdownCurrent decline from peak | -13.90% | -48.27% | +34.37% |
Average DrawdownAverage peak-to-trough decline | -37.73% | -42.36% | +4.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.30% | 35.16% | -23.86% |
Volatility
VRTX vs. BTC-USD - Volatility Comparison
The current volatility for Vertex Pharmaceuticals Incorporated (VRTX) is 7.47%, while Bitcoin (BTC-USD) has a volatility of 11.97%. This indicates that VRTX experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VRTX | BTC-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.47% | 11.97% | -4.50% |
Volatility (6M)Calculated over the trailing 6-month period | 20.71% | 34.64% | -13.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.13% | 35.59% | -1.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.53% | 44.57% | -16.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.82% | 56.61% | -23.79% |
Frequently Asked Questions
VRTX and BTC-USD have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTC-USD has higher volatility (11.97%) compared to VRTX (7.47%). In terms of maximum drawdown, VRTX dropped -91.77% vs BTC-USD's -85.30%.
VRTX currently has the higher Sharpe Ratio (-0.10 vs -0.92), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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