VRTX vs. ETH-USD
VRTX (Vertex Pharmaceuticals Incorporated) is a stock, while ETH-USD (Ethereum) is a cryptocurrency. Over the past 10 years, VRTX returned 17.15%/yr vs 57.05%/yr for ETH-USD. At a 0.05 correlation, their price movements are largely independent.
Performance
VRTX vs. ETH-USD - Performance Comparison
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Returns By Period
In the year-to-date period, VRTX achieves a -1.86% return, which is significantly higher than ETH-USD's -43.34% return. Over the past 10 years, VRTX has underperformed ETH-USD with an annualized return of 17.15%, while ETH-USD has yielded a comparatively higher 57.05% 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%
ETH-USD
- 1D
- 0.93%
- 1M
- -26.37%
- YTD
- -43.34%
- 6M
- -46.03%
- 1Y
- -34.85%
- 3Y*
- 0.61%
- 5Y*
- -8.23%
- 10Y*
- 57.05%
VRTX vs. ETH-USD - 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% |
ETH-USD Ethereum | -43.34% | -10.91% | 46.00% | 90.84% | -67.48% | 398.30% | 473.88% | -1.52% | -82.39% | 8,984.19% |
Correlation
The correlation between VRTX and ETH-USD is 0.10, 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 | 0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2015 | 0.05 |
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Return for Risk
VRTX vs. ETH-USD — Risk / Return Rank
VRTX
ETH-USD
VRTX vs. ETH-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vertex Pharmaceuticals Incorporated (VRTX) and Ethereum (ETH-USD). 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 | ETH-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.42 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 0.96 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | -0.52 | +0.38 |
| Martin ratioReturn relative to average drawdown | -0.29 | -0.89 | +0.60 |
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Drawdowns
VRTX vs. ETH-USD - Drawdown Comparison
The maximum VRTX drawdown since its inception was -91.77%, roughly equal to the maximum ETH-USD drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for VRTX and ETH-USD.
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Drawdown Indicators
| VRTX | ETH-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.77% | -94.01% | +2.24% |
Max Drawdown (1Y)Largest decline over 1 year | -23.56% | -67.53% | +43.97% |
Max Drawdown (3Y)Largest decline over 3 years | -29.07% | -67.53% | +38.46% |
Max Drawdown (5Y)Largest decline over 5 years | -29.07% | -79.35% | +50.28% |
Max Drawdown (10Y)Largest decline over 10 years | -41.60% | -94.01% | +52.41% |
Current DrawdownCurrent decline from peak | -13.90% | -65.20% | +51.30% |
Average DrawdownAverage peak-to-trough decline | -37.73% | -50.89% | +13.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.30% | 45.49% | -34.19% |
Volatility
VRTX vs. ETH-USD - Volatility Comparison
The current volatility for Vertex Pharmaceuticals Incorporated (VRTX) is 7.47%, while Ethereum (ETH-USD) has a volatility of 17.20%. This indicates that VRTX experiences smaller price fluctuations and is considered to be less risky than ETH-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VRTX | ETH-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.47% | 17.20% | -9.73% |
Volatility (6M)Calculated over the trailing 6-month period | 20.71% | 46.29% | -25.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.13% | 56.08% | -21.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.53% | 59.55% | -31.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.82% | 77.88% | -45.06% |
Frequently Asked Questions
VRTX and ETH-USD have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETH-USD has higher volatility (17.20%) compared to VRTX (7.47%). In terms of maximum drawdown, VRTX dropped -91.77% vs ETH-USD's -94.01%.
VRTX currently has the higher Sharpe Ratio (-0.10 vs -0.52), 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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