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 35.35%/yr vs 23.40%/yr for ETN. Their 0.21 correlation means their historical movements had little consistent relationship.
Performance
CORT vs. ETN - Performance Comparison
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Returns By Period
In the year-to-date period, CORT achieves a 228.99% return, which is significantly higher than ETN's 31.12% return. Over the past 10 years, CORT has outperformed ETN with an annualized return of 35.35%, while ETN has yielded a comparatively lower 23.40% annualized return.
CORT
- 1D
- -3.24%
- 1M
- 26.91%
- 6M
- 187.16%
- YTD
- 228.99%
- 1Y
- 65.93%
- 3Y*
- 66.06%
- 5Y*
- 40.69%
- 10Y*
- 35.35%
- ALL TIME*
- 10.54%
ETN
- 1D
- 7.32%
- 1M
- 4.19%
- 6M
- 18.85%
- YTD
- 31.12%
- 1Y
- 10.15%
- 3Y*
- 25.38%
- 5Y*
- 23.26%
- 10Y*
- 23.40%
- ALL TIME*
- 11.88%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $163.77M | $133.02M | $94.73M | |
| $1.04B | $939.19M | $1.06B |
CORT vs. ETN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CORT Corcept Therapeutics Incorporated | 228.99% | -30.94% | 55.14% | 59.92% | 2.58% | -24.31% | 116.20% | -9.43% | -26.02% | 148.76% |
ETN Eaton Corporation plc | 31.12% | -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 0.14, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.14 |
Correlation (3Y) Balances recent behavior with more history. | 0.19 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.20 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.21 |
Correlation (All Time) Calculated using the full available price history since Apr 14, 2004 | 0.21 |
Fundamentals
CORT:
$12.29B
ETN:
$161.22B
CORT:
$0.48
ETN:
$9.83
CORT:
240.95
ETN:
42.23
CORT:
120.03
ETN:
2.29
CORT:
15.92
ETN:
5.39
CORT:
19.20
ETN:
7.98
CORT:
$830.81M
ETN:
$30.03B
CORT:
$816.73M
ETN:
$10.78B
CORT:
$23.30M
ETN:
$6.06B
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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 | +0.62 | ||
| Sortino ratioReturn per unit of downside risk | +0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.07 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 0.50 | +0.60 |
| Martin ratioReturn relative to average drawdown | 2.01 | 1.07 | +0.94 |
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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% | -18.33% | -46.07% |
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 | -3.24% | -4.72% | +1.48% |
Average DrawdownAverage peak-to-trough decline | -53.26% | -14.87% | -38.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.24% | 8.63% | +26.61% |
Volatility
CORT vs. ETN - Volatility Comparison
Corcept Therapeutics Incorporated (CORT) has a higher volatility of 28.47% compared to Eaton Corporation plc (ETN) at 15.81%. 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
| CORT | ETN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 28.47% | 15.81% | +12.66% |
Volatility (6M)Calculated over the trailing 6-month period | 48.65% | 31.45% | +17.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 82.04% | 37.69% | +44.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 75.77% | 31.33% | +44.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.83% | 30.53% | +37.30% |
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 1.03%.
| 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 | 1.03% | 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 Aug 2026, Corcept Therapeutics Incorporated reported a gross profit of 252.09M and revenue of 256.15M. Therefore, the gross margin over that period was 98.4%.
ETN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Eaton Corporation plc reported a gross profit of 2.86B and revenue of 8.53B. Therefore, the gross margin over that period was 33.5%.
CORT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Corcept Therapeutics Incorporated reported an operating income of 41.30M and revenue of 256.15M, resulting in an operating margin of 16.1%.
ETN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Eaton Corporation plc reported an operating income of 1.39B and revenue of 8.53B, resulting in an operating margin of 16.3%.
CORT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Corcept Therapeutics Incorporated reported a net income of 42.14M and revenue of 256.15M, resulting in a net margin of 16.5%.
ETN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Eaton Corporation plc reported a net income of 821.00M and revenue of 8.53B, resulting in a net margin of 9.6%.
Frequently Asked Questions
CORT and ETN have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CORT has higher volatility (28.47%) compared to ETN (15.81%). In terms of maximum drawdown, CORT dropped -94.29% vs ETN's -68.95%.
CORT currently has the higher Sharpe Ratio (0.86 vs 0.24), 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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