CELC vs. CAPR
CELC (Celcuity Inc.) and CAPR (Capricor Therapeutics, Inc.) are both stocks. Both are in the Healthcare sector — CELC in Diagnostics & Research, CAPR in Biotechnology. Over the past 5 years, CELC returned 27.03%/yr vs 48.25%/yr for CAPR. At a 0.18 correlation, their price movements are largely independent.
Performance
CELC vs. CAPR - Performance Comparison
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Returns By Period
In the year-to-date period, CELC achieves a -10.82% return, which is significantly lower than CAPR's -4.23% return.
CELC
- 1D
- -2.70%
- 1M
- -38.65%
- YTD
- -10.82%
- 6M
- -11.05%
- 1Y
- 644.97%
- 3Y*
- 100.35%
- 5Y*
- 27.03%
- 10Y*
- —
CAPR
- 1D
- 1.10%
- 1M
- -17.49%
- YTD
- -4.23%
- 6M
- -7.74%
- 1Y
- 147.89%
- 3Y*
- 82.46%
- 5Y*
- 48.25%
- 10Y*
- -1.55%
CELC vs. CAPR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CELC Celcuity Inc. | -10.82% | 661.96% | -10.16% | 4.00% | 6.22% | 44.00% | -13.91% | -55.65% | 26.60% | 32.61% |
CAPR Capricor Therapeutics, Inc. | -4.23% | 109.13% | 182.21% | 26.68% | 31.74% | -14.58% | 167.97% | -68.78% | -74.05% | -22.17% |
Correlation
The correlation between CELC and CAPR is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Sep 21, 2017 | 0.18 |
The correlation between CELC and CAPR shifts across timeframes, from 0.14 (1 year) to 0.26 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
CELC:
$4.84B
CAPR:
$1.59B
CELC:
-$3.95
CAPR:
-$2.32
CELC:
90.51
CAPR:
0.01
CELC:
$0.00
CAPR:
$0.00
CELC:
-$41.00K
CAPR:
-$42.41M
CELC:
-$168.13M
CAPR:
-$117.24M
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Return for Risk
CELC vs. CAPR — Risk / Return Rank
CELC
CAPR
CELC vs. CAPR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Celcuity Inc. (CELC) and Capricor Therapeutics, Inc. (CAPR). 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.
| CELC | CAPR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.18 | ||
| Sortino ratioReturn per unit of downside risk | +1.82 | ||
| Omega ratioGain probability vs. loss probability | 1.93 | 1.66 | +0.27 |
| Calmar ratioReturn relative to maximum drawdown | 16.84 | 2.20 | +14.65 |
| Martin ratioReturn relative to average drawdown | 74.95 | 4.14 | +70.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CELC | CAPR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.57 | 0.39 | +3.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.26 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.01 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.26 | -0.08 | +0.34 |
Drawdowns
CELC vs. CAPR - Drawdown Comparison
The maximum CELC drawdown since its inception was -85.64%, smaller than the maximum CAPR drawdown of -99.97%. Use the drawdown chart below to compare losses from any high point for CELC and CAPR.
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Drawdown Indicators
| CELC | CAPR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.64% | -99.97% | +14.33% |
Max Drawdown (1Y)Largest decline over 1 year | -38.65% | -67.67% | +29.02% |
Max Drawdown (3Y)Largest decline over 3 years | -61.99% | -79.08% | +17.09% |
Max Drawdown (5Y)Largest decline over 5 years | -82.70% | -79.08% | -3.62% |
Max Drawdown (10Y)Largest decline over 10 years | — | -98.02% | — |
Current DrawdownCurrent decline from peak | -38.65% | -99.15% | +60.50% |
Average DrawdownAverage peak-to-trough decline | -45.01% | -90.24% | +45.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.67% | 35.87% | -27.20% |
Volatility
CELC vs. CAPR - Volatility Comparison
Celcuity Inc. (CELC) has a higher volatility of 33.38% compared to Capricor Therapeutics, Inc. (CAPR) at 18.51%. This indicates that CELC's price experiences larger fluctuations and is considered to be riskier than CAPR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CELC | CAPR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 33.38% | 18.51% | +14.87% |
Volatility (6M)Calculated over the trailing 6-month period | 49.34% | 163.76% | -114.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 182.52% | 384.80% | -202.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 101.47% | 190.11% | -88.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 91.64% | 179.88% | -88.24% |
Dividends
CELC vs. CAPR - Dividend Comparison
Neither CELC nor CAPR has paid dividends to shareholders.
Financials
CELC vs. CAPR - Financials Comparison
This section allows you to compare key financial metrics between Celcuity Inc. and Capricor Therapeutics, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
CELC and CAPR have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CELC has higher volatility (33.38%) compared to CAPR (18.51%). In terms of maximum drawdown, CELC dropped -85.64% vs CAPR's -99.97%.
CELC currently has the higher Sharpe Ratio (3.57 vs 0.39), 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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