VRTX vs. GC=F

Last updated Jun 13, 2026

VRTX (Vertex Pharmaceuticals Incorporated) is a stock, while GC=F (Gold Futures) is an asset. At a 0.05 correlation, their price movements are largely independent.

Performance

VRTX vs. GC=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vertex Pharmaceuticals Incorporated (VRTX) and Gold Futures (GC=F). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

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%

GC=F

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VRTX vs. GC=F - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
VRTX Vertex Pharmaceuticals Incorporated	-1.86%	12.58%	-1.03%	40.90%	18.83%
GC=F Gold Futures	0.00%	0.00%	0.00%	0.00%	5.84%

Correlation

The correlation between VRTX and GC=F is 0.05, 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 (All Time) Calculated using the full available price history since Jan 31, 2022	0.05

Return for Risk

VRTX vs. GC=F — Risk / Return Rank

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

VRTX

VRTX Risk / Return Rank: 37
VRTX Sharpe Ratio Rank: 39
VRTX Sortino Ratio Rank: 34
VRTX Omega Ratio Rank: 35
VRTX Calmar Ratio Rank: 38
VRTX Martin Ratio Rank: 37

GC=F

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. GC=F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vertex Pharmaceuticals Incorporated (VRTX) and Gold Futures (GC=F). 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	GC=F	Difference
Sharpe ratio: Return per unit of total volatility	-0.10	—	—
Sortino ratio: Return per unit of downside risk	0.10	—	—
Omega ratio: Gain probability vs. loss probability	1.02	—	—
Calmar ratio: Return relative to maximum drawdown	-0.14	—	—
Martin ratio: Return relative to average drawdown	-0.29	—	—

Drawdowns

Drawdown Indicators

	VRTX	GC=F	Difference
Max Drawdown Largest peak-to-trough decline	-91.77%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-23.56%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-29.07%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-29.07%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-41.60%	—	—
Current Drawdown Current decline from peak	-13.90%	—	—
Average Drawdown Average peak-to-trough decline	-37.73%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	11.30%	—	—

Volatility

Volatility by Period

	VRTX	GC=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.47%	—	—
Volatility (6M) Calculated over the trailing 6-month period	20.71%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	34.13%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.53%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.82%	—	—

Frequently Asked Questions

Can I hold both VRTX and GC=F in my portfolio?

VRTX and GC=F have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.