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VRTX vs. REGN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


VRTXREGN
YTD Return-2.54%3.01%
1Y Return18.96%8.95%
3Y Return (Ann)22.49%23.81%
5Y Return (Ann)16.78%18.79%
10Y Return (Ann)20.20%12.15%
Sharpe Ratio0.900.50
Daily Std Dev23.92%20.57%
Max Drawdown-91.77%-91.81%
Current Drawdown-11.10%-8.92%

Fundamentals


VRTXREGN
Market Cap$107.98B$105.64B
EPS$13.88$34.75
PE Ratio30.1227.70
PEG Ratio0.561.55
Revenue (TTM)$9.87B$13.12B
Gross Profit (TTM)$5.32B$7.02B
EBITDA (TTM)$4.48B$4.65B

Correlation

0.35
-1.001.00

The correlation between VRTX and REGN is 0.35, 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.

Performance

VRTX vs. REGN - Performance Comparison

In the year-to-date period, VRTX achieves a -2.54% return, which is significantly lower than REGN's 3.01% return. Over the past 10 years, VRTX has outperformed REGN with an annualized return of 20.20%, while REGN has yielded a comparatively lower 12.15% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
6.89%
7.75%
VRTX
REGN

Compare stocks, funds, or ETFs


Vertex Pharmaceuticals Incorporated

Regeneron Pharmaceuticals, Inc.

Risk-Adjusted Performance

VRTX vs. REGN - Risk-Adjusted Performance Comparison

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


VRTX
Sharpe ratio
The Sharpe ratio of VRTX compared to the broader market-2.00-1.000.001.002.003.004.000.90
Sortino ratio
The Sortino ratio of VRTX compared to the broader market-4.00-2.000.002.004.006.001.58
Omega ratio
The Omega ratio of VRTX compared to the broader market0.501.001.501.19
Calmar ratio
The Calmar ratio of VRTX compared to the broader market0.002.004.006.001.94
Martin ratio
The Martin ratio of VRTX compared to the broader market0.0010.0020.0030.004.66
REGN
Sharpe ratio
The Sharpe ratio of REGN compared to the broader market-2.00-1.000.001.002.003.004.000.50
Sortino ratio
The Sortino ratio of REGN compared to the broader market-4.00-2.000.002.004.006.000.79
Omega ratio
The Omega ratio of REGN compared to the broader market0.501.001.501.11
Calmar ratio
The Calmar ratio of REGN compared to the broader market0.002.004.006.000.62
Martin ratio
The Martin ratio of REGN compared to the broader market0.0010.0020.0030.001.65

VRTX vs. REGN - Sharpe Ratio Comparison

The current VRTX Sharpe Ratio is 0.90, which is higher than the REGN Sharpe Ratio of 0.50. The chart below compares the 12-month rolling Sharpe Ratio of VRTX and REGN.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2024FebruaryMarchApril
0.90
0.50
VRTX
REGN

Dividends

VRTX vs. REGN - Dividend Comparison

Neither VRTX nor REGN has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VRTX vs. REGN - Drawdown Comparison

The maximum VRTX drawdown since its inception was -91.77%, roughly equal to the maximum REGN drawdown of -91.81%. The drawdown chart below compares losses from any high point along the way for VRTX and REGN


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-11.10%
-8.92%
VRTX
REGN

Volatility

VRTX vs. REGN - Volatility Comparison

Vertex Pharmaceuticals Incorporated (VRTX) has a higher volatility of 4.32% compared to Regeneron Pharmaceuticals, Inc. (REGN) at 3.63%. This indicates that VRTX's price experiences larger fluctuations and is considered to be riskier than REGN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2024FebruaryMarchApril
4.32%
3.63%
VRTX
REGN