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CORT vs. ETN
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

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CORT vs. ETN - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CORT
Corcept Therapeutics Incorporated
15.83%-30.94%55.14%59.92%2.58%-24.31%116.20%-9.43%-26.02%148.76%
ETN
Eaton Corporation plc
12.64%-2.79%39.51%56.22%-7.18%46.70%29.88%42.76%-10.04%21.54%

Fundamentals

EPS

CORT:

$0.88

ETN:

$10.47

PE Ratio

CORT:

45.97

ETN:

34.18

PEG Ratio

CORT:

22.90

ETN:

1.86

PS Ratio

CORT:

6.52

ETN:

5.09

Total Revenue (TTM)

CORT:

$741.17M

ETN:

$27.45B

Gross Profit (TTM)

CORT:

$727.78M

ETN:

$10.32B

EBITDA (TTM)

CORT:

$72.46M

ETN:

$5.90B

Returns By Period

In the year-to-date period, CORT achieves a 15.83% return, which is significantly higher than ETN's 12.64% return. Over the past 10 years, CORT has outperformed ETN with an annualized return of 23.92%, while ETN has yielded a comparatively lower 21.71% annualized return.


CORT

1D
5.75%
1M
12.91%
YTD
15.83%
6M
-51.50%
1Y
-64.71%
3Y*
23.00%
5Y*
10.53%
10Y*
23.92%

ETN

1D
4.12%
1M
-4.56%
YTD
12.64%
6M
-3.87%
1Y
33.19%
3Y*
29.57%
5Y*
22.72%
10Y*
21.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

CORT vs. ETN — Risk / Return Rank

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

CORT
CORT Risk / Return Rank: 1818
Overall Rank
CORT Sharpe Ratio Rank: 88
Sharpe Ratio Rank
CORT Sortino Ratio Rank: 1212
Sortino Ratio Rank
CORT Omega Ratio Rank: 77
Omega Ratio Rank
CORT Calmar Ratio Rank: 3131
Calmar Ratio Rank
CORT Martin Ratio Rank: 3333
Martin Ratio Rank

ETN
ETN Risk / Return Rank: 7272
Overall Rank
ETN Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
ETN Sortino Ratio Rank: 6969
Sortino Ratio Rank
ETN Omega Ratio Rank: 6868
Omega Ratio Rank
ETN Calmar Ratio Rank: 7575
Calmar Ratio Rank
ETN Martin Ratio Rank: 7272
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. 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.


CORTETNDifference

Sharpe ratio

Return per unit of total volatility

-0.82

0.97

-1.79

Sortino ratio

Return per unit of downside risk

-0.96

1.49

-2.46

Omega ratio

Gain probability vs. loss probability

0.82

1.20

-0.37

Calmar ratio

Return relative to maximum drawdown

-0.36

1.68

-2.04

Martin ratio

Return relative to average drawdown

-0.58

3.74

-4.32

CORT vs. ETN - Sharpe Ratio Comparison

The current CORT Sharpe Ratio is -0.82, which is lower than the ETN Sharpe Ratio of 0.97. 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.


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Sharpe Ratios by Period


CORTETNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.82

0.97

-1.79

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.14

0.78

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

0.73

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.41

-0.34

Correlation

The correlation between CORT and ETN is 0.21, 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.


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 1.18%.


TTM20252024202320222021202020192018201720162015
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
1.18%1.31%1.13%1.43%2.06%1.76%1.88%3.00%3.85%3.04%3.40%4.23%

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.


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Drawdown Indicators


CORTETNDifference

Max Drawdown

Largest peak-to-trough decline

-94.28%

-68.95%

-25.33%

Max Drawdown (1Y)

Largest decline over 1 year

-65.03%

-19.14%

-45.89%

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 Drawdown

Current decline from peak

-64.71%

-9.42%

-55.29%

Average Drawdown

Average peak-to-trough decline

-53.45%

-14.93%

-38.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

45.10%

8.57%

+36.53%

Volatility

CORT vs. ETN - Volatility Comparison

Corcept Therapeutics Incorporated (CORT) has a higher volatility of 21.99% compared to Eaton Corporation plc (ETN) at 11.84%. 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.


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Volatility by Period


CORTETNDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.99%

11.84%

+10.15%

Volatility (6M)

Calculated over the trailing 6-month period

85.27%

23.36%

+61.91%

Volatility (1Y)

Calculated over the trailing 1-year period

134.82%

34.34%

+100.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

73.97%

29.20%

+44.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

67.09%

29.65%

+37.44%

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


0.002.00B4.00B6.00B8.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
207.64M
7.06B
(CORT) Total Revenue
(ETN) Total Revenue
Values in USD except per share items

CORT vs. ETN - Profitability Comparison

The chart below illustrates the profitability comparison between Corcept Therapeutics Incorporated and Eaton Corporation plc over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%90.0%100.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
97.8%
36.8%
Portfolio components
CORT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Corcept Therapeutics Incorporated reported a gross profit of 203.04M and revenue of 207.64M. Therefore, the gross margin over that period was 97.8%.

ETN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Eaton Corporation plc reported a gross profit of 2.60B and revenue of 7.06B. Therefore, the gross margin over that period was 36.8%.

CORT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Corcept Therapeutics Incorporated reported an operating income of 10.22M and revenue of 207.64M, resulting in an operating margin of 4.9%.

ETN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Eaton Corporation plc reported an operating income of 1.38B and revenue of 7.06B, resulting in an operating margin of 19.5%.

CORT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Corcept Therapeutics Incorporated reported a net income of 19.36M and revenue of 207.64M, resulting in a net margin of 9.3%.

ETN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Eaton Corporation plc reported a net income of 1.13B and revenue of 7.06B, resulting in a net margin of 16.1%.