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

Key characteristics


VRTXSCHD
YTD Return-2.54%1.68%
1Y Return18.96%7.99%
3Y Return (Ann)22.49%4.74%
5Y Return (Ann)16.78%11.24%
10Y Return (Ann)20.20%11.13%
Sharpe Ratio0.900.75
Daily Std Dev23.92%11.69%
Max Drawdown-91.77%-33.37%
Current Drawdown-11.10%-4.74%

Correlation

0.36
-1.001.00

The correlation between VRTX and SCHD is 0.36, 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. SCHD - Performance Comparison

In the year-to-date period, VRTX achieves a -2.54% return, which is significantly lower than SCHD's 1.68% return. Over the past 10 years, VRTX has outperformed SCHD with an annualized return of 20.20%, while SCHD has yielded a comparatively lower 11.13% 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%
11.21%
VRTX
SCHD

Compare stocks, funds, or ETFs


Vertex Pharmaceuticals Incorporated

Schwab US Dividend Equity ETF

Risk-Adjusted Performance

VRTX vs. SCHD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vertex Pharmaceuticals Incorporated (VRTX) and Schwab US Dividend Equity ETF (SCHD). 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
SCHD
Sharpe ratio
The Sharpe ratio of SCHD compared to the broader market-2.00-1.000.001.002.003.004.000.75
Sortino ratio
The Sortino ratio of SCHD compared to the broader market-4.00-2.000.002.004.006.001.14
Omega ratio
The Omega ratio of SCHD compared to the broader market0.501.001.501.13
Calmar ratio
The Calmar ratio of SCHD compared to the broader market0.002.004.006.000.66
Martin ratio
The Martin ratio of SCHD compared to the broader market0.0010.0020.0030.002.43

VRTX vs. SCHD - Sharpe Ratio Comparison

The current VRTX Sharpe Ratio is 0.90, which roughly equals the SCHD Sharpe Ratio of 0.75. The chart below compares the 12-month rolling Sharpe Ratio of VRTX and SCHD.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2024FebruaryMarchApril
0.90
0.75
VRTX
SCHD

Dividends

VRTX vs. SCHD - Dividend Comparison

VRTX has not paid dividends to shareholders, while SCHD's dividend yield for the trailing twelve months is around 3.48%.


TTM20232022202120202019201820172016201520142013
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%
SCHD
Schwab US Dividend Equity ETF
3.48%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

VRTX vs. SCHD - Drawdown Comparison

The maximum VRTX drawdown since its inception was -91.77%, which is greater than SCHD's maximum drawdown of -33.37%. The drawdown chart below compares losses from any high point along the way for VRTX and SCHD


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-11.10%
-4.74%
VRTX
SCHD

Volatility

VRTX vs. SCHD - Volatility Comparison

Vertex Pharmaceuticals Incorporated (VRTX) has a higher volatility of 4.32% compared to Schwab US Dividend Equity ETF (SCHD) at 3.78%. This indicates that VRTX's price experiences larger fluctuations and is considered to be riskier than SCHD 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%
3.78%
VRTX
SCHD