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VRTX vs. XRP-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

VRTX vs. XRP-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vertex Pharmaceuticals Incorporated (VRTX) and XRP (XRP-USD). 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 -1.86% return, which is significantly higher than XRP-USD's -37.47% 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%

XRP-USD

1D
1.46%
1M
-22.57%
YTD
-37.47%
6M
-43.16%
1Y
-46.47%
3Y*
33.79%
5Y*
5.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VRTX vs. XRP-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VRTX
Vertex Pharmaceuticals Incorporated
-1.86%12.58%-1.03%40.90%31.50%-7.08%7.94%32.13%10.58%103.42%
XRP-USD
XRP
-37.47%-11.56%237.88%81.04%-59.10%278.06%13.98%-45.31%-84.67%38,242.83%

Correlation

The correlation between VRTX and XRP-USD is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.08

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

0.09

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2017

0.06

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Return for Risk

VRTX vs. XRP-USD — Risk / Return Rank

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

VRTX
VRTX Risk / Return Rank: 3737
Overall Rank
VRTX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
VRTX Sortino Ratio Rank: 3434
Sortino Ratio Rank
VRTX Omega Ratio Rank: 3535
Omega Ratio Rank
VRTX Calmar Ratio Rank: 3838
Calmar Ratio Rank
VRTX Martin Ratio Rank: 3737
Martin Ratio Rank

XRP-USD
XRP-USD Risk / Return Rank: 5858
Overall Rank
XRP-USD Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
XRP-USD Sortino Ratio Rank: 5656
Sortino Ratio Rank
XRP-USD Omega Ratio Rank: 5454
Omega Ratio Rank
XRP-USD Calmar Ratio Rank: 6868
Calmar Ratio Rank
XRP-USD Martin Ratio Rank: 6060
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. XRP-USD - Risk-Adjusted Trends Comparison

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


VRTXXRP-USDDifference
Sharpe ratioReturn per unit of total volatility

+0.59

Sortino ratioReturn per unit of downside risk

+0.96

Omega ratioGain probability vs. loss probability

1.02

0.91

+0.10

Calmar ratioReturn relative to maximum drawdown

-0.14

-0.67

+0.53

Martin ratioReturn relative to average drawdown

-0.29

-1.06

+0.76

VRTX vs. XRP-USD - Sharpe Ratio Comparison

The current VRTX Sharpe Ratio is -0.10, which is higher than the XRP-USD Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of VRTX and XRP-USD, 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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Drawdowns

VRTX vs. XRP-USD - Drawdown Comparison

The maximum VRTX drawdown since its inception was -91.77%, roughly equal to the maximum XRP-USD drawdown of -95.87%. Use the drawdown chart below to compare losses from any high point for VRTX and XRP-USD.


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Drawdown Indicators


VRTXXRP-USDDifference

Max Drawdown

Largest peak-to-trough decline

-91.77%

-95.87%

+4.10%

Max Drawdown (1Y)

Largest decline over 1 year

-23.56%

-69.23%

+45.67%

Max Drawdown (3Y)

Largest decline over 3 years

-29.07%

-69.23%

+40.16%

Max Drawdown (5Y)

Largest decline over 5 years

-29.07%

-77.83%

+48.76%

Max Drawdown (10Y)

Largest decline over 10 years

-41.60%

Current Drawdown

Current decline from peak

-13.90%

-67.62%

+53.72%

Average Drawdown

Average peak-to-trough decline

-37.73%

-70.99%

+33.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.30%

43.98%

-32.68%

Volatility

VRTX vs. XRP-USD - Volatility Comparison

The current volatility for Vertex Pharmaceuticals Incorporated (VRTX) is 7.47%, while XRP (XRP-USD) has a volatility of 14.05%. This indicates that VRTX experiences smaller price fluctuations and is considered to be less risky than XRP-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VRTXXRP-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.47%

14.05%

-6.58%

Volatility (6M)

Calculated over the trailing 6-month period

20.71%

46.30%

-25.59%

Volatility (1Y)

Calculated over the trailing 1-year period

34.13%

56.19%

-22.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.53%

72.34%

-43.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.82%

111.77%

-78.95%

Frequently Asked Questions


VRTX and XRP-USD have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XRP-USD has higher volatility (14.05%) compared to VRTX (7.47%). In terms of maximum drawdown, VRTX dropped -91.77% vs XRP-USD's -95.87%.

VRTX currently has the higher Sharpe Ratio (-0.10 vs -0.69), 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.

Portfolio Optimizer

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