VRTX vs. GLD
VRTX (Vertex Pharmaceuticals Incorporated) is a stock, while GLD (SPDR Gold Shares) is Gold fund tracking the LBMA Gold Price PM. Over the past 10 years, VRTX returned 17.15%/yr vs 12.15%/yr for GLD. At a 0.02 correlation, their price movements are largely independent.
Performance
VRTX vs. GLD - 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 GLD's -2.47% return. Over the past 10 years, VRTX has outperformed GLD with an annualized return of 17.15%, while GLD has yielded a comparatively lower 12.15% 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%
GLD
- 1D
- 0.06%
- 1M
- -9.52%
- YTD
- -2.47%
- 6M
- -2.25%
- 1Y
- 22.21%
- 3Y*
- 28.89%
- 5Y*
- 17.08%
- 10Y*
- 12.15%
VRTX vs. GLD - 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% |
GLD SPDR Gold Shares | -2.47% | 63.68% | 26.66% | 12.69% | -0.77% | -4.15% | 24.81% | 17.86% | -1.94% | 12.81% |
Correlation
The correlation between VRTX and GLD is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Nov 18, 2004 | 0.02 |
The correlation between VRTX and GLD shifts across timeframes, from 0.02 (all time) to 0.18 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
VRTX vs. GLD — Risk / Return Rank
VRTX
GLD
VRTX vs. GLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vertex Pharmaceuticals Incorporated (VRTX) and SPDR Gold Shares (GLD). 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 | GLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.97 | ||
| Sortino ratioReturn per unit of downside risk | -1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.18 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 0.98 | -1.12 |
| Martin ratioReturn relative to average drawdown | -0.29 | 2.81 | -3.10 |
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Drawdowns
VRTX vs. GLD - Drawdown Comparison
The maximum VRTX drawdown since its inception was -91.77%, which is greater than GLD's maximum drawdown of -45.56%. Use the drawdown chart below to compare losses from any high point for VRTX and GLD.
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Drawdown Indicators
| VRTX | GLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.77% | -45.56% | -46.21% |
Max Drawdown (1Y)Largest decline over 1 year | -23.56% | -24.46% | +0.90% |
Max Drawdown (3Y)Largest decline over 3 years | -29.07% | -24.46% | -4.61% |
Max Drawdown (5Y)Largest decline over 5 years | -29.07% | -24.46% | -4.61% |
Max Drawdown (10Y)Largest decline over 10 years | -41.60% | -24.46% | -17.14% |
Current DrawdownCurrent decline from peak | -13.90% | -22.05% | +8.15% |
Average DrawdownAverage peak-to-trough decline | -37.73% | -16.16% | -21.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.30% | 8.49% | +2.81% |
Volatility
VRTX vs. GLD - Volatility Comparison
Vertex Pharmaceuticals Incorporated (VRTX) and SPDR Gold Shares (GLD) have volatilities of 7.47% and 7.79%, 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
| VRTX | GLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.47% | 7.79% | -0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 20.71% | 24.10% | -3.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.13% | 27.37% | +6.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.53% | 18.22% | +10.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.82% | 16.08% | +16.74% |
Dividends
VRTX vs. GLD - Dividend Comparison
Neither VRTX nor GLD has paid dividends to shareholders.
Frequently Asked Questions
VRTX and GLD have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GLD has higher volatility (7.79%) compared to VRTX (7.47%). In terms of maximum drawdown, VRTX dropped -91.77% vs GLD's -45.56%.
GLD currently has the higher Sharpe Ratio (0.87 vs -0.10), 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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