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CORT vs. BTCC.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CORT vs. BTCC.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Corcept Therapeutics Incorporated (CORT) and Purpose Bitcoin CAD ETF Currency Hedged Units (BTCC.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CORT is traded in USD, while BTCC.TO is traded in CAD. To make them comparable, the BTCC.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CORT achieves a 129.63% return, which is significantly higher than BTCC.TO's -31.72% return.


CORT

1D
-2.25%
1M
32.70%
YTD
129.63%
6M
-4.60%
1Y
11.95%
3Y*
51.17%
5Y*
28.85%
10Y*
30.52%

BTCC.TO

1D
-0.11%
1M
-21.42%
YTD
-31.72%
6M
-31.57%
1Y
-43.20%
3Y*
23.87%
5Y*
5.64%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CORT vs. BTCC.TO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CORT
Corcept Therapeutics Incorporated
129.63%-30.94%55.14%59.92%2.58%-25.58%
BTCC.TO
Purpose Bitcoin CAD ETF Currency Hedged Units
-31.72%-4.84%99.60%155.29%-67.82%-15.53%

Correlation

The correlation between CORT and BTCC.TO is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.18

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

0.15

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

0.17

Correlation (All Time)
Calculated using the full available price history since Feb 25, 2021

0.16

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Return for Risk

CORT vs. BTCC.TO — Risk / Return Rank

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

CORT
CORT Risk / Return Rank: 5050
Overall Rank
CORT Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
CORT Sortino Ratio Rank: 5050
Sortino Ratio Rank
CORT Omega Ratio Rank: 6060
Omega Ratio Rank
CORT Calmar Ratio Rank: 4747
Calmar Ratio Rank
CORT Martin Ratio Rank: 4646
Martin Ratio Rank

BTCC.TO
BTCC.TO Risk / Return Rank: 22
Overall Rank
BTCC.TO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BTCC.TO Sortino Ratio Rank: 22
Sortino Ratio Rank
BTCC.TO Omega Ratio Rank: 22
Omega Ratio Rank
BTCC.TO Calmar Ratio Rank: 22
Calmar Ratio Rank
BTCC.TO Martin Ratio Rank: 22
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.

CORT vs. BTCC.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Corcept Therapeutics Incorporated (CORT) and Purpose Bitcoin CAD ETF Currency Hedged Units (BTCC.TO). 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.


CORTBTCC.TODifference
Sharpe ratioReturn per unit of total volatility

+1.15

Sortino ratioReturn per unit of downside risk

+2.22

Omega ratioGain probability vs. loss probability

1.16

0.84

+0.32

Calmar ratioReturn relative to maximum drawdown

0.19

-0.83

+1.02

Martin ratioReturn relative to average drawdown

0.34

-1.43

+1.78

CORT vs. BTCC.TO - Sharpe Ratio Comparison

The current CORT Sharpe Ratio is 0.16, which is higher than the BTCC.TO Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of CORT and BTCC.TO, 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

CORT vs. BTCC.TO - Drawdown Comparison

The maximum CORT drawdown since its inception was -94.29%, which is greater than BTCC.TO's maximum drawdown of -79.35%. Use the drawdown chart below to compare losses from any high point for CORT and BTCC.TO.


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Drawdown Indicators


CORTBTCC.TODifference

Max Drawdown

Largest peak-to-trough decline

-94.29%

-79.35%

-14.94%

Max Drawdown (1Y)

Largest decline over 1 year

-64.40%

-52.97%

-11.43%

Max Drawdown (3Y)

Largest decline over 3 years

-71.85%

-52.97%

-18.88%

Max Drawdown (5Y)

Largest decline over 5 years

-71.85%

-79.35%

+7.50%

Max Drawdown (10Y)

Largest decline over 10 years

-71.85%

Current Drawdown

Current decline from peak

-30.04%

-51.79%

+21.75%

Average Drawdown

Average peak-to-trough decline

-53.43%

-36.75%

-16.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.38%

30.54%

+4.84%

Volatility

CORT vs. BTCC.TO - Volatility Comparison

Corcept Therapeutics Incorporated (CORT) and Purpose Bitcoin CAD ETF Currency Hedged Units (BTCC.TO) have volatilities of 13.50% and 13.30%, 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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Volatility by Period


CORTBTCC.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.50%

13.30%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

85.08%

34.50%

+50.58%

Volatility (1Y)

Calculated over the trailing 1-year period

77.03%

44.02%

+33.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.60%

55.49%

+19.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

67.22%

56.68%

+10.54%

Dividends

CORT vs. BTCC.TO - Dividend Comparison

Neither CORT nor BTCC.TO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CORT and BTCC.TO have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

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