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CORT vs. TXMD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CORT and TXMD is 0.25, 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.


Performance

CORT vs. TXMD - Performance Comparison

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

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Key characteristics

Sharpe Ratio

CORT:

1.22

TXMD:

-0.29

Sortino Ratio

CORT:

4.03

TXMD:

0.23

Omega Ratio

CORT:

1.55

TXMD:

1.03

Calmar Ratio

CORT:

4.00

TXMD:

-0.31

Martin Ratio

CORT:

10.24

TXMD:

-0.78

Ulcer Index

CORT:

17.78%

TXMD:

39.62%

Daily Std Dev

CORT:

121.27%

TXMD:

110.46%

Max Drawdown

CORT:

-94.28%

TXMD:

-99.99%

Current Drawdown

CORT:

-32.03%

TXMD:

-99.98%

Fundamentals

Market Cap

CORT:

$8.23B

TXMD:

$17.25M

EPS

CORT:

$1.16

TXMD:

-$0.19

PEG Ratio

CORT:

0.61

TXMD:

-0.73

PS Ratio

CORT:

12.01

TXMD:

9.37

PB Ratio

CORT:

12.05

TXMD:

0.63

Total Revenue (TTM)

CORT:

$685.45M

TXMD:

$2.12M

Gross Profit (TTM)

CORT:

$674.70M

TXMD:

$2.02M

EBITDA (TTM)

CORT:

$111.33M

TXMD:

-$2.89M

Returns By Period

In the year-to-date period, CORT achieves a 54.08% return, which is significantly lower than TXMD's 72.09% return. Over the past 10 years, CORT has outperformed TXMD with an annualized return of 28.74%, while TXMD has yielded a comparatively lower -42.15% annualized return.


CORT

YTD

54.08%

1M

6.02%

6M

32.49%

1Y

146.24%

3Y*

54.63%

5Y*

38.67%

10Y*

28.74%

TXMD

YTD

72.09%

1M

20.33%

6M

4.96%

1Y

-32.11%

3Y*

-11.57%

5Y*

-51.73%

10Y*

-42.15%

*Annualized

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Corcept Therapeutics Incorporated

TherapeuticsMD, Inc.

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Risk-Adjusted Performance

CORT vs. TXMD — Risk-Adjusted Performance Rank

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

CORT
The Risk-Adjusted Performance Rank of CORT is 9595
Overall Rank
The Sharpe Ratio Rank of CORT is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of CORT is 9898
Sortino Ratio Rank
The Omega Ratio Rank of CORT is 9797
Omega Ratio Rank
The Calmar Ratio Rank of CORT is 9898
Calmar Ratio Rank
The Martin Ratio Rank of CORT is 9595
Martin Ratio Rank

TXMD
The Risk-Adjusted Performance Rank of TXMD is 3636
Overall Rank
The Sharpe Ratio Rank of TXMD is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of TXMD is 4242
Sortino Ratio Rank
The Omega Ratio Rank of TXMD is 4242
Omega Ratio Rank
The Calmar Ratio Rank of TXMD is 3131
Calmar Ratio Rank
The Martin Ratio Rank of TXMD is 3232
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CORT vs. TXMD - Risk-Adjusted Performance 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.


The current CORT Sharpe Ratio is 1.22, which is higher than the TXMD Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of CORT and TXMD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

CORT vs. TXMD - Dividend Comparison

Neither CORT nor TXMD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

CORT vs. TXMD - Drawdown Comparison

The maximum CORT drawdown since its inception was -94.28%, smaller than the maximum TXMD drawdown of -99.99%. Use the drawdown chart below to compare losses from any high point for CORT and TXMD.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

CORT vs. TXMD - Volatility Comparison

The current volatility for Corcept Therapeutics Incorporated (CORT) is 9.39%, while TherapeuticsMD, Inc. (TXMD) has a volatility of 14.56%. This indicates that CORT experiences smaller price fluctuations and is considered to be less risky than TXMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0050.00M100.00M150.00M200.00M20212022202320242025
157.21M
667.00K
(CORT) Total Revenue
(TXMD) Total Revenue
Values in USD except per share items