VRTX vs. XLM-USD
VRTX (Vertex Pharmaceuticals Incorporated) is a stock, while XLM-USD (Stellar) is a cryptocurrency. Over the past 10 years, VRTX returned 17.15%/yr vs 60.23%/yr for XLM-USD. At a 0.05 correlation, their price movements are largely independent.
Performance
VRTX vs. XLM-USD - Performance Comparison
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Returns By Period
In the year-to-date period, VRTX achieves a -1.86% return, which is significantly higher than XLM-USD's -6.87% return. Over the past 10 years, VRTX has underperformed XLM-USD with an annualized return of 17.15%, while XLM-USD has yielded a comparatively higher 60.23% annualized return.
VRTX
- 1D
- -0.03%
- 1M
- -1.22%
- YTD
- -1.86%
- 6M
- -1.57%
- 1Y
- -2.31%
- 3Y*
- 9.16%
- 5Y*
- 18.18%
- 10Y*
- 17.15%
XLM-USD
- 1D
- -1.52%
- 1M
- 15.17%
- YTD
- -6.87%
- 6M
- -21.39%
- 1Y
- -28.35%
- 3Y*
- 33.09%
- 5Y*
- -11.45%
- 10Y*
- 60.23%
VRTX vs. XLM-USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VRTX Vertex Pharmaceuticals Incorporated | -1.86% | 12.58% | -1.03% | 40.90% | 31.50% | -7.08% | 7.94% | 32.13% | 10.58% | 103.42% |
XLM-USD Stellar | -6.87% | -39.55% | 157.40% | 81.66% | -73.35% | 108.68% | 184.76% | -60.36% | -68.37% | 14,396.90% |
Correlation
The correlation between VRTX and XLM-USD is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Aug 4, 2014 | 0.05 |
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Return for Risk
VRTX vs. XLM-USD — Risk / Return Rank
VRTX
XLM-USD
VRTX vs. XLM-USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vertex Pharmaceuticals Incorporated (VRTX) and Stellar (XLM-USD). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VRTX | XLM-USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.24 | ||
| Sortino ratioReturn per unit of downside risk | +0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.00 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | -0.40 | +0.26 |
| Martin ratioReturn relative to average drawdown | -0.29 | -0.57 | +0.28 |
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Drawdowns
VRTX vs. XLM-USD - Drawdown Comparison
The maximum VRTX drawdown since its inception was -91.77%, roughly equal to the maximum XLM-USD drawdown of -96.21%. Use the drawdown chart below to compare losses from any high point for VRTX and XLM-USD.
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Drawdown Indicators
| VRTX | XLM-USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.77% | -96.21% | +4.44% |
Max Drawdown (1Y)Largest decline over 1 year | -23.56% | -71.19% | +47.63% |
Max Drawdown (3Y)Largest decline over 3 years | -29.07% | -74.37% | +45.30% |
Max Drawdown (5Y)Largest decline over 5 years | -29.07% | -83.25% | +54.18% |
Max Drawdown (10Y)Largest decline over 10 years | -41.60% | -96.21% | +54.61% |
Current DrawdownCurrent decline from peak | -13.90% | -78.80% | +64.90% |
Average DrawdownAverage peak-to-trough decline | -37.73% | -72.14% | +34.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.30% | 50.48% | -39.18% |
Volatility
VRTX vs. XLM-USD - Volatility Comparison
The current volatility for Vertex Pharmaceuticals Incorporated (VRTX) is 7.47%, while Stellar (XLM-USD) has a volatility of 43.48%. This indicates that VRTX experiences smaller price fluctuations and is considered to be less risky than XLM-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| VRTX | XLM-USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.47% | 43.48% | -36.01% |
Volatility (6M)Calculated over the trailing 6-month period | 20.71% | 59.28% | -38.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.13% | 70.60% | -36.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.53% | 74.72% | -46.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.82% | 112.79% | -79.97% |
Frequently Asked Questions
VRTX and XLM-USD have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
XLM-USD has higher volatility (43.48%) compared to VRTX (7.47%). In terms of maximum drawdown, VRTX dropped -91.77% vs XLM-USD's -96.21%.
VRTX currently has the higher Sharpe Ratio (-0.10 vs -0.33), 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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