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CORT vs. EWG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CORT vs. EWG

Last updated Jun 13, 2026

CORT (Corcept Therapeutics Incorporated) is a stock, while EWG (iShares MSCI Germany ETF) is Europe Equities fund tracking the MSCI Germany Index. Over the past 10 years, CORT returned 31.68%/yr vs 8.18%/yr for EWG. At a 0.23 correlation, their price movements are largely independent.

Performance

CORT vs. EWG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Corcept Therapeutics Incorporated (CORT) and iShares MSCI Germany ETF (EWG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CORT achieves a 138.25% return, which is significantly higher than EWG's -0.45% return. Over the past 10 years, CORT has outperformed EWG with an annualized return of 31.68%, while EWG has yielded a comparatively lower 8.18% annualized return.

CORT

1D
-0.41%
1M
45.25%
YTD
138.25%
6M
-5.77%
1Y
16.48%
3Y*
52.65%
5Y*
30.95%
10Y*
31.68%

EWG

1D
0.09%
1M
0.36%
YTD
-0.45%
6M
0.31%
1Y
1.88%
3Y*
15.78%
5Y*
5.72%
10Y*
8.18%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CORT vs. EWG - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CORT
Corcept Therapeutics Incorporated		138.25%-30.94%55.14%59.92%2.58%-24.31%116.20%-9.43%-26.02%148.76%
EWG
iShares MSCI Germany ETF		-0.45%35.79%9.79%23.35%-22.27%5.84%10.09%19.15%-21.40%27.42%

Correlation

The correlation between CORT and EWG is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

Correlation (3Y)
Calculated over the trailing 3-year period

0.28

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (10Y)
Calculated over the trailing 10-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Apr 14, 2004

0.23

The correlation between CORT and EWG shifts across timeframes, from 0.23 (all time) to 0.34 (1 year), reflecting how their relationship changes across market environments.

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Corcept Therapeutics Incorporated

iShares MSCI Germany ETF

Often compared with CORT:
CORT vs. AVAVCORT vs. BOOTCORT vs. AXSMCORT vs. LNTHCORT vs. TXMDCORT vs. AMPHCORT vs. IOVA
Often compared with EWG:
EWG vs. EWQEWG vs. SPYEWG vs. EWPEWG vs. IEUREWG vs. FLGREWG vs. EFAEWG vs. VOO

Return for Risk

CORT vs. EWG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CORT
CORT Risk / Return Rank: 5353
Overall Rank
CORT Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
CORT Sortino Ratio Rank: 5252
Sortino Ratio Rank
CORT Omega Ratio Rank: 6363
Omega Ratio Rank
CORT Calmar Ratio Rank: 4949
Calmar Ratio Rank
CORT Martin Ratio Rank: 4949
Martin Ratio Rank
EWG
EWG Risk / Return Rank: 1111
Overall Rank
EWG Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
EWG Sortino Ratio Rank: 1111
Sortino Ratio Rank
EWG Omega Ratio Rank: 1111
Omega Ratio Rank
EWG Calmar Ratio Rank: 1111
Calmar Ratio Rank
EWG Martin Ratio Rank: 1111
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. EWG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Corcept Therapeutics Incorporated (CORT) and iShares MSCI Germany ETF (EWG). 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.

CORTEWGDifference
Sharpe ratioReturn per unit of total volatility
0.22
0.11

+0.11

Sortino ratioReturn per unit of downside risk
0.82
0.27

+0.55

Omega ratioGain probability vs. loss probability

1.17

1.03

+0.14

Calmar ratioReturn relative to maximum drawdown

0.26

0.13

+0.13

Martin ratioReturn relative to average drawdown

0.47

0.38

+0.09

CORT vs. EWG - Sharpe Ratio Comparison

The current CORT Sharpe Ratio is 0.22, which is higher than the EWG Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of CORT and EWG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

CORT vs. EWG - Drawdown Comparison

The maximum CORT drawdown since its inception was -94.29%, which is greater than EWG's maximum drawdown of -67.57%. Use the drawdown chart below to compare losses from any high point for CORT and EWG.

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Drawdown Indicators

CORTEWGDifference

Max Drawdown

Largest peak-to-trough decline

-94.29%

-67.57%

-26.72%

Max Drawdown (1Y)

Largest decline over 1 year

-64.40%

-14.54%

-49.86%

Max Drawdown (3Y)

Largest decline over 3 years

-71.85%

-15.81%

-56.04%

Max Drawdown (5Y)

Largest decline over 5 years

-71.85%

-43.23%

-28.62%

Max Drawdown (10Y)

Largest decline over 10 years

-71.85%

-46.80%

-25.05%

Current Drawdown

Current decline from peak

-27.41%

-5.05%

-22.36%

Average Drawdown

Average peak-to-trough decline

-53.45%

-19.18%

-34.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.37%

4.97%

+30.40%

Volatility

CORT vs. EWG - Volatility Comparison

Corcept Therapeutics Incorporated (CORT) has a higher volatility of 14.28% compared to iShares MSCI Germany ETF (EWG) at 6.22%. This indicates that CORT's price experiences larger fluctuations and is considered to be riskier than EWG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CORTEWGDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.28%

6.22%

+8.06%

Volatility (6M)

Calculated over the trailing 6-month period

85.36%

14.61%

+70.75%

Volatility (1Y)

Calculated over the trailing 1-year period

76.98%

17.66%

+59.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.58%

20.54%

+54.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

67.23%

21.10%

+46.13%

Dividends

CORT vs. EWG - Dividend Comparison

CORT has not paid dividends to shareholders, while EWG's dividend yield for the trailing twelve months is around 1.61%.

PositionTTM20252024202320222021202020192018201720162015
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%
EWG
iShares MSCI Germany ETF		1.61%1.60%2.38%2.56%3.24%2.70%1.67%2.51%2.93%2.06%2.35%1.93%

Frequently Asked Questions

CORT and EWG have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CORT has higher volatility (14.28%) compared to EWG (6.22%). In terms of maximum drawdown, CORT dropped -94.29% vs EWG's -67.57%.

CORT currently has the higher Sharpe Ratio (0.21 vs 0.11), 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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