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AMPH vs. CORT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AMPH and CORT is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

AMPH vs. CORT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amphastar Pharmaceuticals, Inc. (AMPH) and Corcept Therapeutics Incorporated (CORT). The values are adjusted to include any dividend payments, if applicable.

500.00%1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
347.31%
1,690.94%
AMPH
CORT

Key characteristics

Sharpe Ratio

AMPH:

-0.85

CORT:

1.22

Sortino Ratio

AMPH:

-1.09

CORT:

1.72

Omega Ratio

AMPH:

0.86

CORT:

1.25

Calmar Ratio

AMPH:

-0.77

CORT:

1.77

Martin Ratio

AMPH:

-1.15

CORT:

3.70

Ulcer Index

AMPH:

28.73%

CORT:

17.98%

Daily Std Dev

AMPH:

38.99%

CORT:

54.66%

Max Drawdown

AMPH:

-49.92%

CORT:

-94.28%

Current Drawdown

AMPH:

-39.78%

CORT:

-15.53%

Fundamentals

Market Cap

AMPH:

$1.96B

CORT:

$5.78B

EPS

AMPH:

$3.01

CORT:

$1.26

PE Ratio

AMPH:

13.57

CORT:

43.76

PEG Ratio

AMPH:

2.77

CORT:

0.61

Total Revenue (TTM)

AMPH:

$721.15M

CORT:

$628.56M

Gross Profit (TTM)

AMPH:

$374.85M

CORT:

$618.75M

EBITDA (TTM)

AMPH:

$267.92M

CORT:

$144.05M

Returns By Period

In the year-to-date period, AMPH achieves a -36.72% return, which is significantly lower than CORT's 58.25% return. Over the past 10 years, AMPH has underperformed CORT with an annualized return of 12.74%, while CORT has yielded a comparatively higher 33.48% annualized return.


AMPH

YTD

-36.72%

1M

-11.23%

6M

-3.24%

1Y

-34.72%

5Y*

14.84%

10Y*

12.74%

CORT

YTD

58.25%

1M

-8.36%

6M

71.11%

1Y

62.35%

5Y*

32.53%

10Y*

33.48%

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Risk-Adjusted Performance

AMPH vs. CORT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amphastar Pharmaceuticals, Inc. (AMPH) and Corcept Therapeutics Incorporated (CORT). 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.


Sharpe ratio
The chart of Sharpe ratio for AMPH, currently valued at -0.85, compared to the broader market-4.00-2.000.002.00-0.851.22
The chart of Sortino ratio for AMPH, currently valued at -1.09, compared to the broader market-4.00-2.000.002.004.00-1.091.72
The chart of Omega ratio for AMPH, currently valued at 0.86, compared to the broader market0.501.001.502.000.861.25
The chart of Calmar ratio for AMPH, currently valued at -0.77, compared to the broader market0.002.004.006.00-0.771.77
The chart of Martin ratio for AMPH, currently valued at -1.15, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.153.70
AMPH
CORT

The current AMPH Sharpe Ratio is -0.85, which is lower than the CORT Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of AMPH and CORT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.85
1.22
AMPH
CORT

Dividends

AMPH vs. CORT - Dividend Comparison

Neither AMPH nor CORT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AMPH vs. CORT - Drawdown Comparison

The maximum AMPH drawdown since its inception was -49.92%, smaller than the maximum CORT drawdown of -94.28%. Use the drawdown chart below to compare losses from any high point for AMPH and CORT. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-39.78%
-15.53%
AMPH
CORT

Volatility

AMPH vs. CORT - Volatility Comparison

The current volatility for Amphastar Pharmaceuticals, Inc. (AMPH) is 8.86%, while Corcept Therapeutics Incorporated (CORT) has a volatility of 11.43%. This indicates that AMPH experiences smaller price fluctuations and is considered to be less risky than CORT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.86%
11.43%
AMPH
CORT

Financials

AMPH vs. CORT - Financials Comparison

This section allows you to compare key financial metrics between Amphastar Pharmaceuticals, Inc. and Corcept Therapeutics Incorporated. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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