PortfoliosLab logoPortfoliosLab logo
VRTX vs. CRSP
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

VRTX vs. CRSP - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, VRTX achieves a -1.86% return, which is significantly higher than CRSP's -5.03% return.


VRTX

1D
-0.03%
1M
1.83%
YTD
-1.86%
6M
-1.57%
1Y
-2.31%
3Y*
9.16%
5Y*
18.18%
10Y*
17.15%

CRSP

1D
-0.86%
1M
2.87%
YTD
-5.03%
6M
-12.14%
1Y
20.41%
3Y*
-6.43%
5Y*
-17.08%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VRTX vs. CRSP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VRTX
Vertex Pharmaceuticals Incorporated
-1.86%12.58%-1.03%40.90%31.50%-7.08%7.94%32.13%10.58%103.42%
CRSP
CRISPR Therapeutics AG
-5.03%33.23%-37.12%54.00%-46.36%-50.51%151.39%113.18%21.68%15.89%

Correlation

The correlation between VRTX and CRSP is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.41

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Oct 19, 2016

0.34

Fundamentals

Market Cap

VRTX:

$114.03B

CRSP:

$4.78B

EPS

VRTX:

$16.87

CRSP:

-$6.24

PS Ratio

VRTX:

9.34

CRSP:

1.11K

PB Ratio

VRTX:

4.31

CRSP:

2.64

Total Revenue (TTM)

VRTX:

$12.26B

CRSP:

$4.10M

Gross Profit (TTM)

VRTX:

$10.57B

CRSP:

-$171.17M

EBITDA (TTM)

VRTX:

$5.19B

CRSP:

-$509.21M

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VRTX vs. CRSP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VRTX
VRTX Risk / Return Rank: 3737
Overall Rank
VRTX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
VRTX Sortino Ratio Rank: 3434
Sortino Ratio Rank
VRTX Omega Ratio Rank: 3535
Omega Ratio Rank
VRTX Calmar Ratio Rank: 3838
Calmar Ratio Rank
VRTX Martin Ratio Rank: 3737
Martin Ratio Rank

CRSP
CRSP Risk / Return Rank: 5454
Overall Rank
CRSP Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
CRSP Sortino Ratio Rank: 5555
Sortino Ratio Rank
CRSP Omega Ratio Rank: 5252
Omega Ratio Rank
CRSP Calmar Ratio Rank: 5454
Calmar Ratio Rank
CRSP Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VRTX vs. CRSP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vertex Pharmaceuticals Incorporated (VRTX) and CRISPR Therapeutics AG (CRSP). 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.


VRTXCRSPDifference
Sharpe ratioReturn per unit of total volatility

-0.43

Sortino ratioReturn per unit of downside risk

-0.84

Omega ratioGain probability vs. loss probability

1.02

1.11

-0.09

Calmar ratioReturn relative to maximum drawdown

-0.14

0.49

-0.63

Martin ratioReturn relative to average drawdown

-0.29

0.81

-1.10

VRTX vs. CRSP - Sharpe Ratio Comparison

The current VRTX Sharpe Ratio is -0.10, which is lower than the CRSP Sharpe Ratio of 0.33. The chart below compares the historical Sharpe Ratios of VRTX and CRSP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

VRTX vs. CRSP - Drawdown Comparison

The maximum VRTX drawdown since its inception was -91.77%, which is greater than CRSP's maximum drawdown of -85.11%. Use the drawdown chart below to compare losses from any high point for VRTX and CRSP.


Loading charts...

Drawdown Indicators


VRTXCRSPDifference

Max Drawdown

Largest peak-to-trough decline

-91.77%

-85.11%

-6.66%

Max Drawdown (1Y)

Largest decline over 1 year

-23.56%

-42.25%

+18.69%

Max Drawdown (3Y)

Largest decline over 3 years

-29.07%

-64.91%

+35.84%

Max Drawdown (5Y)

Largest decline over 5 years

-29.07%

-80.68%

+51.61%

Max Drawdown (10Y)

Largest decline over 10 years

-41.60%

Current Drawdown

Current decline from peak

-13.90%

-76.29%

+62.39%

Average Drawdown

Average peak-to-trough decline

-37.73%

-49.24%

+11.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.30%

25.51%

-14.21%

Volatility

VRTX vs. CRSP - Volatility Comparison

The current volatility for Vertex Pharmaceuticals Incorporated (VRTX) is 7.47%, while CRISPR Therapeutics AG (CRSP) has a volatility of 18.22%. This indicates that VRTX experiences smaller price fluctuations and is considered to be less risky than CRSP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


VRTXCRSPDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.47%

18.22%

-10.75%

Volatility (6M)

Calculated over the trailing 6-month period

20.71%

43.62%

-22.91%

Volatility (1Y)

Calculated over the trailing 1-year period

34.13%

62.44%

-28.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.53%

60.65%

-32.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.82%

64.35%

-31.53%

Dividends

VRTX vs. CRSP - Dividend Comparison

Neither VRTX nor CRSP has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

VRTX vs. CRSP - Financials Comparison

This section allows you to compare key financial metrics between Vertex Pharmaceuticals Incorporated and CRISPR Therapeutics AG. 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


0.00500.00M1.00B1.50B2.00B2.50B3.00B3.50B20222023202420252026
2.99B
1.46M
(VRTX) Total Revenue
(CRSP) Total Revenue
Values in USD except per share items

Frequently Asked Questions


VRTX and CRSP have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CRSP has higher volatility (18.22%) compared to VRTX (7.47%). In terms of maximum drawdown, VRTX dropped -91.77% vs CRSP's -85.11%.

CRSP currently has the higher Sharpe Ratio (0.33 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.

Portfolio Optimizer

Find the right allocation for VRTX and CRSP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer