PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
VRTX vs. BX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VRTXBX
YTD Return-2.54%-4.97%
1Y Return18.96%51.43%
3Y Return (Ann)22.49%20.76%
5Y Return (Ann)16.78%33.21%
10Y Return (Ann)20.20%21.70%
Sharpe Ratio0.901.75
Daily Std Dev23.92%31.15%
Max Drawdown-91.77%-87.65%
Current Drawdown-11.10%-9.45%

Fundamentals


VRTXBX
Market Cap$107.98B$159.20B
EPS$13.88$1.85
PE Ratio30.1271.01
PEG Ratio0.561.86
Revenue (TTM)$9.87B$7.68B
Gross Profit (TTM)$5.32B$7.05B

Correlation

0.28
-1.001.00

The correlation between VRTX and BX is 0.28, 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.

Performance

VRTX vs. BX - Performance Comparison

In the year-to-date period, VRTX achieves a -2.54% return, which is significantly higher than BX's -4.97% return. Over the past 10 years, VRTX has underperformed BX with an annualized return of 20.20%, while BX has yielded a comparatively higher 21.70% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
6.89%
20.90%
VRTX
BX

Compare stocks, funds, or ETFs


Vertex Pharmaceuticals Incorporated

The Blackstone Group Inc.

Risk-Adjusted Performance

VRTX vs. BX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vertex Pharmaceuticals Incorporated (VRTX) and The Blackstone Group Inc. (BX). 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.


VRTX
Sharpe ratio
The Sharpe ratio of VRTX compared to the broader market-2.00-1.000.001.002.003.004.000.90
Sortino ratio
The Sortino ratio of VRTX compared to the broader market-4.00-2.000.002.004.006.001.58
Omega ratio
The Omega ratio of VRTX compared to the broader market0.501.001.501.19
Calmar ratio
The Calmar ratio of VRTX compared to the broader market0.001.002.003.004.005.006.001.94
Martin ratio
The Martin ratio of VRTX compared to the broader market0.0010.0020.0030.004.66
BX
Sharpe ratio
The Sharpe ratio of BX compared to the broader market-2.00-1.000.001.002.003.004.001.75
Sortino ratio
The Sortino ratio of BX compared to the broader market-4.00-2.000.002.004.006.002.33
Omega ratio
The Omega ratio of BX compared to the broader market0.501.001.501.30
Calmar ratio
The Calmar ratio of BX compared to the broader market0.001.002.003.004.005.006.001.29
Martin ratio
The Martin ratio of BX compared to the broader market0.0010.0020.0030.007.58

VRTX vs. BX - Sharpe Ratio Comparison

The current VRTX Sharpe Ratio is 0.90, which is lower than the BX Sharpe Ratio of 1.75. The chart below compares the 12-month rolling Sharpe Ratio of VRTX and BX.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50NovemberDecember2024FebruaryMarchApril
0.90
1.75
VRTX
BX

Dividends

VRTX vs. BX - Dividend Comparison

VRTX has not paid dividends to shareholders, while BX's dividend yield for the trailing twelve months is around 2.71%.


TTM20232022202120202019201820172016201520142013
VRTX
Vertex Pharmaceuticals Incorporated
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BX
The Blackstone Group Inc.
2.71%2.54%6.66%2.76%2.95%3.43%8.12%7.25%8.44%9.92%5.63%3.67%

Drawdowns

VRTX vs. BX - Drawdown Comparison

The maximum VRTX drawdown since its inception was -91.77%, roughly equal to the maximum BX drawdown of -87.65%. The drawdown chart below compares losses from any high point along the way for VRTX and BX


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-11.10%
-9.45%
VRTX
BX

Volatility

VRTX vs. BX - Volatility Comparison

The current volatility for Vertex Pharmaceuticals Incorporated (VRTX) is 4.32%, while The Blackstone Group Inc. (BX) has a volatility of 9.51%. This indicates that VRTX experiences smaller price fluctuations and is considered to be less risky than BX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2024FebruaryMarchApril
4.32%
9.51%
VRTX
BX