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CAKE vs. COR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CAKE vs. COR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Cheesecake Factory Incorporated (CAKE) and Cencora Inc. (COR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CAKE achieves a 50.58% return, which is significantly higher than COR's -16.27% return. Over the past 10 years, CAKE has underperformed COR with an annualized return of 6.31%, while COR has yielded a comparatively higher 17.47% annualized return.


CAKE

1D
0.40%
1M
33.17%
YTD
50.58%
6M
52.45%
1Y
30.61%
3Y*
33.20%
5Y*
8.52%
10Y*
6.31%

COR

1D
0.07%
1M
10.42%
YTD
-16.27%
6M
-18.27%
1Y
-3.81%
3Y*
17.14%
5Y*
20.65%
10Y*
17.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CAKE vs. COR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CAKE
The Cheesecake Factory Incorporated
50.58%8.61%39.33%14.01%-17.02%5.64%-3.53%-7.82%-7.44%-17.83%
COR
Cencora Inc.
-16.27%51.48%10.37%25.33%26.26%44.09%23.37%23.51%-17.57%19.51%

Correlation

The correlation between CAKE and COR is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.10

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

0.03

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

0.09

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

0.18

Correlation (All Time)
Calculated using the full available price history since Apr 4, 1995

0.20

The correlation between CAKE and COR shifts across timeframes, from 0.03 (3 years) to 0.20 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

CAKE:

$2.39

COR:

$13.07

PE Ratio

CAKE:

31.49

COR:

21.55

PEG Ratio

CAKE:

0.70

COR:

10.24

PS Ratio

CAKE:

1.39

COR:

0.17

Total Revenue (TTM)

CAKE:

$1.96B

COR:

$328.68B

Gross Profit (TTM)

CAKE:

$1.54B

COR:

$11.66B

EBITDA (TTM)

CAKE:

$161.36M

COR:

$3.64B

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Return for Risk

CAKE vs. COR — Risk / Return Rank

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

CAKE
CAKE Risk / Return Rank: 6464
Overall Rank
CAKE Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
CAKE Sortino Ratio Rank: 6565
Sortino Ratio Rank
CAKE Omega Ratio Rank: 6363
Omega Ratio Rank
CAKE Calmar Ratio Rank: 6161
Calmar Ratio Rank
CAKE Martin Ratio Rank: 6262
Martin Ratio Rank

COR
COR Risk / Return Rank: 3636
Overall Rank
COR Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
COR Sortino Ratio Rank: 3333
Sortino Ratio Rank
COR Omega Ratio Rank: 3333
Omega Ratio Rank
COR Calmar Ratio Rank: 3939
Calmar Ratio Rank
COR Martin Ratio Rank: 3737
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.

CAKE vs. COR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Cheesecake Factory Incorporated (CAKE) and Cencora Inc. (COR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CAKECORDifference
Sharpe ratioReturn per unit of total volatility

+1.01

Sortino ratioReturn per unit of downside risk

+1.35

Omega ratioGain probability vs. loss probability

1.17

1.01

+0.16

Calmar ratioReturn relative to maximum drawdown

0.84

-0.12

+0.96

Martin ratioReturn relative to average drawdown

1.86

-0.33

+2.18

CAKE vs. COR - Sharpe Ratio Comparison

The current CAKE Sharpe Ratio is 0.89, which is higher than the COR Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of CAKE and COR, 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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Drawdowns

CAKE vs. COR - Drawdown Comparison

The maximum CAKE drawdown since its inception was -86.17%, which is greater than COR's maximum drawdown of -71.01%. Use the drawdown chart below to compare losses from any high point for CAKE and COR.


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Drawdown Indicators


CAKECORDifference

Max Drawdown

Largest peak-to-trough decline

-86.17%

-71.01%

-15.16%

Max Drawdown (1Y)

Largest decline over 1 year

-36.39%

-32.44%

-3.95%

Max Drawdown (3Y)

Largest decline over 3 years

-36.39%

-32.44%

-3.95%

Max Drawdown (5Y)

Largest decline over 5 years

-52.48%

-32.44%

-20.04%

Max Drawdown (10Y)

Largest decline over 10 years

-75.50%

-32.44%

-43.06%

Current Drawdown

Current decline from peak

0.00%

-24.54%

+24.54%

Average Drawdown

Average peak-to-trough decline

-22.82%

-13.62%

-9.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

16.53%

11.68%

+4.85%

Volatility

CAKE vs. COR - Volatility Comparison

The Cheesecake Factory Incorporated (CAKE) has a higher volatility of 10.45% compared to Cencora Inc. (COR) at 6.51%. This indicates that CAKE's price experiences larger fluctuations and is considered to be riskier than COR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CAKECORDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.45%

6.51%

+3.94%

Volatility (6M)

Calculated over the trailing 6-month period

26.48%

26.93%

-0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

34.74%

30.20%

+4.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.15%

22.30%

+17.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.49%

27.48%

+17.01%

Dividends

CAKE vs. COR - Dividend Comparison

CAKE's dividend yield for the trailing twelve months is around 1.51%, more than COR's 0.83% yield.


PositionTTM20252024202320222021202020192018201720162015
CAKE
The Cheesecake Factory Incorporated
1.51%2.14%2.28%3.08%2.55%0.00%0.97%3.55%2.85%2.20%1.47%1.58%
COR
Cencora Inc.
0.83%0.67%0.93%0.96%1.13%5.13%6.74%7.48%2.07%1.61%1.77%1.17%

Financials

CAKE vs. COR - Financials Comparison

This section allows you to compare key financial metrics between The Cheesecake Factory Incorporated and Cencora 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


0.0020.00B40.00B60.00B80.00B20222023202420252026
-867.20M
78.36B
(CAKE) Total Revenue
(COR) Total Revenue
Values in USD except per share items

CAKE vs. COR - Profitability Comparison

The chart below illustrates the profitability comparison between The Cheesecake Factory Incorporated and Cencora Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20222023202420252026
78.1%
4.6%
Portfolio components
CAKE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Cheesecake Factory Incorporated reported a gross profit of -677.61M and revenue of -867.20M. Therefore, the gross margin over that period was 78.1%.

COR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cencora Inc. reported a gross profit of 3.59B and revenue of 78.36B. Therefore, the gross margin over that period was 4.6%.

CAKE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Cheesecake Factory Incorporated reported an operating income of -91.92M and revenue of -867.20M, resulting in an operating margin of 10.6%.

COR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cencora Inc. reported an operating income of 1.14B and revenue of 78.36B, resulting in an operating margin of 1.5%.

CAKE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Cheesecake Factory Incorporated reported a net income of -28.78M and revenue of -867.20M, resulting in a net margin of 3.3%.

COR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cencora Inc. reported a net income of 1.64B and revenue of 78.36B, resulting in a net margin of 2.1%.


Frequently Asked Questions


CAKE and COR have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CAKE has higher volatility (10.45%) compared to COR (6.51%). In terms of maximum drawdown, CAKE dropped -86.17% vs COR's -71.01%.

CAKE currently has the higher Sharpe Ratio (0.89 vs -0.13), 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.

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