CORT vs. ETN
CORT (Corcept Therapeutics Incorporated) and ETN (Eaton Corporation plc) are both stocks. CORT operates in Biotechnology (Healthcare), while ETN operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, CORT returned 31.34%/yr vs 25.22%/yr for ETN. At a 0.21 correlation, their price movements are largely independent.
Performance
CORT vs. ETN - Performance Comparison
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Returns By Period
In the year-to-date period, CORT achieves a 129.05% return, which is significantly higher than ETN's 37.62% return. Over the past 10 years, CORT has outperformed ETN with an annualized return of 31.34%, while ETN has yielded a comparatively lower 25.22% annualized return.
CORT
- 1D
- -0.25%
- 1M
- 32.36%
- YTD
- 129.05%
- 6M
- -6.34%
- 1Y
- 11.67%
- 3Y*
- 53.92%
- 5Y*
- 29.06%
- 10Y*
- 31.34%
ETN
- 1D
- 3.32%
- 1M
- 11.35%
- YTD
- 37.62%
- 6M
- 36.82%
- 1Y
- 33.08%
- 3Y*
- 32.57%
- 5Y*
- 26.72%
- 10Y*
- 25.22%
CORT vs. ETN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CORT Corcept Therapeutics Incorporated | 129.05% | -30.94% | 55.14% | 59.92% | 2.58% | -24.31% | 116.20% | -9.43% | -26.02% | 148.76% |
ETN Eaton Corporation plc | 37.62% | -2.79% | 39.51% | 56.22% | -7.18% | 46.70% | 29.88% | 42.76% | -10.04% | 21.54% |
Correlation
The correlation between CORT and ETN 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 | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Apr 14, 2004 | 0.21 |
Fundamentals
CORT:
$8.32B
ETN:
$169.61B
CORT:
$0.41
ETN:
$10.22
CORT:
194.37
ETN:
42.62
CORT:
96.82
ETN:
2.32
CORT:
12.03
ETN:
5.96
CORT:
13.05
ETN:
8.58
CORT:
$769.10M
ETN:
$28.52B
CORT:
$755.64M
ETN:
$7.87B
CORT:
$3.66M
ETN:
$4.75B
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Return for Risk
CORT vs. ETN — Risk / Return Rank
CORT
ETN
CORT vs. ETN - Risk-Adjusted Trends 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.
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.
| CORT | ETN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.84 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.19 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | 1.74 | -1.55 |
| Martin ratioReturn relative to average drawdown | 0.33 | 3.74 | -3.41 |
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Drawdowns
CORT vs. ETN - Drawdown Comparison
The maximum CORT drawdown since its inception was -94.29%, 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.
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Drawdown Indicators
| CORT | ETN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.29% | -68.95% | -25.34% |
Max Drawdown (1Y)Largest decline over 1 year | -64.40% | -19.14% | -45.26% |
Max Drawdown (3Y)Largest decline over 3 years | -71.85% | -34.46% | -37.39% |
Max Drawdown (5Y)Largest decline over 5 years | -71.85% | -34.46% | -37.39% |
Max Drawdown (10Y)Largest decline over 10 years | -71.85% | -44.55% | -27.30% |
Current DrawdownCurrent decline from peak | -30.21% | 0.00% | -30.21% |
Average DrawdownAverage peak-to-trough decline | -53.43% | -14.89% | -38.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.39% | 8.88% | +26.51% |
Volatility
CORT vs. ETN - Volatility Comparison
Corcept Therapeutics Incorporated (CORT) and Eaton Corporation plc (ETN) have volatilities of 13.61% and 13.19%, 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
| CORT | ETN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.61% | 13.19% | +0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 85.06% | 26.35% | +58.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 77.18% | 33.55% | +43.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 74.59% | 30.30% | +44.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.22% | 30.16% | +37.06% |
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 0.98%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 0.98% | 1.31% | 1.13% | 1.43% | 2.06% | 1.76% | 1.88% | 3.00% | 3.85% | 3.04% | 3.40% | 4.23% |
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.
Total Revenue: Total amount of money received from sales and other business activities
CORT vs. ETN - 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%.
ETN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Eaton Corporation plc reported a gross profit of 0.00 and revenue of 7.45B. 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%.
ETN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Eaton Corporation plc reported an operating income of 0.00 and revenue of 7.45B, resulting in an operating margin of 0.0%.
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%.
ETN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Eaton Corporation plc reported a net income of 866.00M and revenue of 7.45B, resulting in a net margin of 11.6%.
Frequently Asked Questions
CORT and ETN 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.
CORT has higher volatility (13.61%) compared to ETN (13.19%). In terms of maximum drawdown, CORT dropped -94.29% vs ETN's -68.95%.
ETN currently has the higher Sharpe Ratio (0.99 vs 0.15), 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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