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CODX vs. MUSA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CODX vs. MUSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Co-Diagnostics, Inc. (CODX) and Murphy USA Inc. (MUSA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CODX achieves a 13.88% return, which is significantly lower than MUSA's 34.13% return.


CODX

1D
11.41%
1M
262.26%
YTD
13.88%
6M
-50.32%
1Y
-33.49%
3Y*
-43.06%
5Y*
-53.02%
10Y*

MUSA

1D
-0.44%
1M
-10.61%
YTD
34.13%
6M
36.00%
1Y
28.49%
3Y*
24.16%
5Y*
32.16%
10Y*
23.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CODX vs. MUSA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CODX
Co-Diagnostics, Inc.
13.88%-77.52%-43.61%-47.22%-71.78%-3.98%939.11%-39.93%-43.56%-54.56%
MUSA
Murphy USA Inc.
34.13%-19.15%41.27%28.20%41.02%53.33%12.06%52.66%-4.63%12.68%

Correlation

The correlation between CODX and MUSA is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.01

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

0.02

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

0.07

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2017

0.03

Fundamentals

Market Cap

CODX:

$7.66M

MUSA:

$10.10B

EPS

CODX:

-$38.06

MUSA:

$28.85

PS Ratio

CODX:

11.40

MUSA:

0.53

PB Ratio

CODX:

0.37

MUSA:

15.33

Total Revenue (TTM)

CODX:

$622.49K

MUSA:

$19.68B

Gross Profit (TTM)

CODX:

$400.11K

MUSA:

$487.10M

EBITDA (TTM)

CODX:

-$47.41M

MUSA:

$1.06B

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Return for Risk

CODX vs. MUSA — Risk / Return Rank

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

CODX
CODX Risk / Return Rank: 5454
Overall Rank
CODX Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
CODX Sortino Ratio Rank: 8585
Sortino Ratio Rank
CODX Omega Ratio Rank: 8787
Omega Ratio Rank
CODX Calmar Ratio Rank: 3030
Calmar Ratio Rank
CODX Martin Ratio Rank: 3333
Martin Ratio Rank

MUSA
MUSA Risk / Return Rank: 6464
Overall Rank
MUSA Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
MUSA Sortino Ratio Rank: 5959
Sortino Ratio Rank
MUSA Omega Ratio Rank: 6060
Omega Ratio Rank
MUSA Calmar Ratio Rank: 6969
Calmar Ratio Rank
MUSA Martin Ratio Rank: 6767
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.

CODX vs. MUSA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Co-Diagnostics, Inc. (CODX) and Murphy USA Inc. (MUSA). 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.


CODXMUSADifference
Sharpe ratioReturn per unit of total volatility

-0.85

Sortino ratioReturn per unit of downside risk

+1.45

Omega ratioGain probability vs. loss probability

1.38

1.17

+0.22

Calmar ratioReturn relative to maximum drawdown

-0.35

1.45

-1.80

Martin ratioReturn relative to average drawdown

-0.49

2.99

-3.47

CODX vs. MUSA - Sharpe Ratio Comparison

The current CODX Sharpe Ratio is -0.10, which is lower than the MUSA Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of CODX and MUSA, 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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Sharpe Ratios by Period


CODXMUSADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.10

0.75

-0.85

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.31

1.07

-1.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.19

0.77

-0.96

Drawdowns

CODX vs. MUSA - Drawdown Comparison

The maximum CODX drawdown since its inception was -99.86%, which is greater than MUSA's maximum drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for CODX and MUSA.


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Drawdown Indicators


CODXMUSADifference

Max Drawdown

Largest peak-to-trough decline

-99.86%

-35.54%

-64.32%

Max Drawdown (1Y)

Largest decline over 1 year

-96.60%

-19.72%

-76.88%

Max Drawdown (3Y)

Largest decline over 3 years

-97.68%

-35.54%

-62.14%

Max Drawdown (5Y)

Largest decline over 5 years

-99.62%

-35.54%

-64.08%

Max Drawdown (10Y)

Largest decline over 10 years

-35.54%

Current Drawdown

Current decline from peak

-99.38%

-10.61%

-88.77%

Average Drawdown

Average peak-to-trough decline

-76.55%

-9.98%

-66.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

69.15%

9.56%

+59.59%

Volatility

CODX vs. MUSA - Volatility Comparison

Co-Diagnostics, Inc. (CODX) has a higher volatility of 122.81% compared to Murphy USA Inc. (MUSA) at 8.93%. This indicates that CODX's price experiences larger fluctuations and is considered to be riskier than MUSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CODXMUSADifference

Volatility (1M)

Calculated over the trailing 1-month period

122.81%

8.93%

+113.88%

Volatility (6M)

Calculated over the trailing 6-month period

189.08%

28.83%

+160.25%

Volatility (1Y)

Calculated over the trailing 1-year period

350.04%

38.09%

+311.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

172.33%

30.12%

+142.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

171.75%

31.18%

+140.57%

Dividends

CODX vs. MUSA - Dividend Comparison

CODX has not paid dividends to shareholders, while MUSA's dividend yield for the trailing twelve months is around 0.45%.


PositionTTM202520242023202220212020
CODX
Co-Diagnostics, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MUSA
Murphy USA Inc.
0.45%0.53%0.36%0.43%0.45%0.52%0.19%

Financials

CODX vs. MUSA - Financials Comparison

This section allows you to compare key financial metrics between Co-Diagnostics, Inc. and Murphy USA 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


0.001.00B2.00B3.00B4.00B5.00B6.00B7.00B20222023202420252026
263.92K
4.82B
(CODX) Total Revenue
(MUSA) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CODX and MUSA have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CODX has higher volatility (122.81%) compared to MUSA (8.93%). In terms of maximum drawdown, CODX dropped -99.86% vs MUSA's -35.54%.

MUSA currently has the higher Sharpe Ratio (0.75 vs -0.10), 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

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