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

Performance

VRTX vs. LLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vertex Pharmaceuticals Incorporated (VRTX) and Eli Lilly and Company (LLY). The values are adjusted to include any dividend payments, if applicable.

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VRTX vs. LLY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VRTX
Vertex Pharmaceuticals Incorporated
-1.50%12.58%-1.03%40.90%31.50%-7.08%7.94%32.13%10.58%103.42%
LLY
Eli Lilly and Company
-14.27%40.25%33.30%60.91%34.26%66.08%31.04%16.14%40.45%17.83%

Fundamentals

Market Cap

VRTX:

$114.36B

LLY:

$825.96B

EPS

VRTX:

$15.35

LLY:

$22.96

PE Ratio

VRTX:

29.09

LLY:

40.06

PEG Ratio

VRTX:

2.42

LLY:

0.81

PS Ratio

VRTX:

9.58

LLY:

12.68

PB Ratio

VRTX:

6.13

LLY:

31.13

Total Revenue (TTM)

VRTX:

$12.00B

LLY:

$65.18B

Gross Profit (TTM)

VRTX:

$10.35B

LLY:

$54.62B

EBITDA (TTM)

VRTX:

$4.74B

LLY:

$27.94B

Returns By Period

In the year-to-date period, VRTX achieves a -1.50% return, which is significantly higher than LLY's -14.27% return. Over the past 10 years, VRTX has underperformed LLY with an annualized return of 18.89%, while LLY has yielded a comparatively higher 30.92% annualized return.


VRTX

1D
0.76%
1M
-10.12%
YTD
-1.50%
6M
14.02%
1Y
-7.90%
3Y*
12.33%
5Y*
15.95%
10Y*
18.89%

LLY

1D
3.74%
1M
-12.57%
YTD
-14.27%
6M
20.93%
1Y
12.19%
3Y*
39.90%
5Y*
39.16%
10Y*
30.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

VRTX vs. LLY — Risk / Return Rank

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

VRTX
VRTX Risk / Return Rank: 3131
Overall Rank
VRTX Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
VRTX Sortino Ratio Rank: 2929
Sortino Ratio Rank
VRTX Omega Ratio Rank: 2929
Omega Ratio Rank
VRTX Calmar Ratio Rank: 3232
Calmar Ratio Rank
VRTX Martin Ratio Rank: 3131
Martin Ratio Rank

LLY
LLY Risk / Return Rank: 5151
Overall Rank
LLY Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
LLY Sortino Ratio Rank: 4848
Sortino Ratio Rank
LLY Omega Ratio Rank: 4949
Omega Ratio Rank
LLY Calmar Ratio Rank: 5353
Calmar Ratio Rank
LLY Martin Ratio Rank: 5454
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. LLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vertex Pharmaceuticals Incorporated (VRTX) and Eli Lilly and Company (LLY). 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.


VRTXLLYDifference

Sharpe ratio

Return per unit of total volatility

-0.22

0.29

-0.51

Sortino ratio

Return per unit of downside risk

-0.05

0.69

-0.74

Omega ratio

Gain probability vs. loss probability

0.99

1.10

-0.10

Calmar ratio

Return relative to maximum drawdown

-0.33

0.42

-0.75

Martin ratio

Return relative to average drawdown

-0.65

1.02

-1.68

VRTX vs. LLY - Sharpe Ratio Comparison

The current VRTX Sharpe Ratio is -0.22, which is lower than the LLY Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of VRTX and LLY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VRTXLLYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.22

0.29

-0.51

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.56

1.23

-0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

1.04

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.56

-0.31

Correlation

The correlation between VRTX and LLY is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

VRTX vs. LLY - Dividend Comparison

VRTX has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.68%.


TTM20252024202320222021202020192018201720162015
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%
LLY
Eli Lilly and Company
0.68%0.56%0.67%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%

Drawdowns

VRTX vs. LLY - Drawdown Comparison

The maximum VRTX drawdown since its inception was -91.77%, which is greater than LLY's maximum drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for VRTX and LLY.


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Drawdown Indicators


VRTXLLYDifference

Max Drawdown

Largest peak-to-trough decline

-91.77%

-68.24%

-23.53%

Max Drawdown (1Y)

Largest decline over 1 year

-28.06%

-30.26%

+2.20%

Max Drawdown (5Y)

Largest decline over 5 years

-29.07%

-34.48%

+5.41%

Max Drawdown (10Y)

Largest decline over 10 years

-41.60%

-34.48%

-7.12%

Current Drawdown

Current decline from peak

-13.59%

-17.00%

+3.41%

Average Drawdown

Average peak-to-trough decline

-37.81%

-19.25%

-18.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.33%

12.39%

+1.94%

Volatility

VRTX vs. LLY - Volatility Comparison

Vertex Pharmaceuticals Incorporated (VRTX) has a higher volatility of 11.93% compared to Eli Lilly and Company (LLY) at 9.04%. This indicates that VRTX's price experiences larger fluctuations and is considered to be riskier than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VRTXLLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.93%

9.04%

+2.89%

Volatility (6M)

Calculated over the trailing 6-month period

21.67%

26.21%

-4.54%

Volatility (1Y)

Calculated over the trailing 1-year period

35.83%

42.44%

-6.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.77%

32.14%

-3.37%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.24%

29.80%

+3.44%

Financials

VRTX vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between Vertex Pharmaceuticals Incorporated and Eli Lilly and Company. 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


0.005.00B10.00B15.00B20.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
3.19B
19.29B
(VRTX) Total Revenue
(LLY) Total Revenue
Values in USD except per share items

VRTX vs. LLY - Profitability Comparison

The chart below illustrates the profitability comparison between Vertex Pharmaceuticals Incorporated and Eli Lilly and Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

70.0%75.0%80.0%85.0%90.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
85.4%
85.1%
Portfolio components
VRTX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Vertex Pharmaceuticals Incorporated reported a gross profit of 2.72B and revenue of 3.19B. Therefore, the gross margin over that period was 85.4%.

LLY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Eli Lilly and Company reported a gross profit of 16.41B and revenue of 19.29B. Therefore, the gross margin over that period was 85.1%.

VRTX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Vertex Pharmaceuticals Incorporated reported an operating income of 1.26B and revenue of 3.19B, resulting in an operating margin of 39.6%.

LLY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Eli Lilly and Company reported an operating income of 8.78B and revenue of 19.29B, resulting in an operating margin of 45.5%.

VRTX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Vertex Pharmaceuticals Incorporated reported a net income of 1.19B and revenue of 3.19B, resulting in a net margin of 37.3%.

LLY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Eli Lilly and Company reported a net income of 6.64B and revenue of 19.29B, resulting in a net margin of 34.4%.