PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AXSM vs. CORT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

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.


-0.50.00.51.00.2

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%JulyAugustSeptemberOctoberNovemberDecember
19.37%
73.98%
AXSM
CORT

Key characteristics

Sharpe Ratio

AXSM:

0.51

CORT:

1.17

Sortino Ratio

AXSM:

1.01

CORT:

1.67

Omega Ratio

AXSM:

1.12

CORT:

1.25

Calmar Ratio

AXSM:

0.56

CORT:

1.70

Martin Ratio

AXSM:

1.37

CORT:

3.55

Ulcer Index

AXSM:

15.68%

CORT:

17.95%

Daily Std Dev

AXSM:

42.39%

CORT:

54.67%

Max Drawdown

AXSM:

-86.65%

CORT:

-94.28%

Current Drawdown

AXSM:

-15.53%

CORT:

-15.94%

Fundamentals

Market Cap

AXSM:

$4.35B

CORT:

$5.78B

EPS

AXSM:

-$6.58

CORT:

$1.26

PEG Ratio

AXSM:

0.00

CORT:

0.61

Total Revenue (TTM)

AXSM:

$338.46M

CORT:

$628.56M

Gross Profit (TTM)

AXSM:

$306.46M

CORT:

$618.75M

EBITDA (TTM)

AXSM:

-$300.59M

CORT:

$144.05M

Returns By Period

In the year-to-date period, AXSM achieves a 12.75% return, which is significantly lower than CORT's 57.48% return.


AXSM

YTD

12.75%

1M

-5.99%

6M

19.37%

1Y

27.20%

5Y*

-2.28%

10Y*

N/A

CORT

YTD

57.48%

1M

-5.81%

6M

73.98%

1Y

65.64%

5Y*

32.43%

10Y*

32.52%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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 0.51, compared to the broader market-4.00-2.000.002.000.511.17
The chart of Sortino ratio for AXSM, currently valued at 1.01, compared to the broader market-4.00-2.000.002.004.001.011.67
The chart of Omega ratio for AXSM, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.25
The chart of Calmar ratio for AXSM, currently valued at 0.56, compared to the broader market0.002.004.006.000.561.70
The chart of Martin ratio for AXSM, currently valued at 1.37, compared to the broader market0.0010.0020.001.373.55
AXSM
CORT

The current AXSM Sharpe Ratio is 0.51, which is lower than the CORT Sharpe Ratio of 1.17. 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.51
1.17
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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.53%
-15.94%
AXSM
CORT

Volatility

AXSM vs. CORT - Volatility Comparison

The current volatility for Axsome Therapeutics, Inc. (AXSM) is 10.06%, while Corcept Therapeutics Incorporated (CORT) has a volatility of 11.97%. 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%JulyAugustSeptemberOctoberNovemberDecember
10.06%
11.97%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab