VRTX vs. XLE
Compare and contrast key facts about Vertex Pharmaceuticals Incorporated (VRTX) and Energy Select Sector SPDR Fund (XLE).
XLE is a passively managed fund by State Street that tracks the performance of the Energy Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VRTX or XLE.
Key characteristics
| VRTX | XLE | |
|---|---|---|
| YTD Return | -2.31% | 15.12% |
| 1Y Return | 17.12% | 18.16% |
| 3Y Return (Ann) | 22.66% | 30.70% |
| 5Y Return (Ann) | 18.14% | 13.04% |
| 10Y Return (Ann) | 19.43% | 4.14% |
| Sharpe Ratio | 0.97 | 0.98 |
| Daily Std Dev | 23.69% | 19.05% |
| Max Drawdown | -91.77% | -71.54% |
| Current Drawdown | -10.89% | -2.39% |
Correlation
The correlation between VRTX and XLE is 0.25, 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. XLE - Performance Comparison
In the year-to-date period, VRTX achieves a -2.31% return, which is significantly lower than XLE's 15.12% return. Over the past 10 years, VRTX has outperformed XLE with an annualized return of 19.43%, while XLE has yielded a comparatively lower 4.14% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
VRTX vs. XLE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Vertex Pharmaceuticals Incorporated (VRTX) and Energy Select Sector SPDR Fund (XLE). 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. XLE - Dividend Comparison
VRTX has not paid dividends to shareholders, while XLE's dividend yield for the trailing twelve months is around 3.05%.
| 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% |
XLE Energy Select Sector SPDR Fund | 3.05% | 3.55% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% | 1.73% |
Drawdowns
VRTX vs. XLE - Drawdown Comparison
The maximum VRTX drawdown since its inception was -91.77%, which is greater than XLE's maximum drawdown of -71.54%. Use the drawdown chart below to compare losses from any high point for VRTX and XLE. For additional features, visit the drawdowns tool.
Volatility
VRTX vs. XLE - Volatility Comparison
Vertex Pharmaceuticals Incorporated (VRTX) has a higher volatility of 4.45% compared to Energy Select Sector SPDR Fund (XLE) at 3.72%. This indicates that VRTX's price experiences larger fluctuations and is considered to be riskier than XLE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.