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VRTX vs. MOH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between VRTX and MOH is 0.28, 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.


-0.50.00.51.00.3

Performance

VRTX vs. MOH - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-5.07%
-3.63%
VRTX
MOH

Key characteristics

Sharpe Ratio

VRTX:

0.49

MOH:

-0.49

Sortino Ratio

VRTX:

0.79

MOH:

-0.55

Omega Ratio

VRTX:

1.10

MOH:

0.93

Calmar Ratio

VRTX:

0.79

MOH:

-0.55

Martin Ratio

VRTX:

1.67

MOH:

-0.97

Ulcer Index

VRTX:

6.34%

MOH:

19.54%

Daily Std Dev

VRTX:

21.50%

MOH:

38.46%

Max Drawdown

VRTX:

-91.77%

MOH:

-68.37%

Current Drawdown

VRTX:

-13.40%

MOH:

-29.30%

Fundamentals

Market Cap

VRTX:

$120.84B

MOH:

$16.69B

EPS

VRTX:

-$1.88

MOH:

$19.65

PEG Ratio

VRTX:

1.23

MOH:

-0.62

Total Revenue (TTM)

VRTX:

$10.61B

MOH:

$39.18B

Gross Profit (TTM)

VRTX:

$9.14B

MOH:

$4.64B

EBITDA (TTM)

VRTX:

$517.70M

MOH:

$1.82B

Returns By Period

In the year-to-date period, VRTX achieves a 9.98% return, which is significantly higher than MOH's -17.91% return. Over the past 10 years, VRTX has underperformed MOH with an annualized return of 14.21%, while MOH has yielded a comparatively higher 18.59% annualized return.


VRTX

YTD

9.98%

1M

-4.18%

6M

-4.23%

1Y

11.00%

5Y*

15.24%

10Y*

14.21%

MOH

YTD

-17.91%

1M

1.51%

6M

-3.05%

1Y

-17.44%

5Y*

17.36%

10Y*

18.59%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

VRTX vs. MOH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vertex Pharmaceuticals Incorporated (VRTX) and Molina Healthcare, Inc. (MOH). 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.


Sharpe ratio
The chart of Sharpe ratio for VRTX, currently valued at 0.49, compared to the broader market-4.00-2.000.002.000.49-0.49
The chart of Sortino ratio for VRTX, currently valued at 0.79, compared to the broader market-4.00-2.000.002.004.000.79-0.55
The chart of Omega ratio for VRTX, currently valued at 1.10, compared to the broader market0.501.001.502.001.100.93
The chart of Calmar ratio for VRTX, currently valued at 0.79, compared to the broader market0.002.004.006.000.79-0.55
The chart of Martin ratio for VRTX, currently valued at 1.67, compared to the broader market0.0010.0020.001.67-0.97
VRTX
MOH

The current VRTX Sharpe Ratio is 0.49, which is higher than the MOH Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of VRTX and MOH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.49
-0.49
VRTX
MOH

Dividends

VRTX vs. MOH - Dividend Comparison

Neither VRTX nor MOH has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VRTX vs. MOH - Drawdown Comparison

The maximum VRTX drawdown since its inception was -91.77%, which is greater than MOH's maximum drawdown of -68.37%. Use the drawdown chart below to compare losses from any high point for VRTX and MOH. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.40%
-29.30%
VRTX
MOH

Volatility

VRTX vs. MOH - Volatility Comparison

The current volatility for Vertex Pharmaceuticals Incorporated (VRTX) is 8.17%, while Molina Healthcare, Inc. (MOH) has a volatility of 10.43%. This indicates that VRTX experiences smaller price fluctuations and is considered to be less risky than MOH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.17%
10.43%
VRTX
MOH

Financials

VRTX vs. MOH - Financials Comparison

This section allows you to compare key financial metrics between Vertex Pharmaceuticals Incorporated and Molina Healthcare, Inc.. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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