This is a dramatic difference:
The unmedicated volunteers improved their aerobic fitness significantly after three months of exercise, by more than 10 percent on average. But the volunteers taking the statins gained barely 1 percent on average in their fitness, and some possessed less aerobic capacity at the end of the study than at its start.
It looks like taking statins takes away pretty much all benefit from exercise.
via Can Cholesterol Drugs Undo Exercise Benefits? – NYTimes.com.