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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 10.20% return, which is significantly lower than HSBC's 39.85% return. Over the past 10 years, CRBP has underperformed HSBC with an annualized return of -20.07%, while HSBC has yielded a comparatively higher 19.27% annualized return.


CRBP

1D
-0.88%
1M
-3.03%
6M
8.46%
YTD
10.20%
1Y
-3.65%
3Y*
7.40%
5Y*
-26.25%
10Y*
-20.07%
ALL TIME*
-17.86%

HSBC

1D
-0.63%
1M
9.96%
6M
25.01%
YTD
39.85%
1Y
81.91%
3Y*
46.00%
5Y*
39.37%
10Y*
19.27%
ALL TIME*
7.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.30M$2.68M$4.28M
$138.88M$132.62M$146.00M

CRBP vs. HSBC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CRBP
Corbus Pharmaceuticals Holdings, Inc.
10.20%-31.02%95.36%82.20%-82.05%-50.74%-77.11%-6.51%-17.75%-15.98%
HSBC
HSBC Holdings plc
39.85%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 0.12, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.12

Correlation (3Y)
Balances recent behavior with more history.

0.14

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.14

Correlation (10Y)
Provides a long-term view across more market conditions.

0.15

Correlation (All Time)
Calculated using the full available price history since Nov 11, 2014

0.14

Fundamentals

Market Cap

CRBP:

$166.19M

HSBC:

$365.74B

EPS

CRBP:

-$5.72

HSBC:

$6.41

PB Ratio

CRBP:

1.33

HSBC:

2.11

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 historical risk-adjusted metric ranks over the past 12 months.

CRBP
CRBP Risk / Return Rank: 4444
Overall Rank
CRBP Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
CRBP Sortino Ratio Rank: 4646
Sortino Ratio Rank
CRBP Omega Ratio Rank: 4848
Omega Ratio Rank
CRBP Calmar Ratio Rank: 4343
Calmar Ratio Rank
CRBP Martin Ratio Rank: 4343
Martin Ratio Rank

HSBC
HSBC Risk / Return Rank: 9696
Overall Rank
HSBC Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
HSBC Sortino Ratio Rank: 9797
Sortino Ratio Rank
HSBC Omega Ratio Rank: 9696
Omega Ratio Rank
HSBC Calmar Ratio Rank: 9595
Calmar Ratio Rank
HSBC Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

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.


CRBPHSBCDifference
Sharpe ratioReturn per unit of total volatility

-3.10

Sortino ratioReturn per unit of downside risk

-3.35

Omega ratioGain probability vs. loss probability

1.07

1.50

-0.43

Calmar ratioReturn relative to maximum drawdown

-0.05

5.07

-5.12

Martin ratioReturn relative to average drawdown

-0.07

18.15

-18.22

CRBP vs. HSBC - Sharpe Ratio Comparison

The current CRBP Sharpe Ratio is -0.04, which is lower than the HSBC Sharpe Ratio of 3.06. 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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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

-94.87%

-31.80%

-63.07%

Max Drawdown (10Y)

Largest decline over 10 years

-99.31%

-62.26%

-37.05%

Current Drawdown

Current decline from peak

-97.11%

-0.63%

-96.48%

Average Drawdown

Average peak-to-trough decline

-66.40%

-23.98%

-42.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

45.40%

4.54%

+40.86%

Volatility

CRBP vs. HSBC - Volatility Comparison

Corbus Pharmaceuticals Holdings, Inc. (CRBP) has a higher volatility of 11.86% compared to HSBC Holdings plc (HSBC) at 7.09%. 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

11.86%

7.09%

+4.77%

Volatility (6M)

Calculated over the trailing 6-month period

59.99%

22.60%

+37.39%

Volatility (1Y)

Calculated over the trailing 1-year period

79.24%

26.99%

+52.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

159.05%

25.99%

+133.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

129.03%

25.42%

+103.61%

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 3.52%.


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
3.52%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


Values in USD except per share items

Frequently Asked Questions


CRBP and HSBC have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CRBP has higher volatility (11.86%) compared to HSBC (7.09%). In terms of maximum drawdown, CRBP dropped -99.31% vs HSBC's -74.47%.

HSBC currently has the higher Sharpe Ratio (3.06 vs -0.04), 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 CRBP and HSBC

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