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

Performance

CORT vs. SMMT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Corcept Therapeutics Incorporated (CORT) and Summit Therapeutics Inc. (SMMT). 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 SMMT's -19.90% return. Over the past 10 years, CORT has outperformed SMMT with an annualized return of 31.68%, while SMMT has yielded a comparatively lower 5.31% 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%

SMMT

1D
7.11%
1M
-25.44%
YTD
-19.90%
6M
-20.26%
1Y
-30.51%
3Y*
93.96%
5Y*
15.49%
10Y*
5.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CORT vs. SMMT - 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%
SMMT
Summit Therapeutics Inc.
-19.90%-1.99%583.72%-38.59%57.99%-42.77%193.75%39.13%-89.62%29.44%

Correlation

The correlation between CORT and SMMT is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.29

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

0.24

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

0.21

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

0.16

Correlation (All Time)
Calculated using the full available price history since Mar 5, 2015

0.15

The correlation between CORT and SMMT shifts across timeframes, from 0.15 (all time) to 0.29 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CORT:

$8.66B

SMMT:

$10.86B

EPS

CORT:

$0.41

SMMT:

-$1.60

PB Ratio

CORT:

13.57

SMMT:

19.90

Total Revenue (TTM)

CORT:

$769.10M

SMMT:

$0.00

Gross Profit (TTM)

CORT:

$755.64M

SMMT:

-$83.36K

EBITDA (TTM)

CORT:

$3.66M

SMMT:

-$738.34M

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Return for Risk

CORT vs. SMMT — 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

SMMT
SMMT Risk / Return Rank: 2626
Overall Rank
SMMT Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SMMT Sortino Ratio Rank: 2929
Sortino Ratio Rank
SMMT Omega Ratio Rank: 2929
Omega Ratio Rank
SMMT Calmar Ratio Rank: 2323
Calmar Ratio Rank
SMMT Martin Ratio Rank: 2626
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. SMMT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Corcept Therapeutics Incorporated (CORT) and Summit Therapeutics Inc. (SMMT). 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.


CORTSMMTDifference
Sharpe ratioReturn per unit of total volatility

+0.62

Sortino ratioReturn per unit of downside risk

+0.95

Omega ratioGain probability vs. loss probability

1.17

0.98

+0.19

Calmar ratioReturn relative to maximum drawdown

0.26

-0.55

+0.81

Martin ratioReturn relative to average drawdown

0.47

-0.87

+1.34

CORT vs. SMMT - Sharpe Ratio Comparison

The current CORT Sharpe Ratio is 0.22, which is higher than the SMMT Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of CORT and SMMT, 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. SMMT - Drawdown Comparison

The maximum CORT drawdown since its inception was -94.29%, roughly equal to the maximum SMMT drawdown of -95.75%. Use the drawdown chart below to compare losses from any high point for CORT and SMMT.


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Drawdown Indicators


CORTSMMTDifference

Max Drawdown

Largest peak-to-trough decline

-94.29%

-95.75%

+1.46%

Max Drawdown (1Y)

Largest decline over 1 year

-64.40%

-55.49%

-8.91%

Max Drawdown (3Y)

Largest decline over 3 years

-71.85%

-64.44%

-7.41%

Max Drawdown (5Y)

Largest decline over 5 years

-71.85%

-91.78%

+19.93%

Max Drawdown (10Y)

Largest decline over 10 years

-71.85%

-95.75%

+23.90%

Current Drawdown

Current decline from peak

-27.41%

-61.83%

+34.42%

Average Drawdown

Average peak-to-trough decline

-53.45%

-57.63%

+4.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.37%

34.94%

+0.43%

Volatility

CORT vs. SMMT - Volatility Comparison

The current volatility for Corcept Therapeutics Incorporated (CORT) is 14.28%, while Summit Therapeutics Inc. (SMMT) has a volatility of 23.99%. This indicates that CORT experiences smaller price fluctuations and is considered to be less risky than SMMT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CORTSMMTDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.28%

23.99%

-9.71%

Volatility (6M)

Calculated over the trailing 6-month period

85.36%

56.65%

+28.71%

Volatility (1Y)

Calculated over the trailing 1-year period

76.98%

75.61%

+1.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.58%

185.08%

-110.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

67.23%

144.46%

-77.23%

Dividends

CORT vs. SMMT - Dividend Comparison

Neither CORT nor SMMT has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

CORT vs. SMMT - Financials Comparison

This section allows you to compare key financial metrics between Corcept Therapeutics Incorporated and Summit Therapeutics Inc.. 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


0.0050.00M100.00M150.00M200.00M20222023202420252026
164.90M
0
(CORT) Total Revenue
(SMMT) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CORT and SMMT have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SMMT has higher volatility (23.99%) compared to CORT (14.28%). In terms of maximum drawdown, CORT dropped -94.29% vs SMMT's -95.75%.

CORT currently has the higher Sharpe Ratio (0.21 vs -0.41), 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.

Portfolio Optimizer

Find the right allocation for CORT and SMMT

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