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CAPR vs. SRRK
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CAPR vs. SRRK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capricor Therapeutics, Inc. (CAPR) and Scholar Rock Holding Corporation (SRRK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CAPR achieves a 1.66% return, which is significantly lower than SRRK's 11.67% return.


CAPR

1D
3.38%
1M
1.63%
YTD
1.66%
6M
-0.54%
1Y
255.21%
3Y*
79.77%
5Y*
41.24%
10Y*
-3.48%

SRRK

1D
3.93%
1M
2.20%
YTD
11.67%
6M
8.83%
1Y
44.51%
3Y*
76.28%
5Y*
11.33%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CAPR vs. SRRK - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
CAPR
Capricor Therapeutics, Inc.
1.66%109.13%182.21%26.68%31.74%-14.58%167.97%-68.78%-69.40%
SRRK
Scholar Rock Holding Corporation
11.67%1.92%129.89%107.73%-63.57%-48.82%268.21%-42.62%61.19%

Correlation

The correlation between CAPR and SRRK is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.22

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

0.26

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

0.25

Correlation (All Time)
Calculated using the full available price history since May 24, 2018

0.18

Fundamentals

Market Cap

CAPR:

$1.69B

SRRK:

$6.26B

EPS

CAPR:

-$2.32

SRRK:

-$3.49

PB Ratio

CAPR:

0.01

SRRK:

22.68

Total Revenue (TTM)

CAPR:

$0.00

SRRK:

$0.00

Gross Profit (TTM)

CAPR:

-$42.41M

SRRK:

-$1.27M

EBITDA (TTM)

CAPR:

-$117.24M

SRRK:

-$394.71M

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Return for Risk

CAPR vs. SRRK — Risk / Return Rank

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

CAPR
CAPR Risk / Return Rank: 8787
Overall Rank
CAPR Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
CAPR Sortino Ratio Rank: 9999
Sortino Ratio Rank
CAPR Omega Ratio Rank: 9898
Omega Ratio Rank
CAPR Calmar Ratio Rank: 9090
Calmar Ratio Rank
CAPR Martin Ratio Rank: 8686
Martin Ratio Rank

SRRK
SRRK Risk / Return Rank: 6666
Overall Rank
SRRK Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
SRRK Sortino Ratio Rank: 6767
Sortino Ratio Rank
SRRK Omega Ratio Rank: 6363
Omega Ratio Rank
SRRK Calmar Ratio Rank: 6767
Calmar Ratio Rank
SRRK Martin Ratio Rank: 6767
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.

CAPR vs. SRRK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capricor Therapeutics, Inc. (CAPR) and Scholar Rock Holding Corporation (SRRK). 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.


CAPRSRRKDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

+4.52

Omega ratioGain probability vs. loss probability

1.77

1.18

+0.60

Calmar ratioReturn relative to maximum drawdown

4.30

1.28

+3.02

Martin ratioReturn relative to average drawdown

8.90

3.03

+5.87

CAPR vs. SRRK - Sharpe Ratio Comparison

The current CAPR Sharpe Ratio is 0.67, which is comparable to the SRRK Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of CAPR and SRRK, 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

CAPR vs. SRRK - Drawdown Comparison

The maximum CAPR drawdown since its inception was -99.97%, which is greater than SRRK's maximum drawdown of -93.15%. Use the drawdown chart below to compare losses from any high point for CAPR and SRRK.


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Drawdown Indicators


CAPRSRRKDifference

Max Drawdown

Largest peak-to-trough decline

-99.97%

-93.15%

-6.82%

Max Drawdown (1Y)

Largest decline over 1 year

-59.72%

-34.86%

-24.86%

Max Drawdown (3Y)

Largest decline over 3 years

-79.08%

-65.21%

-13.87%

Max Drawdown (5Y)

Largest decline over 5 years

-79.08%

-88.96%

+9.88%

Max Drawdown (10Y)

Largest decline over 10 years

-97.83%

Current Drawdown

Current decline from peak

-99.10%

-27.68%

-71.42%

Average Drawdown

Average peak-to-trough decline

-90.25%

-56.30%

-33.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.82%

14.71%

+14.11%

Volatility

CAPR vs. SRRK - Volatility Comparison

Capricor Therapeutics, Inc. (CAPR) and Scholar Rock Holding Corporation (SRRK) have volatilities of 14.13% and 13.92%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CAPRSRRKDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.13%

13.92%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

49.34%

36.33%

+13.01%

Volatility (1Y)

Calculated over the trailing 1-year period

383.51%

63.33%

+320.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

190.03%

180.26%

+9.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

179.74%

157.38%

+22.36%

Dividends

CAPR vs. SRRK - Dividend Comparison

Neither CAPR nor SRRK has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

CAPR vs. SRRK - Financials Comparison

This section allows you to compare key financial metrics between Capricor Therapeutics, Inc. and Scholar Rock Holding Corporation. 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


0.005.00M10.00M15.00M20.00M25.00M30.00M35.00M2022202320242025202600
(CAPR) Total Revenue
(SRRK) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CAPR and SRRK have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CAPR has higher volatility (14.13%) compared to SRRK (13.92%). In terms of maximum drawdown, CAPR dropped -99.97% vs SRRK's -93.15%.

SRRK currently has the higher Sharpe Ratio (0.71 vs 0.67), 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.

Portfolio Optimizer

Find the right allocation for CAPR and SRRK

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