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

Performance

AXSM vs. CORT - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%100.00%120.00%JuneJulyAugustSeptemberOctoberNovember
32.37%
100.86%
AXSM
CORT

Returns By Period

In the year-to-date period, AXSM achieves a 23.37% return, which is significantly lower than CORT's 72.17% return.


AXSM

YTD

23.37%

1M

6.27%

6M

32.37%

1Y

63.38%

5Y (annualized)

23.97%

10Y (annualized)

N/A

CORT

YTD

72.17%

1M

14.31%

6M

100.86%

1Y

120.68%

5Y (annualized)

33.90%

10Y (annualized)

33.84%

Fundamentals


AXSMCORT
Market Cap$4.76B$5.88B
EPS-$6.58$1.26
PEG Ratio0.000.61
Total Revenue (TTM)$338.46M$628.56M
Gross Profit (TTM)$306.46M$618.75M
EBITDA (TTM)-$300.59M$144.55M

Key characteristics


AXSMCORT
Sharpe Ratio1.552.21
Sortino Ratio2.182.50
Omega Ratio1.271.39
Calmar Ratio1.523.19
Martin Ratio4.226.72
Ulcer Index15.62%17.86%
Daily Std Dev42.55%54.29%
Max Drawdown-86.65%-94.28%
Current Drawdown-7.58%-6.17%

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Correlation

-0.50.00.51.00.2

The correlation between AXSM and CORT is 0.21, 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.

Risk-Adjusted Performance

AXSM vs. CORT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Axsome Therapeutics, Inc. (AXSM) 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 AXSM, currently valued at 1.55, compared to the broader market-4.00-2.000.002.004.001.552.21
The chart of Sortino ratio for AXSM, currently valued at 2.18, compared to the broader market-4.00-2.000.002.004.002.182.50
The chart of Omega ratio for AXSM, currently valued at 1.27, compared to the broader market0.501.001.502.001.271.39
The chart of Calmar ratio for AXSM, currently valued at 1.52, compared to the broader market0.002.004.006.001.523.19
The chart of Martin ratio for AXSM, currently valued at 4.22, compared to the broader market0.0010.0020.0030.004.226.72
AXSM
CORT

The current AXSM Sharpe Ratio is 1.55, which is comparable to the CORT Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of AXSM 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 Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.55
2.21
AXSM
CORT

Dividends

AXSM vs. CORT - Dividend Comparison

Neither AXSM nor CORT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AXSM vs. CORT - Drawdown Comparison

The maximum AXSM drawdown since its inception was -86.65%, smaller than the maximum CORT drawdown of -94.28%. Use the drawdown chart below to compare losses from any high point for AXSM 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%JuneJulyAugustSeptemberOctoberNovember
-7.58%
-6.17%
AXSM
CORT

Volatility

AXSM vs. CORT - Volatility Comparison

The current volatility for Axsome Therapeutics, Inc. (AXSM) is 12.86%, while Corcept Therapeutics Incorporated (CORT) has a volatility of 16.16%. This indicates that AXSM 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.


10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
12.86%
16.16%
AXSM
CORT

Financials

AXSM vs. CORT - Financials Comparison

This section allows you to compare key financial metrics between Axsome Therapeutics, 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