CLDX vs. GRBK
CLDX (Celldex Therapeutics, Inc.) and GRBK (Green Brick Partners, Inc.) are both stocks. CLDX operates in Biotechnology (Healthcare), while GRBK operates in Residential Construction (Consumer Cyclical). Over the past 10 years, CLDX returned -6.50%/yr vs 26.22%/yr for GRBK. At a 0.16 correlation, their price movements are largely independent.
Performance
CLDX vs. GRBK - Performance Comparison
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Returns By Period
In the year-to-date period, CLDX achieves a 23.01% return, which is significantly higher than GRBK's 17.46% return. Over the past 10 years, CLDX has underperformed GRBK with an annualized return of -6.50%, while GRBK has yielded a comparatively higher 26.22% annualized return.
CLDX
- 1D
- 3.02%
- 1M
- 8.72%
- YTD
- 23.01%
- 6M
- 22.52%
- 1Y
- 62.98%
- 3Y*
- -1.99%
- 5Y*
- 2.17%
- 10Y*
- -6.50%
GRBK
- 1D
- -1.35%
- 1M
- 10.96%
- YTD
- 17.46%
- 6M
- 16.11%
- 1Y
- 21.19%
- 3Y*
- 10.45%
- 5Y*
- 27.27%
- 10Y*
- 26.22%
CLDX vs. GRBK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CLDX Celldex Therapeutics, Inc. | 23.01% | 7.48% | -36.28% | -11.02% | 15.35% | 120.55% | 685.65% | -24.88% | -93.03% | -19.77% |
GRBK Green Brick Partners, Inc. | 17.46% | 10.92% | 8.76% | 114.36% | -20.11% | 32.10% | 100.00% | 58.56% | -35.93% | 12.44% |
Correlation
The correlation between CLDX and GRBK is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 2008 | 0.16 |
The correlation between CLDX and GRBK shifts across timeframes, from 0.16 (all time) to 0.27 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
CLDX:
$2.22B
GRBK:
$3.20B
CLDX:
-$4.27
GRBK:
$6.86
CLDX:
2.71K
GRBK:
1.56
CLDX:
4.87
GRBK:
1.71
CLDX:
$820.00K
GRBK:
$2.06B
CLDX:
$805.00K
GRBK:
$615.58M
CLDX:
-$216.32M
GRBK:
$397.80M
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Return for Risk
CLDX vs. GRBK — Risk / Return Rank
CLDX
GRBK
CLDX vs. GRBK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Celldex Therapeutics, Inc. (CLDX) and Green Brick Partners, Inc. (GRBK). 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.
| CLDX | GRBK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.80 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.13 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.61 | 0.89 | +1.73 |
| Martin ratioReturn relative to average drawdown | 6.76 | 1.66 | +5.09 |
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Drawdowns
CLDX vs. GRBK - Drawdown Comparison
The maximum CLDX drawdown since its inception was -99.73%, roughly equal to the maximum GRBK drawdown of -99.29%. Use the drawdown chart below to compare losses from any high point for CLDX and GRBK.
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Drawdown Indicators
| CLDX | GRBK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.73% | -99.29% | -0.44% |
Max Drawdown (1Y)Largest decline over 1 year | -24.23% | -23.99% | -0.24% |
Max Drawdown (3Y)Largest decline over 3 years | -70.84% | -36.15% | -34.69% |
Max Drawdown (5Y)Largest decline over 5 years | -73.11% | -45.12% | -27.99% |
Max Drawdown (10Y)Largest decline over 10 years | -97.90% | -54.29% | -43.61% |
Current DrawdownCurrent decline from peak | -94.11% | -67.52% | -26.59% |
Average DrawdownAverage peak-to-trough decline | -78.04% | -87.55% | +9.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.35% | 12.77% | -3.42% |
Volatility
CLDX vs. GRBK - Volatility Comparison
Celldex Therapeutics, Inc. (CLDX) has a higher volatility of 11.62% compared to Green Brick Partners, Inc. (GRBK) at 9.36%. This indicates that CLDX's price experiences larger fluctuations and is considered to be riskier than GRBK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CLDX | GRBK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.62% | 9.36% | +2.26% |
Volatility (6M)Calculated over the trailing 6-month period | 38.03% | 24.69% | +13.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.82% | 35.57% | +21.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.21% | 42.87% | +16.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 77.95% | 43.70% | +34.25% |
Dividends
CLDX vs. GRBK - Dividend Comparison
Neither CLDX nor GRBK has paid dividends to shareholders.
Financials
CLDX vs. GRBK - Financials Comparison
This section allows you to compare key financial metrics between Celldex Therapeutics, Inc. and Green Brick Partners, 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
CLDX and GRBK have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CLDX has higher volatility (11.62%) compared to GRBK (9.36%). In terms of maximum drawdown, CLDX dropped -99.73% vs GRBK's -99.29%.
CLDX currently has the higher Sharpe Ratio (1.12 vs 0.60), 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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