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

Correlation

The correlation between AVAV and CORT is 0.20, 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.


-0.50.00.51.00.2

Performance

AVAV vs. CORT - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-23.35%
78.30%
AVAV
CORT

Key characteristics

Sharpe Ratio

AVAV:

0.45

CORT:

1.31

Sortino Ratio

AVAV:

1.06

CORT:

1.80

Omega Ratio

AVAV:

1.15

CORT:

1.27

Calmar Ratio

AVAV:

0.69

CORT:

1.91

Martin Ratio

AVAV:

1.70

CORT:

4.00

Ulcer Index

AVAV:

14.11%

CORT:

17.92%

Daily Std Dev

AVAV:

53.30%

CORT:

54.64%

Max Drawdown

AVAV:

-61.02%

CORT:

-94.28%

Current Drawdown

AVAV:

-33.64%

CORT:

-13.85%

Fundamentals

Market Cap

AVAV:

$4.63B

CORT:

$5.78B

EPS

AVAV:

$1.70

CORT:

$1.26

PE Ratio

AVAV:

96.49

CORT:

43.76

PEG Ratio

AVAV:

1.72

CORT:

0.61

Total Revenue (TTM)

AVAV:

$761.50M

CORT:

$628.56M

Gross Profit (TTM)

AVAV:

$293.79M

CORT:

$618.75M

EBITDA (TTM)

AVAV:

$77.21M

CORT:

$144.05M

Returns By Period

In the year-to-date period, AVAV achieves a 23.82% return, which is significantly lower than CORT's 61.39% return. Over the past 10 years, AVAV has underperformed CORT with an annualized return of 18.68%, while CORT has yielded a comparatively higher 32.50% annualized return.


AVAV

YTD

23.82%

1M

-20.81%

6M

-28.84%

1Y

19.59%

5Y*

19.81%

10Y*

18.68%

CORT

YTD

61.39%

1M

-0.38%

6M

86.22%

1Y

67.85%

5Y*

33.11%

10Y*

32.50%

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Risk-Adjusted Performance

AVAV vs. CORT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AeroVironment, Inc. (AVAV) 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 AVAV, currently valued at 0.45, compared to the broader market-4.00-2.000.002.000.451.31
The chart of Sortino ratio for AVAV, currently valued at 1.06, compared to the broader market-4.00-2.000.002.004.001.061.80
The chart of Omega ratio for AVAV, currently valued at 1.15, compared to the broader market0.501.001.502.001.151.27
The chart of Calmar ratio for AVAV, currently valued at 0.69, compared to the broader market0.002.004.006.000.691.91
The chart of Martin ratio for AVAV, currently valued at 1.70, compared to the broader market0.0010.0020.001.704.00
AVAV
CORT

The current AVAV Sharpe Ratio is 0.45, which is lower than the CORT Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of AVAV 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.45
1.31
AVAV
CORT

Dividends

AVAV vs. CORT - Dividend Comparison

Neither AVAV nor CORT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AVAV vs. CORT - Drawdown Comparison

The maximum AVAV drawdown since its inception was -61.02%, smaller than the maximum CORT drawdown of -94.28%. Use the drawdown chart below to compare losses from any high point for AVAV and CORT. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-33.64%
-13.85%
AVAV
CORT

Volatility

AVAV vs. CORT - Volatility Comparison

AeroVironment, Inc. (AVAV) has a higher volatility of 22.10% compared to Corcept Therapeutics Incorporated (CORT) at 12.22%. This indicates that AVAV's price experiences larger fluctuations and is considered to be riskier than CORT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
22.10%
12.22%
AVAV
CORT

Financials

AVAV vs. CORT - Financials Comparison

This section allows you to compare key financial metrics between AeroVironment, 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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