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CM vs. ANAB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CM vs. ANAB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Canadian Imperial Bank of Commerce (CM) and AnaptysBio, Inc. (ANAB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CM achieves a 24.28% return, which is significantly lower than ANAB's 77.94% return.


CM

1D
-1.05%
1M
-3.29%
YTD
24.28%
6M
22.27%
1Y
67.98%
3Y*
43.12%
5Y*
20.06%
10Y*
17.15%

ANAB

1D
1.30%
1M
-3.68%
YTD
77.94%
6M
75.76%
1Y
272.31%
3Y*
66.32%
5Y*
28.81%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CM vs. ANAB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CM
Canadian Imperial Bank of Commerce
24.28%49.02%37.83%27.23%-25.71%42.29%9.25%19.22%-19.75%20.08%
ANAB
AnaptysBio, Inc.
77.94%266.16%-38.19%-30.88%-10.82%61.63%32.31%-74.53%-36.67%529.50%

Correlation

The correlation between CM and ANAB is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

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

0.16

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

0.18

Correlation (All Time)
Calculated using the full available price history since Jan 26, 2017

0.18

Fundamentals

Market Cap

CM:

$75.95B

ANAB:

$1.65B

EPS

CM:

CA$12.14

ANAB:

-$0.91

PS Ratio

CM:

2.07

ANAB:

7.29

PB Ratio

CM:

1.84

ANAB:

129.44

Total Revenue (TTM)

CM:

CA$61.84B

ANAB:

$232.39M

Gross Profit (TTM)

CM:

CA$28.74B

ANAB:

$245.59M

EBITDA (TTM)

CM:

CA$13.01B

ANAB:

$52.72M

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Return for Risk

CM vs. ANAB — Risk / Return Rank

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

CM
CM Risk / Return Rank: 9696
Overall Rank
CM Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
CM Sortino Ratio Rank: 9797
Sortino Ratio Rank
CM Omega Ratio Rank: 9696
Omega Ratio Rank
CM Calmar Ratio Rank: 9595
Calmar Ratio Rank
CM Martin Ratio Rank: 9797
Martin Ratio Rank

ANAB
ANAB Risk / Return Rank: 9696
Overall Rank
ANAB Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
ANAB Sortino Ratio Rank: 9595
Sortino Ratio Rank
ANAB Omega Ratio Rank: 9595
Omega Ratio Rank
ANAB Calmar Ratio Rank: 9797
Calmar Ratio Rank
ANAB Martin Ratio Rank: 9797
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.

CM vs. ANAB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian Imperial Bank of Commerce (CM) and AnaptysBio, Inc. (ANAB). 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.


CMANABDifference
Sharpe ratioReturn per unit of total volatility

-0.27

Sortino ratioReturn per unit of downside risk

+0.45

Omega ratioGain probability vs. loss probability

1.61

1.54

+0.07

Calmar ratioReturn relative to maximum drawdown

6.43

9.62

-3.19

Martin ratioReturn relative to average drawdown

25.18

22.85

+2.33

CM vs. ANAB - Sharpe Ratio Comparison

The current CM Sharpe Ratio is 3.65, which is comparable to the ANAB Sharpe Ratio of 3.92. The chart below compares the historical Sharpe Ratios of CM and ANAB, 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

CM vs. ANAB - Drawdown Comparison

The maximum CM drawdown since its inception was -71.70%, smaller than the maximum ANAB drawdown of -92.08%. Use the drawdown chart below to compare losses from any high point for CM and ANAB.


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Drawdown Indicators


CMANABDifference

Max Drawdown

Largest peak-to-trough decline

-71.70%

-92.08%

+20.38%

Max Drawdown (1Y)

Largest decline over 1 year

-10.79%

-28.15%

+17.36%

Max Drawdown (3Y)

Largest decline over 3 years

-19.47%

-69.32%

+49.85%

Max Drawdown (5Y)

Largest decline over 5 years

-40.61%

-69.32%

+28.71%

Max Drawdown (10Y)

Largest decline over 10 years

-47.82%

Current Drawdown

Current decline from peak

-3.53%

-32.89%

+29.36%

Average Drawdown

Average peak-to-trough decline

-14.65%

-64.58%

+49.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.75%

11.83%

-9.08%

Volatility

CM vs. ANAB - Volatility Comparison

The current volatility for Canadian Imperial Bank of Commerce (CM) is 7.78%, while AnaptysBio, Inc. (ANAB) has a volatility of 12.25%. This indicates that CM experiences smaller price fluctuations and is considered to be less risky than ANAB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CMANABDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.78%

12.25%

-4.47%

Volatility (6M)

Calculated over the trailing 6-month period

16.02%

46.71%

-30.69%

Volatility (1Y)

Calculated over the trailing 1-year period

19.03%

69.09%

-50.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.41%

65.38%

-43.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.61%

75.41%

-52.80%

Dividends

CM vs. ANAB - Dividend Comparison

CM's dividend yield for the trailing twelve months is around 2.65%, while ANAB has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ANAB
AnaptysBio, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CM
Canadian Imperial Bank of Commerce
2.65%3.17%4.21%5.88%7.77%4.08%5.06%6.47%5.48%5.28%5.93%6.71%

Financials

CM vs. ANAB - Financials Comparison

This section allows you to compare key financial metrics between Canadian Imperial Bank of Commerce and AnaptysBio, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00B10.00B15.00B20222023202420252026
15.22B
25.56M
(CM) Total Revenue
(ANAB) Total Revenue
Please note, different currencies. CM values in CAD, ANAB values in USD

Frequently Asked Questions


CM and ANAB have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ANAB has higher volatility (12.25%) compared to CM (7.78%). In terms of maximum drawdown, CM dropped -71.70% vs ANAB's -92.08%.

ANAB currently has the higher Sharpe Ratio (3.92 vs 3.65), 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 CM and ANAB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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