COGT vs. CDTX

Last updated Apr 1, 2026

Compare and contrast key facts about Cogent Biosciences, Inc. (COGT) and Cidara Therapeutics, Inc. (CDTX).

Performance

COGT vs. CDTX - Performance Comparison

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

COGT vs. CDTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
COGT Cogent Biosciences, Inc.	8.36%	355.38%	32.65%	-49.13%	34.73%	-23.60%	289.93%	-83.64%	-60.40%
CDTX Cidara Therapeutics, Inc.	0.22%	721.76%	69.27%	4.98%	-40.45%	-36.50%	-47.92%	63.40%	-41.25%

Fundamentals

Market Cap COGT : $2.60B CDTX : $3.44B
EPS COGT : -$3.33 CDTX : -$11.88
PB Ratio COGT : 4.47 CDTX : 8.15
Total Revenue (TTM) COGT : $0.00 CDTX : $0.00
Gross Profit (TTM) COGT : $0.00 CDTX : -$45.00M
EBITDA (TTM) COGT : -$333.36M CDTX : -$189.91M

Returns By Period

COGT

• 1D: 8.76%
• 1M: -0.93%
• YTD: 8.36%
• 6M: 168.04%
• 1Y: 542.57%
• 3Y*: 52.79%
• 5Y*: 33.49%
• 10Y*: —

CDTX

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

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

Return for Risk

COGT vs. CDTX — Risk / Return Rank

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

COGT

COGT Risk / Return Rank: 99
COGT Sharpe Ratio Rank: 99
COGT Sortino Ratio Rank: 99
COGT Omega Ratio Rank: 98
COGT Calmar Ratio Rank: 99
COGT Martin Ratio Rank: 99

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.

COGT vs. CDTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cogent Biosciences, Inc. (COGT) 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.

	COGT	CDTX	Difference
Sharpe ratio Return per unit of total volatility	4.04	—	—
Sortino ratio Return per unit of downside risk	6.26	—	—
Omega ratio Gain probability vs. loss probability	1.80	—	—
Calmar ratio Return relative to maximum drawdown	15.02	—	—
Martin ratio Return relative to average drawdown	44.68	—	—
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

	COGT	CDTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	4.04	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.35	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.01	—	—

Correlation

The correlation between COGT and CDTX is 0.18, 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

COGT vs. CDTX - Dividend Comparison

Neither COGT nor CDTX has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

Drawdown Indicators

	COGT	CDTX	Difference
Max Drawdown Largest peak-to-trough decline	-98.09%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-30.57%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-76.34%	—	—
Current Drawdown Current decline from peak	-42.62%	—	—
Average Drawdown Average peak-to-trough decline	-78.48%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	11.06%	—	—

Volatility

Volatility by Period

	COGT	CDTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.39%	—	—
Volatility (6M) Calculated over the trailing 6-month period	85.97%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	135.60%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	95.11%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	168.06%	—	—

Financials