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VRTX vs. CRWD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VRTXCRWD
YTD Return-2.54%21.04%
1Y Return18.96%127.08%
3Y Return (Ann)22.49%12.64%
Sharpe Ratio0.903.12
Daily Std Dev23.92%41.27%
Max Drawdown-91.77%-67.69%
Current Drawdown-11.10%-7.62%

Fundamentals


VRTXCRWD
Market Cap$107.98B$77.54B
EPS$13.88$0.35
PE Ratio30.12915.97
PEG Ratio0.561.39
Revenue (TTM)$9.87B$3.06B
Gross Profit (TTM)$5.32B$1.64B
EBITDA (TTM)$4.48B$105.96M

Correlation

0.27
-1.001.00

The correlation between VRTX and CRWD is 0.27, 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. CRWD - Performance Comparison

In the year-to-date period, VRTX achieves a -2.54% return, which is significantly lower than CRWD's 21.04% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%NovemberDecember2024FebruaryMarchApril
6.88%
66.40%
VRTX
CRWD

Compare stocks, funds, or ETFs


Vertex Pharmaceuticals Incorporated

CrowdStrike Holdings, Inc.

Risk-Adjusted Performance

VRTX vs. CRWD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vertex Pharmaceuticals Incorporated (VRTX) and CrowdStrike Holdings, Inc. (CRWD). 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
CRWD
Sharpe ratio
The Sharpe ratio of CRWD compared to the broader market-2.00-1.000.001.002.003.004.003.12
Sortino ratio
The Sortino ratio of CRWD compared to the broader market-4.00-2.000.002.004.006.003.54
Omega ratio
The Omega ratio of CRWD compared to the broader market0.501.001.501.47
Calmar ratio
The Calmar ratio of CRWD compared to the broader market0.001.002.003.004.005.006.002.14
Martin ratio
The Martin ratio of CRWD compared to the broader market0.0010.0020.0030.0023.38

VRTX vs. CRWD - Sharpe Ratio Comparison

The current VRTX Sharpe Ratio is 0.90, which is lower than the CRWD Sharpe Ratio of 3.12. The chart below compares the 12-month rolling Sharpe Ratio of VRTX and CRWD.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00NovemberDecember2024FebruaryMarchApril
0.90
3.12
VRTX
CRWD

Dividends

VRTX vs. CRWD - Dividend Comparison

Neither VRTX nor CRWD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VRTX vs. CRWD - Drawdown Comparison

The maximum VRTX drawdown since its inception was -91.77%, which is greater than CRWD's maximum drawdown of -67.69%. The drawdown chart below compares losses from any high point along the way for VRTX and CRWD


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-11.10%
-7.62%
VRTX
CRWD

Volatility

VRTX vs. CRWD - Volatility Comparison

The current volatility for Vertex Pharmaceuticals Incorporated (VRTX) is 4.32%, while CrowdStrike Holdings, Inc. (CRWD) has a volatility of 7.91%. This indicates that VRTX experiences smaller price fluctuations and is considered to be less risky than CRWD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
4.32%
7.91%
VRTX
CRWD