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AU vs. CRVS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AU vs. CRVS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AngloGold Ashanti Limited (AU) and Corvus Pharmaceuticals, Inc. (CRVS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AU achieves a 1.94% return, which is significantly lower than CRVS's 44.81% return. Over the past 10 years, AU has outperformed CRVS with an annualized return of 19.78%, while CRVS has yielded a comparatively lower -1.39% annualized return.


AU

1D
0.42%
1M
-20.12%
YTD
1.94%
6M
10.31%
1Y
93.94%
3Y*
56.64%
5Y*
34.89%
10Y*
19.78%

CRVS

1D
0.27%
1M
-28.30%
YTD
44.81%
6M
30.26%
1Y
185.17%
3Y*
46.04%
5Y*
31.93%
10Y*
-1.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AU vs. CRVS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AU
AngloGold Ashanti Limited
1.94%288.18%25.43%-2.68%-5.09%-4.87%1.90%78.89%23.96%-2.23%
CRVS
Corvus Pharmaceuticals, Inc.
44.81%43.93%203.98%107.06%-64.73%-32.30%-34.56%48.23%-64.58%-27.55%

Correlation

The correlation between AU and CRVS is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.23

Correlation (3Y)
Calculated over the trailing 3-year period

0.14

Correlation (5Y)
Calculated over the trailing 5-year period

0.11

Correlation (10Y)
Calculated over the trailing 10-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Mar 24, 2016

0.05

The correlation between AU and CRVS shifts across timeframes, from 0.05 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

AU:

$42.65B

CRVS:

$1.00B

EPS

AU:

$6.85

CRVS:

-$0.53

PB Ratio

AU:

5.00

CRVS:

4.17

Total Revenue (TTM)

AU:

$11.17B

CRVS:

$0.00

Gross Profit (TTM)

AU:

$5.82B

CRVS:

-$26.00K

EBITDA (TTM)

AU:

$5.58B

CRVS:

-$47.43M

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Return for Risk

AU vs. CRVS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AU
AU Risk / Return Rank: 8080
Overall Rank
AU Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
AU Sortino Ratio Rank: 7878
Sortino Ratio Rank
AU Omega Ratio Rank: 7777
Omega Ratio Rank
AU Calmar Ratio Rank: 8181
Calmar Ratio Rank
AU Martin Ratio Rank: 8282
Martin Ratio Rank

CRVS
CRVS Risk / Return Rank: 8686
Overall Rank
CRVS Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
CRVS Sortino Ratio Rank: 9696
Sortino Ratio Rank
CRVS Omega Ratio Rank: 9393
Omega Ratio Rank
CRVS Calmar Ratio Rank: 8585
Calmar Ratio Rank
CRVS Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AU vs. CRVS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AngloGold Ashanti Limited (AU) and Corvus Pharmaceuticals, Inc. (CRVS). 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.


AUCRVSDifference
Sharpe ratioReturn per unit of total volatility

+0.61

Sortino ratioReturn per unit of downside risk

-2.18

Omega ratioGain probability vs. loss probability

1.27

1.48

-0.21

Calmar ratioReturn relative to maximum drawdown

2.58

3.30

-0.72

Martin ratioReturn relative to average drawdown

7.04

7.42

-0.38

AU vs. CRVS - Sharpe Ratio Comparison

The current AU Sharpe Ratio is 1.64, which is higher than the CRVS Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of AU and CRVS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AUCRVSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

1.03

+0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

0.24

+0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

-0.01

+0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

-0.02

+0.17

Drawdowns

AU vs. CRVS - Drawdown Comparison

The maximum AU drawdown since its inception was -90.12%, smaller than the maximum CRVS drawdown of -96.97%. Use the drawdown chart below to compare losses from any high point for AU and CRVS.


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Drawdown Indicators


AUCRVSDifference

Max Drawdown

Largest peak-to-trough decline

-90.12%

-96.97%

+6.85%

Max Drawdown (1Y)

Largest decline over 1 year

-36.59%

-56.43%

+19.84%

Max Drawdown (3Y)

Largest decline over 3 years

-38.71%

-70.50%

+31.79%

Max Drawdown (5Y)

Largest decline over 5 years

-51.75%

-92.40%

+40.65%

Max Drawdown (10Y)

Largest decline over 10 years

-67.91%

-96.97%

+29.06%

Current Drawdown

Current decline from peak

-32.22%

-56.31%

+24.09%

Average Drawdown

Average peak-to-trough decline

-46.08%

-69.32%

+23.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.40%

25.07%

-11.67%

Volatility

AU vs. CRVS - Volatility Comparison

The current volatility for AngloGold Ashanti Limited (AU) is 20.03%, while Corvus Pharmaceuticals, Inc. (CRVS) has a volatility of 23.70%. This indicates that AU experiences smaller price fluctuations and is considered to be less risky than CRVS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AUCRVSDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.03%

23.70%

-3.67%

Volatility (6M)

Calculated over the trailing 6-month period

45.74%

111.87%

-66.13%

Volatility (1Y)

Calculated over the trailing 1-year period

57.81%

181.10%

-123.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.98%

131.06%

-82.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

49.72%

111.16%

-61.44%

Dividends

AU vs. CRVS - Dividend Comparison

AU's dividend yield for the trailing twelve months is around 5.45%, while CRVS has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
AU
AngloGold Ashanti Limited
5.45%2.96%1.78%1.14%2.26%2.58%0.49%0.30%0.48%0.93%
CRVS
Corvus Pharmaceuticals, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

AU vs. CRVS - Financials Comparison

This section allows you to compare key financial metrics between AngloGold Ashanti Limited and Corvus Pharmaceuticals, Inc.. 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


0.00500.00M1.00B1.50B2.00B2.50B3.00B3.50B202120222023202420252026
3.24B
0
(AU) Total Revenue
(CRVS) Total Revenue
Values in USD except per share items

Frequently Asked Questions


AU and CRVS have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CRVS has higher volatility (23.70%) compared to AU (20.03%). In terms of maximum drawdown, AU dropped -90.12% vs CRVS's -96.97%.

AU currently has the higher Sharpe Ratio (1.64 vs 1.03), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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