CORT vs. COMP
CORT (Corcept Therapeutics Incorporated) and COMP (Compass, Inc.) are both stocks. CORT operates in Biotechnology (Healthcare), while COMP operates in Software - Application (Technology). Over the past 5 years, CORT returned 27.35%/yr vs -12.67%/yr for COMP. At a 0.27 correlation, their price movements are largely independent.
Performance
CORT vs. COMP - Performance Comparison
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Returns By Period
In the year-to-date period, CORT achieves a 110.72% return, which is significantly higher than COMP's -28.29% return.
CORT
- 1D
- 0.98%
- 1M
- 40.26%
- YTD
- 110.72%
- 6M
- -11.63%
- 1Y
- 5.36%
- 3Y*
- 46.50%
- 5Y*
- 27.35%
- 10Y*
- 29.33%
COMP
- 1D
- -1.69%
- 1M
- -13.07%
- YTD
- -28.29%
- 6M
- -27.26%
- 1Y
- 20.51%
- 3Y*
- 29.13%
- 5Y*
- -12.67%
- 10Y*
- —
CORT vs. COMP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
CORT Corcept Therapeutics Incorporated | 110.72% | -30.94% | 55.14% | 59.92% | 2.58% | -16.77% |
COMP Compass, Inc. | -28.29% | 80.68% | 55.59% | 61.37% | -74.37% | -57.22% |
Correlation
The correlation between CORT and COMP is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Apr 1, 2021 | 0.27 |
The correlation between CORT and COMP shifts across timeframes, from 0.16 (1 year) to 0.27 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
CORT:
$7.66B
COMP:
$6.24B
CORT:
$0.41
COMP:
$0.02
CORT:
178.81
COMP:
340.65
CORT:
11.07
COMP:
0.58
CORT:
12.00
COMP:
2.21
CORT:
$769.10M
COMP:
$8.31B
CORT:
$755.64M
COMP:
$893.40M
CORT:
$3.66M
COMP:
-$177.70M
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Return for Risk
CORT vs. COMP — Risk / Return Rank
CORT
COMP
CORT vs. COMP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Corcept Therapeutics Incorporated (CORT) and Compass, Inc. (COMP). 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.
| CORT | COMP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.26 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.12 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.08 | 0.41 | -0.32 |
| Martin ratioReturn relative to average drawdown | 0.15 | 0.86 | -0.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CORT | COMP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.07 | 0.33 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | -0.16 | +0.53 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | -0.22 | +0.33 |
Drawdowns
CORT vs. COMP - Drawdown Comparison
The maximum CORT drawdown since its inception was -94.28%, roughly equal to the maximum COMP drawdown of -90.82%. Use the drawdown chart below to compare losses from any high point for CORT and COMP.
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Drawdown Indicators
| CORT | COMP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.28% | -90.82% | -3.46% |
Max Drawdown (1Y)Largest decline over 1 year | -64.40% | -50.81% | -13.59% |
Max Drawdown (3Y)Largest decline over 3 years | -71.85% | -57.24% | -14.61% |
Max Drawdown (5Y)Largest decline over 5 years | -71.85% | -89.25% | +17.40% |
Max Drawdown (10Y)Largest decline over 10 years | -71.85% | — | — |
Current DrawdownCurrent decline from peak | -35.80% | -62.38% | +26.58% |
Average DrawdownAverage peak-to-trough decline | -53.44% | -66.53% | +13.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.34% | 23.81% | +11.53% |
Volatility
CORT vs. COMP - Volatility Comparison
The current volatility for Corcept Therapeutics Incorporated (CORT) is 16.41%, while Compass, Inc. (COMP) has a volatility of 19.24%. This indicates that CORT experiences smaller price fluctuations and is considered to be less risky than COMP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CORT | COMP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.41% | 19.24% | -2.83% |
Volatility (6M)Calculated over the trailing 6-month period | 85.07% | 50.82% | +34.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 76.73% | 63.40% | +13.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.52% | 79.89% | -5.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.22% | 79.07% | -11.85% |
Dividends
CORT vs. COMP - Dividend Comparison
Neither CORT nor COMP has paid dividends to shareholders.
Financials
CORT vs. COMP - Financials Comparison
This section allows you to compare key financial metrics between Corcept Therapeutics Incorporated and Compass, 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.
Total Revenue: Total amount of money received from sales and other business activities
CORT vs. COMP - Profitability Comparison
CORT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Corcept Therapeutics Incorporated reported a gross profit of 162.02M and revenue of 164.90M. Therefore, the gross margin over that period was 98.3%.
COMP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Compass, Inc. reported a gross profit of 0.00 and revenue of 2.70B. Therefore, the gross margin over that period was 0.0%.
CORT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Corcept Therapeutics Incorporated reported an operating income of -49.60M and revenue of 164.90M, resulting in an operating margin of -30.1%.
COMP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Compass, Inc. reported an operating income of -351.00M and revenue of 2.70B, resulting in an operating margin of -13.0%.
CORT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Corcept Therapeutics Incorporated reported a net income of -31.20M and revenue of 164.90M, resulting in a net margin of -18.9%.
COMP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Compass, Inc. reported a net income of 22.00M and revenue of 2.70B, resulting in a net margin of 0.8%.
Frequently Asked Questions
CORT and COMP have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COMP has higher volatility (19.24%) compared to CORT (16.41%). In terms of maximum drawdown, CORT dropped -94.28% vs COMP's -90.82%.
COMP currently has the higher Sharpe Ratio (0.33 vs 0.07), 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.
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