VRTX vs. COST
VRTX (Vertex Pharmaceuticals Incorporated) and COST (Costco Wholesale Corporation) are both stocks. VRTX operates in Biotechnology (Healthcare), while COST operates in Discount Stores (Consumer Defensive). Over the past 10 years, VRTX returned 17.15%/yr vs 22.27%/yr for COST. At a 0.22 correlation, their price movements are largely independent.
Performance
VRTX vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, VRTX achieves a -1.86% return, which is significantly lower than COST's 14.24% return. Over the past 10 years, VRTX has underperformed COST with an annualized return of 17.15%, while COST has yielded a comparatively higher 22.27% annualized return.
VRTX
- 1D
- -0.03%
- 1M
- -1.80%
- YTD
- -1.86%
- 6M
- -1.57%
- 1Y
- -3.29%
- 3Y*
- 9.16%
- 5Y*
- 18.18%
- 10Y*
- 17.15%
COST
- 1D
- 0.68%
- 1M
- -4.91%
- YTD
- 14.24%
- 6M
- 11.38%
- 1Y
- -1.48%
- 3Y*
- 25.12%
- 5Y*
- 22.12%
- 10Y*
- 22.27%
VRTX vs. COST - 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% |
COST Costco Wholesale Corporation | 14.24% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between VRTX and COST is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Sep 22, 1993 | 0.22 |
The correlation between VRTX and COST shifts across timeframes, from 0.08 (1 year) to 0.24 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
VRTX:
$16.87
COST:
$26.51
VRTX:
26.38
COST:
37.06
VRTX:
2.19
COST:
2.90
VRTX:
9.34
COST:
1.12
VRTX:
$12.26B
COST:
$293.59B
VRTX:
$10.57B
COST:
$11.12B
VRTX:
$5.19B
COST:
$12.48B
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Return for Risk
VRTX vs. COST — Risk / Return Rank
VRTX
COST
VRTX vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vertex Pharmaceuticals Incorporated (VRTX) and Costco Wholesale Corporation (COST). 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 | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.00 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | -0.10 | -0.04 |
| Martin ratioReturn relative to average drawdown | -0.29 | -0.22 | -0.07 |
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Drawdowns
VRTX vs. COST - Drawdown Comparison
The maximum VRTX drawdown since its inception was -91.77%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for VRTX and COST.
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Drawdown Indicators
| VRTX | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.77% | -53.39% | -38.38% |
Max Drawdown (1Y)Largest decline over 1 year | -23.56% | -15.14% | -8.42% |
Max Drawdown (3Y)Largest decline over 3 years | -29.07% | -20.74% | -8.33% |
Max Drawdown (5Y)Largest decline over 5 years | -29.07% | -31.40% | +2.33% |
Max Drawdown (10Y)Largest decline over 10 years | -41.60% | -31.40% | -10.20% |
Current DrawdownCurrent decline from peak | -13.90% | -10.23% | -3.67% |
Average DrawdownAverage peak-to-trough decline | -37.73% | -13.36% | -24.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.30% | 6.67% | +4.63% |
Volatility
VRTX vs. COST - Volatility Comparison
Vertex Pharmaceuticals Incorporated (VRTX) and Costco Wholesale Corporation (COST) have volatilities of 7.47% and 7.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VRTX | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.47% | 7.44% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 20.71% | 14.53% | +6.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.13% | 18.80% | +15.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.53% | 22.72% | +5.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.82% | 21.95% | +10.87% |
Dividends
VRTX vs. COST - Dividend Comparison
VRTX has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 0.55%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COST Costco Wholesale Corporation | 0.55% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
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% |
Financials
VRTX vs. COST - Financials Comparison
This section allows you to compare key financial metrics between Vertex Pharmaceuticals Incorporated and Costco Wholesale Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
VRTX vs. COST - Profitability Comparison
VRTX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Vertex Pharmaceuticals Incorporated reported a gross profit of 2.59B and revenue of 2.99B. Therefore, the gross margin over that period was 86.9%.
COST - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported a gross profit of -17.68B and revenue of 70.53B. Therefore, the gross margin over that period was -25.1%.
VRTX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Vertex Pharmaceuticals Incorporated reported an operating income of 1.14B and revenue of 2.99B, resulting in an operating margin of 38.1%.
COST - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported an operating income of 2.82B and revenue of 70.53B, resulting in an operating margin of 4.0%.
VRTX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Vertex Pharmaceuticals Incorporated reported a net income of 1.03B and revenue of 2.99B, resulting in a net margin of 34.5%.
COST - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported a net income of 2.19B and revenue of 70.53B, resulting in a net margin of 3.1%.
Frequently Asked Questions
VRTX and COST have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VRTX has higher volatility (7.47%) compared to COST (7.44%). In terms of maximum drawdown, VRTX dropped -91.77% vs COST's -53.39%.
COST currently has the higher Sharpe Ratio (-0.08 vs -0.10), 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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