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

Performance

CORT vs. BOOT - Performance Comparison

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

0.00%20.00%40.00%60.00%80.00%100.00%JuneJulyAugustSeptemberOctoberNovember
82.20%
16.63%
CORT
BOOT

Returns By Period

In the year-to-date period, CORT achieves a 62.01% return, which is significantly lower than BOOT's 74.71% return. Over the past 10 years, CORT has outperformed BOOT with an annualized return of 33.32%, while BOOT has yielded a comparatively lower 21.02% annualized return.


CORT

YTD

62.01%

1M

5.77%

6M

82.20%

1Y

103.09%

5Y (annualized)

31.95%

10Y (annualized)

33.32%

BOOT

YTD

74.71%

1M

-19.00%

6M

16.63%

1Y

88.65%

5Y (annualized)

27.00%

10Y (annualized)

21.02%

Fundamentals


CORTBOOT
Market Cap$5.51B$4.12B
EPS$1.26$4.95
PE Ratio41.7627.09
PEG Ratio0.611.72
Total Revenue (TTM)$628.56M$1.76B
Gross Profit (TTM)$618.75M$648.13M
EBITDA (TTM)$144.55M$262.88M

Key characteristics


CORTBOOT
Sharpe Ratio2.021.85
Sortino Ratio2.372.38
Omega Ratio1.361.35
Calmar Ratio2.921.83
Martin Ratio6.1411.71
Ulcer Index17.85%7.25%
Daily Std Dev54.30%45.97%
Max Drawdown-94.28%-83.73%
Current Drawdown-11.71%-20.08%

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Correlation

-0.50.00.51.00.2

The correlation between CORT and BOOT 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.

Risk-Adjusted Performance

CORT vs. BOOT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Corcept Therapeutics Incorporated (CORT) and Boot Barn Holdings, Inc. (BOOT). 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.


Sharpe ratio
The chart of Sharpe ratio for CORT, currently valued at 2.02, compared to the broader market-4.00-2.000.002.004.002.021.85
The chart of Sortino ratio for CORT, currently valued at 2.37, compared to the broader market-4.00-2.000.002.004.002.372.38
The chart of Omega ratio for CORT, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.35
The chart of Calmar ratio for CORT, currently valued at 2.92, compared to the broader market0.002.004.006.002.921.83
The chart of Martin ratio for CORT, currently valued at 6.14, compared to the broader market-10.000.0010.0020.0030.006.1411.71
CORT
BOOT

The current CORT Sharpe Ratio is 2.02, which is comparable to the BOOT Sharpe Ratio of 1.85. The chart below compares the historical Sharpe Ratios of CORT and BOOT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.02
1.85
CORT
BOOT

Dividends

CORT vs. BOOT - Dividend Comparison

Neither CORT nor BOOT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CORT vs. BOOT - Drawdown Comparison

The maximum CORT drawdown since its inception was -94.28%, which is greater than BOOT's maximum drawdown of -83.73%. Use the drawdown chart below to compare losses from any high point for CORT and BOOT. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-11.71%
-20.08%
CORT
BOOT

Volatility

CORT vs. BOOT - Volatility Comparison

The current volatility for Corcept Therapeutics Incorporated (CORT) is 15.96%, while Boot Barn Holdings, Inc. (BOOT) has a volatility of 23.86%. This indicates that CORT experiences smaller price fluctuations and is considered to be less risky than BOOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
15.96%
23.86%
CORT
BOOT

Financials

CORT vs. BOOT - Financials Comparison

This section allows you to compare key financial metrics between Corcept Therapeutics Incorporated and Boot Barn Holdings, 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


Values in USD except per share items