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VRTX vs. DTEGY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

VRTX vs. DTEGY - Performance Comparison

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

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Returns By Period

In the year-to-date period, VRTX achieves a -1.86% return, which is significantly lower than DTEGY's 4.12% return. Over the past 10 years, VRTX has outperformed DTEGY with an annualized return of 17.15%, while DTEGY has yielded a comparatively lower 12.47% annualized return.


VRTX

1D
-0.03%
1M
-1.22%
YTD
-1.86%
6M
-1.57%
1Y
-2.31%
3Y*
9.16%
5Y*
18.18%
10Y*
17.15%

DTEGY

1D
0.95%
1M
2.20%
YTD
4.12%
6M
7.95%
1Y
-3.93%
3Y*
21.29%
5Y*
13.28%
10Y*
12.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VRTX vs. DTEGY - 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%
DTEGY
Deutsche Telekom AG ADR
4.12%12.53%28.06%24.40%16.64%3.76%20.51%0.36%0.80%6.79%

Correlation

The correlation between VRTX and DTEGY is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

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

0.17

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

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.23

Correlation (All Time)
Calculated using the full available price history since Jun 21, 2010

0.24

Fundamentals

Market Cap

VRTX:

$114.03B

DTEGY:

$159.29B

EPS

VRTX:

$16.87

DTEGY:

€1.82

PE Ratio

VRTX:

26.38

DTEGY:

15.68

PEG Ratio

VRTX:

2.19

DTEGY:

0.65

PS Ratio

VRTX:

9.34

DTEGY:

1.15

PB Ratio

VRTX:

4.31

DTEGY:

2.17

Total Revenue (TTM)

VRTX:

$12.26B

DTEGY:

€119.87B

Gross Profit (TTM)

VRTX:

$10.57B

DTEGY:

€45.11B

EBITDA (TTM)

VRTX:

$5.19B

DTEGY:

€49.13B

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Return for Risk

VRTX vs. DTEGY — 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

DTEGY
DTEGY Risk / Return Rank: 3232
Overall Rank
DTEGY Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
DTEGY Sortino Ratio Rank: 2828
Sortino Ratio Rank
DTEGY Omega Ratio Rank: 2828
Omega Ratio Rank
DTEGY Calmar Ratio Rank: 3434
Calmar Ratio Rank
DTEGY Martin Ratio Rank: 3434
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. DTEGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vertex Pharmaceuticals Incorporated (VRTX) and Deutsche Telekom AG ADR (DTEGY). 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.


VRTXDTEGYDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.02

0.98

+0.04

Calmar ratioReturn relative to maximum drawdown

-0.14

-0.28

+0.14

Martin ratioReturn relative to average drawdown

-0.29

-0.50

+0.20

VRTX vs. DTEGY - Sharpe Ratio Comparison

The current VRTX Sharpe Ratio is -0.10, which is higher than the DTEGY Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of VRTX and DTEGY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VRTX vs. DTEGY - Drawdown Comparison

The maximum VRTX drawdown since its inception was -91.77%, which is greater than DTEGY's maximum drawdown of -40.18%. Use the drawdown chart below to compare losses from any high point for VRTX and DTEGY.


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Drawdown Indicators


VRTXDTEGYDifference

Max Drawdown

Largest peak-to-trough decline

-91.77%

-40.18%

-51.59%

Max Drawdown (1Y)

Largest decline over 1 year

-23.56%

-19.68%

-3.88%

Max Drawdown (3Y)

Largest decline over 3 years

-29.07%

-21.44%

-7.63%

Max Drawdown (5Y)

Largest decline over 5 years

-29.07%

-25.85%

-3.22%

Max Drawdown (10Y)

Largest decline over 10 years

-41.60%

-40.18%

-1.42%

Current Drawdown

Current decline from peak

-13.90%

-15.47%

+1.57%

Average Drawdown

Average peak-to-trough decline

-37.73%

-9.82%

-27.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.30%

11.10%

+0.20%

Volatility

VRTX vs. DTEGY - Volatility Comparison

Vertex Pharmaceuticals Incorporated (VRTX) and Deutsche Telekom AG ADR (DTEGY) have volatilities of 7.47% and 7.35%, 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


VRTXDTEGYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.47%

7.35%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

20.71%

18.94%

+1.77%

Volatility (1Y)

Calculated over the trailing 1-year period

34.13%

24.09%

+10.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.53%

21.41%

+7.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.82%

21.70%

+11.12%

Dividends

VRTX vs. DTEGY - Dividend Comparison

VRTX has not paid dividends to shareholders, while DTEGY's dividend yield for the trailing twelve months is around 3.51%.


PositionTTM20252024202320222021202020192018201720162015
DTEGY
Deutsche Telekom AG ADR
3.51%2.98%2.70%3.09%7.01%2.67%5.88%4.71%4.52%3.70%6.92%3.19%
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. DTEGY - Financials Comparison

This section allows you to compare key financial metrics between Vertex Pharmaceuticals Incorporated and Deutsche Telekom AG ADR. 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


0.005.00B10.00B15.00B20.00B25.00B30.00B35.00B20222023202420252026
2.99B
30.36B
(VRTX) Total Revenue
(DTEGY) Total Revenue
Please note, different currencies. VRTX values in USD, DTEGY values in EUR

VRTX vs. DTEGY - Profitability Comparison

The chart below illustrates the profitability comparison between Vertex Pharmaceuticals Incorporated and Deutsche Telekom AG ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%30.0%40.0%50.0%60.0%70.0%80.0%90.0%20222023202420252026
86.9%
23.4%
Portfolio components
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%.

DTEGY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Deutsche Telekom AG ADR reported a gross profit of 7.10B and revenue of 30.36B. Therefore, the gross margin over that period was 23.4%.

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%.

DTEGY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Deutsche Telekom AG ADR reported an operating income of 6.62B and revenue of 30.36B, resulting in an operating margin of 21.8%.

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%.

DTEGY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Deutsche Telekom AG ADR reported a net income of 2.08B and revenue of 30.36B, resulting in a net margin of 6.8%.


Frequently Asked Questions


VRTX and DTEGY have a correlation of 0.19, 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 DTEGY (7.35%). In terms of maximum drawdown, VRTX dropped -91.77% vs DTEGY's -40.18%.

VRTX currently has the higher Sharpe Ratio (-0.10 vs -0.23), 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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