ALGN vs VTRS: returns, Sharpe ratio and drawdown

Over the past year, VTRS returned +74.57% against +6.95% for ALGN. Over five years, VTRS averaged +5.33% a year, compared with -24.94% for ALGN. VTRS had the higher Sharpe ratio over the past year (1.80 vs 0.25), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -19.65% for VTRS and -29.18% for ALGN.