CDTX vs. CELC

Last updated Apr 1, 2026

Compare and contrast key facts about Cidara Therapeutics, Inc. (CDTX) and Celcuity Inc. (CELC).

Performance

CDTX vs. CELC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cidara Therapeutics, Inc. (CDTX) and Celcuity Inc. (CELC). The values are adjusted to include any dividend payments, if applicable.

CDTX vs. CELC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CDTX Cidara Therapeutics, Inc.	0.22%	721.76%	69.27%	4.98%	-40.45%	-36.50%	-47.92%	63.40%	-65.44%	-2.16%
CELC Celcuity Inc.	14.44%	661.96%	-10.16%	4.00%	6.22%	44.00%	-13.91%	-55.65%	26.60%	32.61%

Fundamentals

Market Cap CDTX : $3.44B CELC : $6.00B
EPS CDTX : -$11.88 CELC : -$3.77
PB Ratio CDTX : 8.15 CELC : 59.64
Total Revenue (TTM) CDTX : $0.00 CELC : $0.00
Gross Profit (TTM) CDTX : -$45.00M CELC : -$41.00K
EBITDA (TTM) CDTX : -$189.91M CELC : -$151.40M

Returns By Period

CDTX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

CELC

• 1D: 5.42%
• 1M: 2.18%
• YTD: 14.44%
• 6M: 131.05%
• 1Y: 1,028.98%
• 3Y*: 123.31%
• 5Y*: 50.57%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CDTX vs. CELC — Risk / Return Rank

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

CELC

CELC Risk / Return Rank: 100
CELC Sharpe Ratio Rank: 100
CELC Sortino Ratio Rank: 100
CELC Omega Ratio Rank: 99
CELC Calmar Ratio Rank: 100
CELC Martin Ratio Rank: 100

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.

CDTX vs. CELC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cidara Therapeutics, Inc. (CDTX) and Celcuity Inc. (CELC). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	CDTX	CELC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	5.78	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.49	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.30	—

Correlation

The correlation between CDTX and CELC is 0.13, 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.

Dividends

CDTX vs. CELC - Dividend Comparison

Neither CDTX nor CELC has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

Drawdown Indicators

	CDTX	CELC	Difference
Max Drawdown Largest peak-to-trough decline	—	-85.64%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-27.68%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-82.70%	—
Current Drawdown Current decline from peak	—	-2.65%	—
Average Drawdown Average peak-to-trough decline	—	-45.80%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	8.06%	—

Volatility

Volatility by Period

	CDTX	CELC	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	17.88%	—
Volatility (6M) Calculated over the trailing 6-month period	—	49.80%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	180.02%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	104.16%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	91.62%	—

Financials