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

Correlation

The correlation between VRTX and BX is 0.62, 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.


-0.50.00.51.0
Correlation: 0.6

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.

800.00%1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%NovemberDecember2025FebruaryMarchApril
1,784.89%
885.26%
VRTX
BX

Key characteristics

Sharpe Ratio

VRTX:

0.84

BX:

0.25

Sortino Ratio

VRTX:

1.19

BX:

0.62

Omega Ratio

VRTX:

1.17

BX:

1.08

Calmar Ratio

VRTX:

0.95

BX:

0.25

Martin Ratio

VRTX:

2.56

BX:

0.70

Ulcer Index

VRTX:

8.57%

BX:

13.91%

Daily Std Dev

VRTX:

26.14%

BX:

38.30%

Max Drawdown

VRTX:

-91.77%

BX:

-87.65%

Current Drawdown

VRTX:

-4.43%

BX:

-32.68%

Fundamentals

Market Cap

VRTX:

$126.60B

BX:

$164.35B

EPS

VRTX:

-$2.07

BX:

$3.29

PEG Ratio

VRTX:

1.35

BX:

1.88

PS Ratio

VRTX:

11.49

BX:

13.28

PB Ratio

VRTX:

7.71

BX:

12.87

Total Revenue (TTM)

VRTX:

$8.32B

BX:

$12.37B

Gross Profit (TTM)

VRTX:

$7.13B

BX:

$12.37B

EBITDA (TTM)

VRTX:

-$856.70M

BX:

$6.03B

Returns By Period

In the year-to-date period, VRTX achieves a 22.63% return, which is significantly higher than BX's -22.29% return. Over the past 10 years, VRTX has underperformed BX with an annualized return of 14.73%, while BX has yielded a comparatively higher 18.01% annualized return.


VRTX

YTD

22.63%

1M

-1.29%

6M

3.38%

1Y

24.17%

5Y*

12.88%

10Y*

14.73%

BX

YTD

-22.29%

1M

-8.06%

6M

-19.59%

1Y

10.59%

5Y*

25.30%

10Y*

18.01%

*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 7777
Overall Rank
The Sharpe Ratio Rank of VRTX is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of VRTX is 7171
Sortino Ratio Rank
The Omega Ratio Rank of VRTX is 7373
Omega Ratio Rank
The Calmar Ratio Rank of VRTX is 8484
Calmar Ratio Rank
The Martin Ratio Rank of VRTX is 7777
Martin Ratio Rank

BX
The Risk-Adjusted Performance Rank of BX is 6060
Overall Rank
The Sharpe Ratio Rank of BX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of BX is 5656
Sortino Ratio Rank
The Omega Ratio Rank of BX is 5555
Omega Ratio Rank
The Calmar Ratio Rank of BX is 6565
Calmar Ratio Rank
The Martin Ratio Rank of BX is 6262
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.


The chart of Sharpe ratio for VRTX, currently valued at 0.84, compared to the broader market-2.00-1.000.001.002.003.00
VRTX: 0.84
BX: 0.25
The chart of Sortino ratio for VRTX, currently valued at 1.19, compared to the broader market-6.00-4.00-2.000.002.004.00
VRTX: 1.19
BX: 0.62
The chart of Omega ratio for VRTX, currently valued at 1.17, compared to the broader market0.501.001.502.00
VRTX: 1.17
BX: 1.08
The chart of Calmar ratio for VRTX, currently valued at 0.94, compared to the broader market0.001.002.003.004.005.00
VRTX: 0.95
BX: 0.25
The chart of Martin ratio for VRTX, currently valued at 2.56, compared to the broader market-5.000.005.0010.0015.0020.00
VRTX: 2.56
BX: 0.70

The current VRTX Sharpe Ratio is 0.84, which is higher than the BX Sharpe Ratio of 0.25. 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.84
0.25
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 2.35%.


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.
2.35%2.00%2.54%6.66%2.76%2.95%3.43%8.12%7.25%8.44%9.76%5.57%

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.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-4.43%
-32.68%
VRTX
BX

Volatility

VRTX vs. BX - Volatility Comparison

The current volatility for Vertex Pharmaceuticals Incorporated (VRTX) is 7.19%, while The Blackstone Group Inc. (BX) has a volatility of 24.55%. 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.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
7.19%
24.55%
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