VRTX vs. IAU
VRTX (Vertex Pharmaceuticals Incorporated) is a stock, while IAU (iShares Gold Trust) is Gold fund tracking the LBMA Gold Price. Over the past 10 years, VRTX returned 17.15%/yr vs 12.31%/yr for IAU. At a 0.02 correlation, their price movements are largely independent.
Performance
VRTX vs. IAU - 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 IAU's -2.44% return. Over the past 10 years, VRTX has outperformed IAU with an annualized return of 17.15%, while IAU has yielded a comparatively lower 12.31% 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%
IAU
- 1D
- 0.08%
- 1M
- -9.54%
- YTD
- -2.44%
- 6M
- -2.22%
- 1Y
- 22.32%
- 3Y*
- 29.07%
- 5Y*
- 17.23%
- 10Y*
- 12.31%
VRTX vs. IAU - 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% |
IAU iShares Gold Trust | -2.44% | 63.95% | 26.85% | 12.84% | -0.63% | -4.00% | 25.03% | 17.98% | -1.76% | 12.91% |
Correlation
The correlation between VRTX and IAU 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 | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jan 28, 2005 | 0.02 |
The correlation between VRTX and IAU 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. IAU — Risk / Return Rank
VRTX
IAU
VRTX vs. IAU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vertex Pharmaceuticals Incorporated (VRTX) and iShares Gold Trust (IAU). 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 | IAU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.98 | ||
| Sortino ratioReturn per unit of downside risk | -1.14 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.19 | -0.17 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 0.99 | -1.13 |
| Martin ratioReturn relative to average drawdown | -0.29 | 2.83 | -3.13 |
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Drawdowns
VRTX vs. IAU - Drawdown Comparison
The maximum VRTX drawdown since its inception was -91.77%, which is greater than IAU's maximum drawdown of -45.14%. Use the drawdown chart below to compare losses from any high point for VRTX and IAU.
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Drawdown Indicators
| VRTX | IAU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.77% | -45.14% | -46.63% |
Max Drawdown (1Y)Largest decline over 1 year | -23.56% | -24.40% | +0.84% |
Max Drawdown (3Y)Largest decline over 3 years | -29.07% | -24.40% | -4.67% |
Max Drawdown (5Y)Largest decline over 5 years | -29.07% | -24.40% | -4.67% |
Max Drawdown (10Y)Largest decline over 10 years | -41.60% | -24.40% | -17.20% |
Current DrawdownCurrent decline from peak | -13.90% | -22.03% | +8.13% |
Average DrawdownAverage peak-to-trough decline | -37.73% | -15.97% | -21.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.30% | 8.47% | +2.83% |
Volatility
VRTX vs. IAU - Volatility Comparison
Vertex Pharmaceuticals Incorporated (VRTX) and iShares Gold Trust (IAU) have volatilities of 7.47% and 7.70%, 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 | IAU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.47% | 7.70% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 20.71% | 23.94% | -3.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.13% | 27.17% | +6.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.53% | 18.16% | +10.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.82% | 16.02% | +16.80% |
Dividends
VRTX vs. IAU - Dividend Comparison
Neither VRTX nor IAU has paid dividends to shareholders.
Frequently Asked Questions
VRTX and IAU 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.
IAU has higher volatility (7.70%) compared to VRTX (7.47%). In terms of maximum drawdown, VRTX dropped -91.77% vs IAU's -45.14%.
IAU currently has the higher Sharpe Ratio (0.89 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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