BIIB vs VRTX: returns, Sharpe ratio and drawdown

Over the past year, BIIB returned +46.00% against +21.31% for VRTX. Over five years, VRTX averaged +22.66% a year, compared with -4.94% for BIIB. BIIB had the higher Sharpe ratio over the past year (1.18 vs 0.67), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -14.34% for BIIB and -15.21% for VRTX.