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CORT vs. AXSM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CORT and AXSM is 0.35, 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.


Performance

CORT vs. AXSM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Corcept Therapeutics Incorporated (CORT) and Axsome Therapeutics, Inc. (AXSM). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CORT:

1.22

AXSM:

0.86

Sortino Ratio

CORT:

4.03

AXSM:

1.66

Omega Ratio

CORT:

1.55

AXSM:

1.19

Calmar Ratio

CORT:

4.00

AXSM:

1.18

Martin Ratio

CORT:

10.24

AXSM:

3.48

Ulcer Index

CORT:

17.78%

AXSM:

11.24%

Daily Std Dev

CORT:

121.27%

AXSM:

45.69%

Max Drawdown

CORT:

-94.28%

AXSM:

-86.65%

Current Drawdown

CORT:

-32.03%

AXSM:

-24.04%

Fundamentals

Market Cap

CORT:

$8.23B

AXSM:

$5.07B

EPS

CORT:

$1.16

AXSM:

-$5.72

PEG Ratio

CORT:

0.61

AXSM:

0.00

PS Ratio

CORT:

12.01

AXSM:

11.73

PB Ratio

CORT:

12.05

AXSM:

95.31

Total Revenue (TTM)

CORT:

$685.45M

AXSM:

$432.16M

Gross Profit (TTM)

CORT:

$674.70M

AXSM:

$395.36M

EBITDA (TTM)

CORT:

$111.33M

AXSM:

-$266.14M

Returns By Period

In the year-to-date period, CORT achieves a 54.08% return, which is significantly higher than AXSM's 23.67% return.


CORT

YTD

54.08%

1M

6.02%

6M

32.49%

1Y

146.24%

3Y*

54.63%

5Y*

38.67%

10Y*

28.74%

AXSM

YTD

23.67%

1M

-4.80%

6M

5.01%

1Y

39.13%

3Y*

58.14%

5Y*

6.33%

10Y*

N/A

*Annualized

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Corcept Therapeutics Incorporated

Axsome Therapeutics, Inc.

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Risk-Adjusted Performance

CORT vs. AXSM — Risk-Adjusted Performance Rank

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

CORT
The Risk-Adjusted Performance Rank of CORT is 9595
Overall Rank
The Sharpe Ratio Rank of CORT is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of CORT is 9898
Sortino Ratio Rank
The Omega Ratio Rank of CORT is 9797
Omega Ratio Rank
The Calmar Ratio Rank of CORT is 9898
Calmar Ratio Rank
The Martin Ratio Rank of CORT is 9595
Martin Ratio Rank

AXSM
The Risk-Adjusted Performance Rank of AXSM is 8080
Overall Rank
The Sharpe Ratio Rank of AXSM is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of AXSM is 8080
Sortino Ratio Rank
The Omega Ratio Rank of AXSM is 7474
Omega Ratio Rank
The Calmar Ratio Rank of AXSM is 8585
Calmar Ratio Rank
The Martin Ratio Rank of AXSM is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CORT vs. AXSM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Corcept Therapeutics Incorporated (CORT) and Axsome Therapeutics, Inc. (AXSM). 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.


The current CORT Sharpe Ratio is 1.22, which is higher than the AXSM Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of CORT and AXSM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

CORT vs. AXSM - Dividend Comparison

Neither CORT nor AXSM has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CORT vs. AXSM - Drawdown Comparison

The maximum CORT drawdown since its inception was -94.28%, which is greater than AXSM's maximum drawdown of -86.65%. Use the drawdown chart below to compare losses from any high point for CORT and AXSM.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CORT vs. AXSM - Volatility Comparison

Corcept Therapeutics Incorporated (CORT) and Axsome Therapeutics, Inc. (AXSM) have volatilities of 9.39% and 9.61%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

CORT vs. AXSM - Financials Comparison

This section allows you to compare key financial metrics between Corcept Therapeutics Incorporated and Axsome Therapeutics, 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


0.0050.00M100.00M150.00M200.00M20212022202320242025
157.21M
121.46M
(CORT) Total Revenue
(AXSM) Total Revenue
Values in USD except per share items

CORT vs. AXSM - Profitability Comparison

The chart below illustrates the profitability comparison between Corcept Therapeutics Incorporated and Axsome Therapeutics, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

88.0%90.0%92.0%94.0%96.0%98.0%20212022202320242025
98.5%
91.9%
(CORT) Gross Margin
(AXSM) Gross Margin
CORT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Corcept Therapeutics Incorporated reported a gross profit of 154.81M and revenue of 157.21M. Therefore, the gross margin over that period was 98.5%.

AXSM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Axsome Therapeutics, Inc. reported a gross profit of 111.67M and revenue of 121.46M. Therefore, the gross margin over that period was 91.9%.

CORT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Corcept Therapeutics Incorporated reported an operating income of 3.42M and revenue of 157.21M, resulting in an operating margin of 2.2%.

AXSM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Axsome Therapeutics, Inc. reported an operating income of -56.98M and revenue of 121.46M, resulting in an operating margin of -46.9%.

CORT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Corcept Therapeutics Incorporated reported a net income of 20.29M and revenue of 157.21M, resulting in a net margin of 12.9%.

AXSM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Axsome Therapeutics, Inc. reported a net income of -59.41M and revenue of 121.46M, resulting in a net margin of -48.9%.