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

Performance

VRTX vs. SHEL - Performance Comparison

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

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Returns By Period

In the year-to-date period, VRTX achieves a -6.24% return, which is significantly lower than SHEL's 20.34% return. Over the past 10 years, VRTX has outperformed SHEL with an annualized return of 16.29%, while SHEL has yielded a comparatively lower 10.58% annualized return.


VRTX

1D
-3.04%
1M
0.28%
YTD
-6.24%
6M
-1.86%
1Y
-4.57%
3Y*
8.39%
5Y*
15.02%
10Y*
16.29%

SHEL

1D
1.65%
1M
-1.54%
YTD
20.34%
6M
19.56%
1Y
33.66%
3Y*
18.89%
5Y*
22.78%
10Y*
10.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VRTX vs. SHEL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VRTX
Vertex Pharmaceuticals Incorporated
-6.24%12.58%-1.03%40.90%31.50%-7.08%7.94%32.13%10.58%103.42%
SHEL
Shell plc
20.34%22.16%-0.87%20.19%36.18%34.27%-41.08%6.38%-7.23%21.67%

Correlation

The correlation between VRTX and SHEL is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.09

Correlation (10Y)
Calculated over the trailing 10-year period

0.12

Correlation (All Time)
Calculated using the full available price history since Jul 22, 2005

0.20

The correlation between VRTX and SHEL shifts across timeframes, from -0.04 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

VRTX:

$108.95B

SHEL:

$247.60B

EPS

VRTX:

$16.87

SHEL:

$6.39

PE Ratio

VRTX:

25.20

SHEL:

13.58

PEG Ratio

VRTX:

2.10

SHEL:

0.68

PS Ratio

VRTX:

8.92

SHEL:

0.95

PB Ratio

VRTX:

4.11

SHEL:

1.43

Total Revenue (TTM)

VRTX:

$12.26B

SHEL:

$266.82B

Gross Profit (TTM)

VRTX:

$10.57B

SHEL:

$41.65B

EBITDA (TTM)

VRTX:

$5.19B

SHEL:

$57.44B

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Return for Risk

VRTX vs. SHEL — Risk / Return Rank

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

VRTX
VRTX Risk / Return Rank: 3333
Overall Rank
VRTX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
VRTX Sortino Ratio Rank: 3131
Sortino Ratio Rank
VRTX Omega Ratio Rank: 3131
Omega Ratio Rank
VRTX Calmar Ratio Rank: 3535
Calmar Ratio Rank
VRTX Martin Ratio Rank: 3333
Martin Ratio Rank

SHEL
SHEL Risk / Return Rank: 8181
Overall Rank
SHEL Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
SHEL Sortino Ratio Rank: 7777
Sortino Ratio Rank
SHEL Omega Ratio Rank: 7676
Omega Ratio Rank
SHEL Calmar Ratio Rank: 8484
Calmar Ratio Rank
SHEL Martin Ratio Rank: 8686
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. SHEL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vertex Pharmaceuticals Incorporated (VRTX) and Shell plc (SHEL). 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.


VRTXSHELDifference

Sharpe ratio

Return per unit of total volatility

-0.14

1.61

-1.74

Sortino ratio

Return per unit of downside risk

0.05

2.16

-2.11

Omega ratio

Gain probability vs. loss probability

1.01

1.27

-0.27

Calmar ratio

Return relative to maximum drawdown

-0.16

3.34

-3.51

Martin ratio

Return relative to average drawdown

-0.35

9.67

-10.02

VRTX vs. SHEL - Sharpe Ratio Comparison

The current VRTX Sharpe Ratio is -0.14, which is lower than the SHEL Sharpe Ratio of 1.61. The chart below compares the historical Sharpe Ratios of VRTX and SHEL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VRTXSHELDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.14

1.61

-1.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.91

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.34

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.22

+0.03

Drawdowns

VRTX vs. SHEL - Drawdown Comparison

The maximum VRTX drawdown since its inception was -91.77%, which is greater than SHEL's maximum drawdown of -71.57%. Use the drawdown chart below to compare losses from any high point for VRTX and SHEL.


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Drawdown Indicators


VRTXSHELDifference

Max Drawdown

Largest peak-to-trough decline

-91.77%

-71.57%

-20.20%

Max Drawdown (1Y)

Largest decline over 1 year

-23.56%

-10.81%

-12.75%

Max Drawdown (3Y)

Largest decline over 3 years

-29.07%

-18.47%

-10.60%

Max Drawdown (5Y)

Largest decline over 5 years

-29.07%

-25.04%

-4.03%

Max Drawdown (10Y)

Largest decline over 10 years

-41.60%

-71.57%

+29.97%

Current Drawdown

Current decline from peak

-17.74%

-6.95%

-10.79%

Average Drawdown

Average peak-to-trough decline

-37.70%

-16.75%

-20.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.11%

3.74%

+7.37%

Volatility

VRTX vs. SHEL - Volatility Comparison

Vertex Pharmaceuticals Incorporated (VRTX) and Shell plc (SHEL) have volatilities of 7.13% and 7.28%, 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


VRTXSHELDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.13%

7.28%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

21.76%

17.47%

+4.29%

Volatility (1Y)

Calculated over the trailing 1-year period

33.88%

21.10%

+12.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.90%

25.20%

+3.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.83%

30.87%

+1.96%

Dividends

VRTX vs. SHEL - Dividend Comparison

VRTX has not paid dividends to shareholders, while SHEL's dividend yield for the trailing twelve months is around 3.41%.


PositionTTM20252024202320222021202020192018201720162015
SHEL
Shell plc
3.41%3.90%4.39%3.76%3.48%3.78%5.69%6.27%6.27%2.75%6.49%8.17%
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%

Financials

VRTX vs. SHEL - Financials Comparison

This section allows you to compare key financial metrics between Vertex Pharmaceuticals Incorporated and Shell plc. 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


0.0020.00B40.00B60.00B80.00B100.00B20222023202420252026
2.99B
69.57B
(VRTX) Total Revenue
(SHEL) Total Revenue
Values in USD except per share items

VRTX vs. SHEL - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20222023202420252026
86.9%
19.1%
Portfolio components
VRTX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Vertex Pharmaceuticals Incorporated reported a gross profit of 2.59B and revenue of 2.99B. Therefore, the gross margin over that period was 86.9%.

SHEL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Shell plc reported a gross profit of 13.31B and revenue of 69.57B. Therefore, the gross margin over that period was 19.1%.

VRTX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Vertex Pharmaceuticals Incorporated reported an operating income of 1.14B and revenue of 2.99B, resulting in an operating margin of 38.1%.

SHEL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Shell plc reported an operating income of 10.35B and revenue of 69.57B, resulting in an operating margin of 14.9%.

VRTX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Vertex Pharmaceuticals Incorporated reported a net income of 1.03B and revenue of 2.99B, resulting in a net margin of 34.5%.

SHEL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Shell plc reported a net income of 5.68B and revenue of 69.57B, resulting in a net margin of 8.2%.


Frequently Asked Questions


VRTX and SHEL have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SHEL has higher volatility (7.28%) compared to VRTX (7.13%). In terms of maximum drawdown, VRTX dropped -91.77% vs SHEL's -71.57%.

SHEL currently has the higher Sharpe Ratio (1.61 vs -0.14), 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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