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CRBP vs. HSBC
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CRBP vs. HSBC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Corbus Pharmaceuticals Holdings, Inc. (CRBP) and HSBC Holdings plc (HSBC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CRBP achieves a -9.34% return, which is significantly lower than HSBC's 23.06% return. Over the past 10 years, CRBP has underperformed HSBC with an annualized return of -23.85%, while HSBC has yielded a comparatively higher 17.61% annualized return.


CRBP

1D
-2.12%
1M
-29.85%
YTD
-9.34%
6M
-30.83%
1Y
-11.08%
3Y*
-9.17%
5Y*
-34.10%
10Y*
-23.85%

HSBC

1D
-1.65%
1M
4.47%
YTD
23.06%
6M
34.44%
1Y
65.49%
3Y*
45.12%
5Y*
32.27%
10Y*
17.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRBP vs. HSBC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CRBP
Corbus Pharmaceuticals Holdings, Inc.
-9.34%-31.02%95.36%82.20%-82.05%-50.74%-77.11%-6.51%-17.75%-15.98%
HSBC
HSBC Holdings plc
23.06%67.91%34.48%39.45%7.79%20.76%-31.71%1.44%-16.05%36.04%

Correlation

The correlation between CRBP and HSBC is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.17

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

0.15

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

0.15

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

0.15

Correlation (All Time)
Calculated using the full available price history since Nov 12, 2014

0.14

Fundamentals

Market Cap

CRBP:

$138.05M

HSBC:

$323.86B

EPS

CRBP:

-$5.98

HSBC:

$6.38

PB Ratio

CRBP:

1.09

HSBC:

1.85

Total Revenue (TTM)

CRBP:

$0.00

HSBC:

$128.37B

Gross Profit (TTM)

CRBP:

-$149.00K

HSBC:

$65.42B

EBITDA (TTM)

CRBP:

-$61.36M

HSBC:

$34.27B

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Return for Risk

CRBP vs. HSBC — Risk / Return Rank

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

CRBP
CRBP Risk / Return Rank: 3737
Overall Rank
CRBP Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
CRBP Sortino Ratio Rank: 3939
Sortino Ratio Rank
CRBP Omega Ratio Rank: 4040
Omega Ratio Rank
CRBP Calmar Ratio Rank: 3535
Calmar Ratio Rank
CRBP Martin Ratio Rank: 3535
Martin Ratio Rank

HSBC
HSBC Risk / Return Rank: 9090
Overall Rank
HSBC Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
HSBC Sortino Ratio Rank: 9090
Sortino Ratio Rank
HSBC Omega Ratio Rank: 9090
Omega Ratio Rank
HSBC Calmar Ratio Rank: 8787
Calmar Ratio Rank
HSBC Martin Ratio Rank: 9292
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.

CRBP vs. HSBC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Corbus Pharmaceuticals Holdings, Inc. (CRBP) and HSBC Holdings plc (HSBC). 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.


CRBPHSBCDifference
Sharpe ratioReturn per unit of total volatility

-2.66

Sortino ratioReturn per unit of downside risk

-2.85

Omega ratioGain probability vs. loss probability

1.05

1.44

-0.38

Calmar ratioReturn relative to maximum drawdown

-0.18

4.04

-4.22

Martin ratioReturn relative to average drawdown

-0.28

14.50

-14.78

CRBP vs. HSBC - Sharpe Ratio Comparison

The current CRBP Sharpe Ratio is -0.14, which is lower than the HSBC Sharpe Ratio of 2.52. The chart below compares the historical Sharpe Ratios of CRBP and HSBC, 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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Sharpe Ratios by Period


CRBPHSBCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.14

2.52

-2.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.22

1.26

-1.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.19

0.69

-0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.15

0.25

-0.41

Drawdowns

CRBP vs. HSBC - Drawdown Comparison

The maximum CRBP drawdown since its inception was -99.31%, which is greater than HSBC's maximum drawdown of -74.47%. Use the drawdown chart below to compare losses from any high point for CRBP and HSBC.


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Drawdown Indicators


CRBPHSBCDifference

Max Drawdown

Largest peak-to-trough decline

-99.31%

-74.47%

-24.84%

Max Drawdown (1Y)

Largest decline over 1 year

-61.88%

-16.28%

-45.60%

Max Drawdown (3Y)

Largest decline over 3 years

-92.01%

-21.83%

-70.18%

Max Drawdown (5Y)

Largest decline over 5 years

-96.77%

-31.80%

-64.97%

Max Drawdown (10Y)

Largest decline over 10 years

-99.31%

-62.26%

-37.05%

Current Drawdown

Current decline from peak

-97.62%

-1.65%

-95.97%

Average Drawdown

Average peak-to-trough decline

-66.00%

-24.12%

-41.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

39.98%

4.53%

+35.45%

Volatility

CRBP vs. HSBC - Volatility Comparison

Corbus Pharmaceuticals Holdings, Inc. (CRBP) has a higher volatility of 44.74% compared to HSBC Holdings plc (HSBC) at 9.27%. This indicates that CRBP's price experiences larger fluctuations and is considered to be riskier than HSBC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRBPHSBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

44.74%

9.27%

+35.47%

Volatility (6M)

Calculated over the trailing 6-month period

60.55%

21.43%

+39.12%

Volatility (1Y)

Calculated over the trailing 1-year period

82.11%

26.11%

+56.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

159.14%

25.76%

+133.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

129.09%

25.55%

+103.54%

Dividends

CRBP vs. HSBC - Dividend Comparison

CRBP has not paid dividends to shareholders, while HSBC's dividend yield for the trailing twelve months is around 4.00%.


PositionTTM20252024202320222021202020192018201720162015
CRBP
Corbus Pharmaceuticals Holdings, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HSBC
HSBC Holdings plc
4.00%4.19%8.29%6.54%4.33%3.65%4.05%6.52%6.20%4.94%6.35%6.33%

Financials

CRBP vs. HSBC - Financials Comparison

This section allows you to compare key financial metrics between Corbus Pharmaceuticals Holdings, Inc. and HSBC Holdings plc. 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


0.0020.00B40.00B60.00B80.00B202220232024202520260
32.92B
(CRBP) Total Revenue
(HSBC) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CRBP and HSBC have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CRBP has higher volatility (44.74%) compared to HSBC (9.27%). In terms of maximum drawdown, CRBP dropped -99.31% vs HSBC's -74.47%.

HSBC currently has the higher Sharpe Ratio (2.52 vs -0.14), 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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