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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%AugustSeptemberOctoberNovemberDecember2025
11.95%
61.79%
AXSM
CORT

Key characteristics

Sharpe Ratio

AXSM:

0.23

CORT:

2.91

Sortino Ratio

AXSM:

0.66

CORT:

3.44

Omega Ratio

AXSM:

1.08

CORT:

1.42

Calmar Ratio

AXSM:

0.26

CORT:

3.51

Martin Ratio

AXSM:

0.62

CORT:

16.36

Ulcer Index

AXSM:

16.05%

CORT:

8.06%

Daily Std Dev

AXSM:

43.03%

CORT:

45.24%

Max Drawdown

AXSM:

-86.65%

CORT:

-94.28%

Current Drawdown

AXSM:

-11.76%

CORT:

-11.62%

Fundamentals

Market Cap

AXSM:

$4.54B

CORT:

$5.63B

EPS

AXSM:

-$6.58

CORT:

$1.26

PEG Ratio

AXSM:

0.00

CORT:

0.61

Total Revenue (TTM)

AXSM:

$266.93M

CORT:

$493.15M

Gross Profit (TTM)

AXSM:

$242.31M

CORT:

$485.22M

EBITDA (TTM)

AXSM:

-$204.05M

CORT:

$111.81M

Returns By Period

In the year-to-date period, AXSM achieves a 10.80% return, which is significantly higher than CORT's 6.73% return.


AXSM

YTD

10.80%

1M

4.54%

6M

11.95%

1Y

10.36%

5Y*

0.75%

10Y*

N/A

CORT

YTD

6.73%

1M

-2.98%

6M

61.79%

1Y

118.53%

5Y*

33.20%

10Y*

33.42%

*Annualized

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Risk-Adjusted Performance

AXSM vs. CORT — Risk-Adjusted Performance Rank

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

AXSM
The Risk-Adjusted Performance Rank of AXSM is 5656
Overall Rank
The Sharpe Ratio Rank of AXSM is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of AXSM is 5353
Sortino Ratio Rank
The Omega Ratio Rank of AXSM is 5151
Omega Ratio Rank
The Calmar Ratio Rank of AXSM is 6161
Calmar Ratio Rank
The Martin Ratio Rank of AXSM is 5656
Martin Ratio Rank

CORT
The Risk-Adjusted Performance Rank of CORT is 9696
Overall Rank
The Sharpe Ratio Rank of CORT is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of CORT is 9595
Sortino Ratio Rank
The Omega Ratio Rank of CORT is 9292
Omega Ratio Rank
The Calmar Ratio Rank of CORT is 9696
Calmar Ratio Rank
The Martin Ratio Rank of CORT is 9797
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 0.23, compared to the broader market-2.000.002.000.232.91
The chart of Sortino ratio for AXSM, currently valued at 0.66, compared to the broader market-4.00-2.000.002.004.000.663.44
The chart of Omega ratio for AXSM, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.42
The chart of Calmar ratio for AXSM, currently valued at 0.26, compared to the broader market0.002.004.006.000.263.51
The chart of Martin ratio for AXSM, currently valued at 0.62, compared to the broader market-30.00-20.00-10.000.0010.0020.000.6216.36
AXSM
CORT

The current AXSM Sharpe Ratio is 0.23, which is lower than the CORT Sharpe Ratio of 2.91. 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 Ratio-0.500.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
0.23
2.91
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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-11.76%
-11.62%
AXSM
CORT

Volatility

AXSM vs. CORT - Volatility Comparison

Axsome Therapeutics, Inc. (AXSM) has a higher volatility of 19.39% compared to Corcept Therapeutics Incorporated (CORT) at 10.65%. This indicates that AXSM'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.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%20.00%AugustSeptemberOctoberNovemberDecember2025
19.39%
10.65%
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
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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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