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

Correlation

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.


-0.50.00.51.00.3

Performance

VRTX vs. BX - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
-14.15%
31.27%
VRTX
BX

Key characteristics

Sharpe Ratio

VRTX:

-0.11

BX:

1.98

Sortino Ratio

VRTX:

0.02

BX:

2.55

Omega Ratio

VRTX:

1.00

BX:

1.32

Calmar Ratio

VRTX:

-0.12

BX:

3.36

Martin Ratio

VRTX:

-0.32

BX:

9.61

Ulcer Index

VRTX:

8.56%

BX:

6.01%

Daily Std Dev

VRTX:

24.76%

BX:

29.19%

Max Drawdown

VRTX:

-91.77%

BX:

-87.65%

Current Drawdown

VRTX:

-18.33%

BX:

-9.60%

Fundamentals

Market Cap

VRTX:

$108.68B

BX:

$214.34B

EPS

VRTX:

-$1.94

BX:

$2.97

PEG Ratio

VRTX:

1.10

BX:

2.22

Total Revenue (TTM)

VRTX:

$8.09B

BX:

$7.11B

Gross Profit (TTM)

VRTX:

$6.99B

BX:

$5.64B

EBITDA (TTM)

VRTX:

-$699.50M

BX:

$3.31B

Returns By Period

In the year-to-date period, VRTX achieves a 4.79% return, which is significantly higher than BX's 4.37% return. Over the past 10 years, VRTX has underperformed BX with an annualized return of 12.99%, while BX has yielded a comparatively higher 24.63% annualized return.


VRTX

YTD

4.79%

1M

-5.70%

6M

-14.15%

1Y

-2.54%

5Y*

12.37%

10Y*

12.99%

BX

YTD

4.37%

1M

4.80%

6M

31.27%

1Y

57.62%

5Y*

28.77%

10Y*

24.63%

*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. BX — 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

BX
The Risk-Adjusted Performance Rank of BX is 9090
Overall Rank
The Sharpe Ratio Rank of BX is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BX is 8585
Omega Ratio Rank
The Calmar Ratio Rank of BX is 9595
Calmar Ratio Rank
The Martin Ratio Rank of BX is 9191
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. 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.


Sharpe ratio
The chart of Sharpe ratio for VRTX, currently valued at -0.11, compared to the broader market-2.000.002.004.00-0.111.98
The chart of Sortino ratio for VRTX, currently valued at 0.02, compared to the broader market-4.00-2.000.002.004.000.022.55
The chart of Omega ratio for VRTX, currently valued at 1.00, compared to the broader market0.501.001.502.001.001.32
The chart of Calmar ratio for VRTX, currently valued at -0.12, compared to the broader market0.002.004.006.00-0.123.36
The chart of Martin ratio for VRTX, currently valued at -0.32, compared to the broader market-10.000.0010.0020.0030.00-0.329.61
VRTX
BX

The current VRTX Sharpe Ratio is -0.11, which is lower than the BX Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of VRTX and BX, 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 Ratio0.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.11
1.98
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 1.92%.


TTM20242023202220212020201920182017201620152014
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.
1.92%2.00%2.54%6.66%2.76%2.95%3.43%8.12%7.25%8.44%9.87%5.64%

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%. Use the drawdown chart below to compare losses from any high point for VRTX and BX. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-18.33%
-9.60%
VRTX
BX

Volatility

VRTX vs. BX - Volatility Comparison

Vertex Pharmaceuticals Incorporated (VRTX) has a higher volatility of 14.28% compared to The Blackstone Group Inc. (BX) at 11.17%. This indicates that VRTX's price experiences larger fluctuations and is considered to be riskier than BX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
14.28%
11.17%
VRTX
BX

Financials

VRTX vs. BX - Financials Comparison

This section allows you to compare key financial metrics between Vertex Pharmaceuticals Incorporated and The Blackstone Group 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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