VRTX vs. VLO
Compare and contrast key facts about Vertex Pharmaceuticals Incorporated (VRTX) and Valero Energy Corporation (VLO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VRTX or VLO.
Performance
VRTX vs. VLO - Performance Comparison
Returns By Period
In the year-to-date period, VRTX achieves a 14.45% return, which is significantly higher than VLO's 10.11% return. Both investments have delivered pretty close results over the past 10 years, with VRTX having a 15.45% annualized return and VLO not far behind at 15.27%.
VRTX
14.45%
-4.42%
4.60%
35.77%
17.32%
15.45%
VLO
10.11%
3.42%
-14.45%
17.41%
11.57%
15.27%
Fundamentals
| VRTX | VLO | |
|---|---|---|
| Market Cap | $126.19B | $43.38B |
| EPS | -$1.91 | $11.37 |
| PEG Ratio | 1.32 | 0.21 |
| Total Revenue (TTM) | $10.61B | $134.49B |
| Gross Profit (TTM) | $9.14B | $5.88B |
| EBITDA (TTM) | -$147.50M | $7.73B |
Key characteristics
| VRTX | VLO | |
|---|---|---|
| Sharpe Ratio | 1.36 | 0.48 |
| Sortino Ratio | 2.20 | 0.85 |
| Omega Ratio | 1.28 | 1.10 |
| Calmar Ratio | 2.79 | 0.47 |
| Martin Ratio | 6.05 | 0.91 |
| Ulcer Index | 5.51% | 15.19% |
| Daily Std Dev | 24.44% | 29.11% |
| Max Drawdown | -91.77% | -81.92% |
| Current Drawdown | -9.88% | -22.53% |
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Correlation
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.
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.
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 2.29%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 2.29% | 3.14% | 3.09% | 5.22% | 6.93% | 3.84% | 4.27% | 3.05% | 3.51% | 2.40% | 2.12% | 1.29% |
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 -81.92%. Use the drawdown chart below to compare losses from any high point for VRTX and VLO. For additional features, visit the drawdowns tool.
Volatility
VRTX vs. VLO - Volatility Comparison
Vertex Pharmaceuticals Incorporated (VRTX) has a higher volatility of 9.96% compared to Valero Energy Corporation (VLO) at 7.84%. This indicates that VRTX's price experiences larger fluctuations and is considered to be riskier than VLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
VRTX vs. VLO - Financials Comparison
This section allows you to compare key financial metrics between Vertex Pharmaceuticals Incorporated and Valero Energy Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities