CORT vs. TXMD
CORT (Corcept Therapeutics Incorporated) and TXMD (TherapeuticsMD, Inc.) are both stocks. Both are in the Healthcare sector — CORT in Biotechnology, TXMD in Drug Manufacturers - Specialty & Generic. Over the past 10 years, CORT returned 35.35%/yr vs -40.82%/yr for TXMD. Their 0.14 correlation means their historical movements had little consistent relationship.
Performance
CORT vs. TXMD - 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 TXMD's 24.54% return. Over the past 10 years, CORT has outperformed TXMD with an annualized return of 35.35%, while TXMD has yielded a comparatively lower -40.82% 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%
TXMD
- 1D
- 0.00%
- 1M
- -3.79%
- 6M
- -6.02%
- YTD
- 24.54%
- 1Y
- 82.88%
- 3Y*
- -20.95%
- 5Y*
- -47.31%
- 10Y*
- -40.82%
- ALL TIME*
- -14.05%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $163.77M | $133.02M | $94.73M | |
| $40.07K | $48.38K | $79.60K |
CORT vs. TXMD - 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% |
TXMD TherapeuticsMD, Inc. | 24.54% | 89.53% | -61.78% | -59.75% | -68.55% | -70.62% | -50.00% | -36.48% | -36.92% | 4.68% |
Correlation
The correlation between CORT and TXMD is 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.07 |
Correlation (3Y) Balances recent behavior with more history. | 0.11 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.14 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.20 |
Correlation (All Time) Calculated using the full available price history since Apr 14, 2004 | 0.14 |
The correlation between CORT and TXMD shifts across timeframes, from 0.07 (1 year) to 0.20 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
CORT:
$12.29B
TXMD:
$23.50M
CORT:
$0.48
TXMD:
$0.02
CORT:
240.95
TXMD:
131.49
CORT:
120.03
TXMD:
0.15
CORT:
15.92
TXMD:
8.95
CORT:
19.20
TXMD:
0.88
CORT:
$830.81M
TXMD:
$2.63M
CORT:
$816.73M
TXMD:
$2.63M
CORT:
$23.30M
TXMD:
-$3.12M
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Return for Risk
CORT vs. TXMD — Risk / Return Rank
CORT
TXMD
CORT vs. TXMD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Corcept Therapeutics Incorporated (CORT) and TherapeuticsMD, Inc. (TXMD). 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 | TXMD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.21 | ||
| Sortino ratioReturn per unit of downside risk | -0.44 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.27 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 2.38 | -1.28 |
| Martin ratioReturn relative to average drawdown | 2.01 | 4.48 | -2.47 |
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Drawdowns
CORT vs. TXMD - Drawdown Comparison
The maximum CORT drawdown since its inception was -94.29%, smaller than the maximum TXMD drawdown of -99.89%. Use the drawdown chart below to compare losses from any high point for CORT and TXMD.
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Drawdown Indicators
| CORT | TXMD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.29% | -99.89% | +5.60% |
Max Drawdown (1Y)Largest decline over 1 year | -64.40% | -34.30% | -30.10% |
Max Drawdown (3Y)Largest decline over 3 years | -71.85% | -82.98% | +11.13% |
Max Drawdown (5Y)Largest decline over 5 years | -71.85% | -98.52% | +26.67% |
Max Drawdown (10Y)Largest decline over 10 years | -71.85% | -99.82% | +27.97% |
Current DrawdownCurrent decline from peak | -3.24% | -99.63% | +96.39% |
Average DrawdownAverage peak-to-trough decline | -53.26% | -61.45% | +8.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.24% | 18.21% | +17.03% |
Volatility
CORT vs. TXMD - Volatility Comparison
Corcept Therapeutics Incorporated (CORT) has a higher volatility of 28.47% compared to TherapeuticsMD, Inc. (TXMD) at 10.77%. This indicates that CORT's price experiences larger fluctuations and is considered to be riskier than TXMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CORT | TXMD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 28.47% | 10.77% | +17.70% |
Volatility (6M)Calculated over the trailing 6-month period | 48.65% | 39.22% | +9.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 82.04% | 75.88% | +6.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 75.77% | 189.53% | -113.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.83% | 145.98% | -78.15% |
Dividends
CORT vs. TXMD - Dividend Comparison
Neither CORT nor TXMD has paid dividends to shareholders.
Financials
CORT vs. TXMD - Financials Comparison
This section allows you to compare key financial metrics between Corcept Therapeutics Incorporated and TherapeuticsMD, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
CORT and TXMD have a correlation of 0.07, 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 TXMD (10.77%). In terms of maximum drawdown, CORT dropped -94.29% vs TXMD's -99.89%.
TXMD currently has the higher Sharpe Ratio (1.08 vs 0.86), 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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