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

Correlation

The correlation between CORT and ETN is 0.28, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

CORT vs. ETN - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
486.35%
1,636.94%
CORT
ETN

Key characteristics

Sharpe Ratio

CORT:

1.74

ETN:

-0.17

Sortino Ratio

CORT:

4.32

ETN:

0.03

Omega Ratio

CORT:

1.59

ETN:

1.00

Calmar Ratio

CORT:

4.65

ETN:

-0.19

Martin Ratio

CORT:

14.96

ETN:

-0.48

Ulcer Index

CORT:

14.16%

ETN:

13.46%

Daily Std Dev

CORT:

122.16%

ETN:

38.42%

Max Drawdown

CORT:

-94.28%

ETN:

-68.95%

Current Drawdown

CORT:

-37.22%

ETN:

-23.22%

Fundamentals

Market Cap

CORT:

$7.57B

ETN:

$112.45B

EPS

CORT:

$1.23

ETN:

$9.51

PE Ratio

CORT:

58.37

ETN:

30.18

PEG Ratio

CORT:

0.61

ETN:

2.30

PS Ratio

CORT:

11.22

ETN:

4.52

PB Ratio

CORT:

10.75

ETN:

5.84

Total Revenue (TTM)

CORT:

$528.23M

ETN:

$18.94B

Gross Profit (TTM)

CORT:

$519.89M

ETN:

$7.28B

EBITDA (TTM)

CORT:

$107.91M

ETN:

$4.38B

Returns By Period

In the year-to-date period, CORT achieves a 42.31% return, which is significantly higher than ETN's -12.65% return. Over the past 10 years, CORT has outperformed ETN with an annualized return of 27.83%, while ETN has yielded a comparatively lower 18.69% annualized return.


CORT

YTD

42.31%

1M

25.56%

6M

51.67%

1Y

222.87%

5Y*

40.52%

10Y*

27.83%

ETN

YTD

-12.65%

1M

1.16%

6M

-15.62%

1Y

-7.74%

5Y*

32.32%

10Y*

18.69%

*Annualized

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Risk-Adjusted Performance

CORT vs. ETN — 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 9797
Overall Rank
The Sharpe Ratio Rank of CORT is 9494
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 9999
Calmar Ratio Rank
The Martin Ratio Rank of CORT is 9898
Martin Ratio Rank

ETN
The Risk-Adjusted Performance Rank of ETN is 4040
Overall Rank
The Sharpe Ratio Rank of ETN is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of ETN is 3838
Sortino Ratio Rank
The Omega Ratio Rank of ETN is 3838
Omega Ratio Rank
The Calmar Ratio Rank of ETN is 4040
Calmar Ratio Rank
The Martin Ratio Rank of ETN is 4141
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. ETN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Corcept Therapeutics Incorporated (CORT) and Eaton Corporation plc (ETN). 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 chart of Sharpe ratio for CORT, currently valued at 1.74, compared to the broader market-2.00-1.000.001.002.003.00
CORT: 1.74
ETN: -0.17
The chart of Sortino ratio for CORT, currently valued at 4.32, compared to the broader market-6.00-4.00-2.000.002.004.00
CORT: 4.32
ETN: 0.03
The chart of Omega ratio for CORT, currently valued at 1.59, compared to the broader market0.501.001.502.00
CORT: 1.59
ETN: 1.00
The chart of Calmar ratio for CORT, currently valued at 4.65, compared to the broader market0.001.002.003.004.005.00
CORT: 4.65
ETN: -0.19
The chart of Martin ratio for CORT, currently valued at 14.96, compared to the broader market-5.000.005.0010.0015.0020.00
CORT: 14.96
ETN: -0.48

The current CORT Sharpe Ratio is 1.74, which is higher than the ETN Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of CORT and ETN, 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 Ratio-1.000.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
1.74
-0.17
CORT
ETN

Dividends

CORT vs. ETN - Dividend Comparison

CORT has not paid dividends to shareholders, while ETN's dividend yield for the trailing twelve months is around 1.34%.


TTM20242023202220212020201920182017201620152014
CORT
Corcept Therapeutics Incorporated
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ETN
Eaton Corporation plc
1.34%1.13%1.43%2.06%1.76%2.43%3.00%3.85%3.04%3.40%4.23%2.88%

Drawdowns

CORT vs. ETN - Drawdown Comparison

The maximum CORT drawdown since its inception was -94.28%, which is greater than ETN's maximum drawdown of -68.95%. Use the drawdown chart below to compare losses from any high point for CORT and ETN. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-37.22%
-23.22%
CORT
ETN

Volatility

CORT vs. ETN - Volatility Comparison

Corcept Therapeutics Incorporated (CORT) has a higher volatility of 81.39% compared to Eaton Corporation plc (ETN) at 19.30%. This indicates that CORT's price experiences larger fluctuations and is considered to be riskier than ETN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%20.00%40.00%60.00%80.00%NovemberDecember2025FebruaryMarchApril
81.39%
19.30%
CORT
ETN

Financials

CORT vs. ETN - Financials Comparison

This section allows you to compare key financial metrics between Corcept Therapeutics Incorporated and Eaton Corporation plc. 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