CELC vs. CDTX

Last updated Apr 1, 2026

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

Performance

CELC vs. CDTX - Performance Comparison

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

CELC vs. CDTX - Yearly Performance Comparison

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

Fundamentals

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

Returns By Period

CELC

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

CDTX

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

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

Return for Risk

CELC vs. CDTX — 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.

CELC vs. CDTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Celcuity Inc. (CELC) and Cidara Therapeutics, Inc. (CDTX). 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	CDTX	Difference
Sharpe ratio Return per unit of total volatility	5.78	—	—
Sortino ratio Return per unit of downside risk	9.29	—	—
Omega ratio Gain probability vs. loss probability	2.19	—	—
Calmar ratio Return relative to maximum drawdown	36.65	—	—
Martin ratio Return relative to average drawdown	125.92	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	CELC	CDTX	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 CELC and CDTX 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

CELC vs. CDTX - Dividend Comparison

Neither CELC nor CDTX has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

Drawdown Indicators

	CELC	CDTX	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

	CELC	CDTX	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