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

Key characteristics


VRTXVLO
YTD Return-2.54%34.51%
1Y Return18.96%34.70%
3Y Return (Ann)22.49%40.50%
5Y Return (Ann)16.78%19.71%
10Y Return (Ann)20.20%16.99%
Sharpe Ratio0.901.23
Daily Std Dev23.92%27.67%
Max Drawdown-91.77%-81.53%
Current Drawdown-11.10%-5.37%

Fundamentals


VRTXVLO
Market Cap$107.98B$56.23B
EPS$13.88$24.92
PE Ratio30.126.85
PEG Ratio0.560.21
Revenue (TTM)$9.87B$139.00B
Gross Profit (TTM)$5.32B$19.22B
EBITDA (TTM)$4.48B$14.66B

Correlation

0.19
-1.001.00

The correlation between VRTX and VLO is 0.19, 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. VLO - Performance Comparison

In the year-to-date period, VRTX achieves a -2.54% return, which is significantly lower than VLO's 34.51% return. Over the past 10 years, VRTX has outperformed VLO with an annualized return of 20.20%, while VLO has yielded a comparatively lower 16.99% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2024FebruaryMarchApril
6.89%
39.85%
VRTX
VLO

Compare stocks, funds, or ETFs


Vertex Pharmaceuticals Incorporated

Valero Energy Corporation

Risk-Adjusted Performance

VRTX vs. VLO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vertex Pharmaceuticals Incorporated (VRTX) and Valero Energy Corporation (VLO). 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 market0.001.002.003.004.005.006.001.94
Martin ratio
The Martin ratio of VRTX compared to the broader market0.0010.0020.0030.004.66
VLO
Sharpe ratio
The Sharpe ratio of VLO compared to the broader market-2.00-1.000.001.002.003.004.001.23
Sortino ratio
The Sortino ratio of VLO compared to the broader market-4.00-2.000.002.004.006.001.79
Omega ratio
The Omega ratio of VLO compared to the broader market0.501.001.501.21
Calmar ratio
The Calmar ratio of VLO compared to the broader market0.001.002.003.004.005.006.001.14
Martin ratio
The Martin ratio of VLO compared to the broader market0.0010.0020.0030.003.19

VRTX vs. VLO - Sharpe Ratio Comparison

The current VRTX Sharpe Ratio is 0.90, which roughly equals the VLO Sharpe Ratio of 1.23. The chart below compares the 12-month rolling Sharpe Ratio of VRTX and VLO.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2024FebruaryMarchApril
0.90
1.23
VRTX
VLO

Dividends

VRTX vs. VLO - Dividend Comparison

VRTX has not paid dividends to shareholders, while VLO's dividend yield for the trailing twelve months is around 2.38%.


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%
VLO
Valero Energy Corporation
2.38%3.14%3.09%5.22%6.93%3.84%4.27%3.05%3.51%2.40%2.12%1.65%

Drawdowns

VRTX vs. VLO - Drawdown Comparison

The maximum VRTX drawdown since its inception was -91.77%, which is greater than VLO's maximum drawdown of -81.53%. The drawdown chart below compares losses from any high point along the way for VRTX and VLO


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-11.10%
-5.37%
VRTX
VLO

Volatility

VRTX vs. VLO - Volatility Comparison

The current volatility for Vertex Pharmaceuticals Incorporated (VRTX) is 4.32%, while Valero Energy Corporation (VLO) has a volatility of 6.50%. This indicates that VRTX experiences smaller price fluctuations and is considered to be less risky than VLO 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%
6.50%
VRTX
VLO