Vertex Pharmaceuticals Incorporated (VRTX) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Vertex Pharmaceuticals Incorporated (VRTX): 1Y return 2.4%, Sharpe ratio 0.25, volatility 34.4%, max drawdown -23.1%. A Stock in the Equity asset class. Compare VRTX with other assets and invest through your own broker with pfolio.
Vertex Pharmaceuticals Incorporated (VRTX) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
VRTX Performance
- MTD
- Return: -3.3%, Sharpe: -1.89, Volatility: 45.1%, Max Drawdown: -9.3%
- YTD
- Return: 5.9%, Sharpe: 0.49, Volatility: 30.8%, Max Drawdown: -15.2%
- 1Y
- Return: 2.4%, Sharpe: 0.25, Volatility: 34.4%, Max Drawdown: -23.1%
- 5Y
- Return: 142.1%, Sharpe: 0.75, Volatility: 28.2%, Max Drawdown: -29.1%
- 10Y
- Return: 447.1%, Sharpe: 0.67, Volatility: 32.2%, Max Drawdown: -41.6%
Frequently Asked Questions
- What is Vertex Pharmaceuticals Incorporated (VRTX)?
- Vertex Pharmaceuticals Incorporated (VRTX) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does VRTX compare to other assets?
- You can compare VRTX with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in VRTX through pfolio?
- pfolio helps you build diversified portfolios that may include VRTX. You invest through your own broker — pfolio provides the analytics.