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CORT vs. XSB.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

CORT vs. XSB.TO

Last updated Jun 20, 2026

CORT (Corcept Therapeutics Incorporated) is a stock, while XSB.TO (iShares Core Canadian Short Term Bond Index ETF) is Short-Term Bond fund tracking the FTSE Canada Short Term Overall Bond Index. Over the past 10 years, CORT returned 30.52%/yr vs 0.99%/yr for XSB.TO. At a correlation of -0.02, they often move in opposite directions.

Performance

CORT vs. XSB.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Corcept Therapeutics Incorporated (CORT) and iShares Core Canadian Short Term Bond Index ETF (XSB.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CORT is traded in USD, while XSB.TO is traded in CAD. To make them comparable, the XSB.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CORT achieves a 129.63% return, which is significantly higher than XSB.TO's -1.94% return. Over the past 10 years, CORT has outperformed XSB.TO with an annualized return of 30.52%, while XSB.TO has yielded a comparatively lower 0.99% annualized return.

CORT

1D
-2.25%
1M
32.70%
YTD
129.63%
6M
-4.60%
1Y
11.95%
3Y*
51.17%
5Y*
28.85%
10Y*
30.52%

XSB.TO

1D
-0.29%
1M
-2.16%
YTD
-1.94%
6M
-1.24%
1Y
-0.10%
3Y*
2.55%
5Y*
-0.59%
10Y*
0.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CORT vs. XSB.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
CORT
Corcept Therapeutics Incorporated		129.63%-30.94%55.14%59.92%2.58%-24.31%116.20%-9.43%-26.02%148.76%
XSB.TO
iShares Core Canadian Short Term Bond Index ETF		-1.94%8.66%-2.39%7.22%-9.76%-1.06%7.75%7.64%-6.28%7.40%

Correlation

The correlation between CORT and XSB.TO is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

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

0.04

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

0.06

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

0.02

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

-0.02

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2006

-0.02

Compare stocks, funds, or ETFs

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Corcept Therapeutics Incorporated

iShares Core Canadian Short Term Bond Index ETF

Often compared with CORT:
CORT vs. AVAVCORT vs. BOOTCORT vs. AXSMCORT vs. LNTHCORT vs. AMPHCORT vs. TXMDCORT vs. IOVA
Often compared with XSB.TO:
XSB.TO vs. XBB.TOXSB.TO vs. ZAG.TOXSB.TO vs. VSB.TOXSB.TO vs. XSH.TOXSB.TO vs. XCB.TOXSB.TO vs. XLB.TOXSB.TO vs. ZCS.TO

Return for Risk

CORT vs. XSB.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
CORT
CORT Risk / Return Rank: 5050
Overall Rank
CORT Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
CORT Sortino Ratio Rank: 5050
Sortino Ratio Rank
CORT Omega Ratio Rank: 6060
Omega Ratio Rank
CORT Calmar Ratio Rank: 4747
Calmar Ratio Rank
CORT Martin Ratio Rank: 4646
Martin Ratio Rank
XSB.TO
XSB.TO Risk / Return Rank: 4949
Overall Rank
XSB.TO Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
XSB.TO Sortino Ratio Rank: 4949
Sortino Ratio Rank
XSB.TO Omega Ratio Rank: 5353
Omega Ratio Rank
XSB.TO Calmar Ratio Rank: 4747
Calmar Ratio Rank
XSB.TO Martin Ratio Rank: 4747
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. XSB.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Corcept Therapeutics Incorporated (CORT) and iShares Core Canadian Short Term Bond Index ETF (XSB.TO). 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.

CORTXSB.TODifference
Sharpe ratioReturn per unit of total volatility
0.16
0.00

+0.16

Sortino ratioReturn per unit of downside risk
0.76
0.04

+0.73

Omega ratioGain probability vs. loss probability

1.16

1.00

+0.15

Calmar ratioReturn relative to maximum drawdown

0.19

0.00

+0.19

Martin ratioReturn relative to average drawdown

0.34

0.01

+0.34

CORT vs. XSB.TO - Sharpe Ratio Comparison

The current CORT Sharpe Ratio is 0.16, which is higher than the XSB.TO Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of CORT and XSB.TO, 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. XSB.TO - Drawdown Comparison

The maximum CORT drawdown since its inception was -94.29%, which is greater than XSB.TO's maximum drawdown of -28.27%. Use the drawdown chart below to compare losses from any high point for CORT and XSB.TO.

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Drawdown Indicators

CORTXSB.TODifference

Max Drawdown

Largest peak-to-trough decline

-94.29%

-28.27%

-66.02%

Max Drawdown (1Y)

Largest decline over 1 year

-64.40%

-3.82%

-60.58%

Max Drawdown (3Y)

Largest decline over 3 years

-71.85%

-7.05%

-64.80%

Max Drawdown (5Y)

Largest decline over 5 years

-71.85%

-16.64%

-55.21%

Max Drawdown (10Y)

Largest decline over 10 years

-71.85%

-18.49%

-53.36%

Current Drawdown

Current decline from peak

-30.04%

-9.49%

-20.55%

Average Drawdown

Average peak-to-trough decline

-53.43%

-11.09%

-42.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.38%

1.49%

+33.89%

Volatility

CORT vs. XSB.TO - Volatility Comparison

Corcept Therapeutics Incorporated (CORT) has a higher volatility of 13.50% compared to iShares Core Canadian Short Term Bond Index ETF (XSB.TO) at 1.22%. This indicates that CORT's price experiences larger fluctuations and is considered to be riskier than XSB.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CORTXSB.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.50%

1.22%

+12.28%

Volatility (6M)

Calculated over the trailing 6-month period

85.08%

3.70%

+81.38%

Volatility (1Y)

Calculated over the trailing 1-year period

77.03%

4.72%

+72.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

74.60%

6.83%

+67.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

67.22%

7.24%

+59.98%

Dividends

CORT vs. XSB.TO - Dividend Comparison

CORT has not paid dividends to shareholders, while XSB.TO's dividend yield for the trailing twelve months is around 3.10%.

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%
XSB.TO
iShares Core Canadian Short Term Bond Index ETF		3.10%3.15%3.05%2.67%2.28%2.05%2.21%2.39%2.39%2.36%2.36%2.50%

Frequently Asked Questions

CORT and XSB.TO have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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