CORT vs. IOVA

Last updated Apr 1, 2026

Compare and contrast key facts about Corcept Therapeutics Incorporated (CORT) and Iovance Biotherapeutics, Inc. (IOVA).

Performance

CORT vs. IOVA - Performance Comparison

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

CORT vs. IOVA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CORT Corcept Therapeutics Incorporated	15.83%	-30.94%	55.14%	59.92%	2.58%	-24.31%	116.20%	-9.43%	-26.02%	148.76%
IOVA Iovance Biotherapeutics, Inc.	28.57%	-63.11%	-8.98%	27.23%	-66.53%	-58.86%	67.63%	212.77%	10.62%	15.11%

Fundamentals

EPS CORT : $0.88 IOVA : -$1.06
PS Ratio CORT : 6.52 IOVA : 4.91
Total Revenue (TTM) CORT : $741.17M IOVA : $263.50M
Gross Profit (TTM) CORT : $727.78M IOVA : $256.22M
EBITDA (TTM) CORT : $72.46M IOVA : -$357.11M

Returns By Period

In the year-to-date period, CORT achieves a 15.83% return, which is significantly lower than IOVA's 28.57% return. Over the past 10 years, CORT has outperformed IOVA with an annualized return of 23.92%, while IOVA has yielded a comparatively lower -3.87% 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%

IOVA

• 1D: 5.72%
• 1M: -9.07%
• YTD: 28.57%
• 6M: 61.75%
• 1Y: 5.41%
• 3Y*: -16.87%
• 5Y*: -35.81%
• 10Y*: -3.87%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CORT vs. IOVA — Risk / Return Rank

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

CORT

CORT Risk / Return Rank: 18
CORT Sharpe Ratio Rank: 8
CORT Sortino Ratio Rank: 12
CORT Omega Ratio Rank: 7
CORT Calmar Ratio Rank: 31
CORT Martin Ratio Rank: 33

IOVA

IOVA Risk / Return Rank: 47
IOVA Sharpe Ratio Rank: 44
IOVA Sortino Ratio Rank: 55
IOVA Omega Ratio Rank: 54
IOVA Calmar Ratio Rank: 41
IOVA Martin Ratio Rank: 41

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. IOVA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Corcept Therapeutics Incorporated (CORT) and Iovance Biotherapeutics, Inc. (IOVA). 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.

	CORT	IOVA	Difference
Sharpe ratio Return per unit of total volatility	-0.82	0.05	-0.87
Sortino ratio Return per unit of downside risk	-0.96	0.95	-1.92
Omega ratio Gain probability vs. loss probability	0.82	1.13	-0.30
Calmar ratio Return relative to maximum drawdown	-0.36	-0.03	-0.34
Martin ratio Return relative to average drawdown	-0.58	-0.04	-0.54
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CORT vs. IOVA - Sharpe Ratio Comparison

The current CORT Sharpe Ratio is -0.82, which is lower than the IOVA Sharpe Ratio of 0.05. The chart below compares the historical Sharpe Ratios of CORT and IOVA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CORT	IOVA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.82	0.05	-0.87
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.14	-0.40	+0.54
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.36	-0.05	+0.41
Sharpe Ratio (All Time) Calculated using the full available price history	0.07	-0.14	+0.21

Correlation

The correlation between CORT and IOVA is 0.22, 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. IOVA - Dividend Comparison

Neither CORT nor IOVA has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

CORT vs. IOVA - Drawdown Comparison

The maximum CORT drawdown since its inception was -94.28%, smaller than the maximum IOVA drawdown of -99.37%. Use the drawdown chart below to compare losses from any high point for CORT and IOVA.

Drawdown Indicators

	CORT	IOVA	Difference
Max Drawdown Largest peak-to-trough decline	-94.28%	-99.37%	+5.09%
Max Drawdown (1Y) Largest decline over 1 year	-65.03%	-54.41%	-10.62%
Max Drawdown (5Y) Largest decline over 5 years	-71.85%	-94.98%	+23.13%
Max Drawdown (10Y) Largest decline over 10 years	-71.85%	-96.84%	+24.99%
Current Drawdown Current decline from peak	-64.71%	-97.79%	+33.08%
Average Drawdown Average peak-to-trough decline	-53.45%	-84.00%	+30.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	45.10%	37.72%	+7.38%

Volatility

CORT vs. IOVA - Volatility Comparison

The current volatility for Corcept Therapeutics Incorporated (CORT) is 21.99%, while Iovance Biotherapeutics, Inc. (IOVA) has a volatility of 30.93%. This indicates that CORT experiences smaller price fluctuations and is considered to be less risky than IOVA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CORT	IOVA	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.99%	30.93%	-8.94%
Volatility (6M) Calculated over the trailing 6-month period	85.27%	65.62%	+19.65%
Volatility (1Y) Calculated over the trailing 1-year period	134.82%	112.34%	+22.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	73.97%	90.77%	-16.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	67.09%	81.92%	-14.83%

Financials