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

Performance

VRTX vs. CRWD - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
4.45%
-3.44%
VRTX
CRWD

Returns By Period

In the year-to-date period, VRTX achieves a 14.45% return, which is significantly lower than CRWD's 31.89% return.


VRTX

YTD

14.45%

1M

-4.42%

6M

4.60%

1Y

35.77%

5Y (annualized)

17.32%

10Y (annualized)

15.45%

CRWD

YTD

31.89%

1M

8.58%

6M

-2.65%

1Y

62.61%

5Y (annualized)

43.32%

10Y (annualized)

N/A

Fundamentals


VRTXCRWD
Market Cap$126.19B$84.20B
EPS-$1.91$0.68
PEG Ratio1.320.20
Total Revenue (TTM)$10.61B$2.73B
Gross Profit (TTM)$9.14B$2.06B
EBITDA (TTM)-$147.50M$195.83M

Key characteristics


VRTXCRWD
Sharpe Ratio1.361.41
Sortino Ratio2.201.92
Omega Ratio1.281.27
Calmar Ratio2.791.46
Martin Ratio6.053.67
Ulcer Index5.51%17.67%
Daily Std Dev24.44%46.07%
Max Drawdown-91.77%-67.69%
Current Drawdown-9.88%-14.13%

Compare stocks, funds, or ETFs

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Correlation

-0.50.00.51.00.2

The correlation between VRTX and CRWD is 0.25, 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.

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.


Sharpe ratio
The chart of Sharpe ratio for VRTX, currently valued at 1.36, compared to the broader market-4.00-2.000.002.004.001.361.41
The chart of Sortino ratio for VRTX, currently valued at 2.20, compared to the broader market-4.00-2.000.002.004.002.201.92
The chart of Omega ratio for VRTX, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.27
The chart of Calmar ratio for VRTX, currently valued at 2.79, compared to the broader market0.002.004.006.002.791.46
The chart of Martin ratio for VRTX, currently valued at 6.05, compared to the broader market0.0010.0020.0030.006.053.67
VRTX
CRWD

The current VRTX Sharpe Ratio is 1.36, which is comparable to the CRWD Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of VRTX and CRWD, 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 Ratio1.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.36
1.41
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%. Use the drawdown chart below to compare losses from any high point for VRTX and CRWD. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-9.88%
-14.13%
VRTX
CRWD

Volatility

VRTX vs. CRWD - Volatility Comparison

Vertex Pharmaceuticals Incorporated (VRTX) and CrowdStrike Holdings, Inc. (CRWD) have volatilities of 9.96% and 10.08%, 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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
9.96%
10.08%
VRTX
CRWD

Financials

VRTX vs. CRWD - Financials Comparison

This section allows you to compare key financial metrics between Vertex Pharmaceuticals Incorporated and CrowdStrike Holdings, 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