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

Performance

CRBP vs. JANX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Corbus Pharmaceuticals Holdings, Inc. (CRBP) and Janux Therapeutics, Inc. (JANX). 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 2.09% return, which is significantly lower than JANX's 3.91% return.


CRBP

1D
0.61%
1M
-26.78%
YTD
2.09%
6M
-0.36%
1Y
0.85%
3Y*
-1.85%
5Y*
-32.59%
10Y*
-21.17%

JANX

1D
0.84%
1M
-1.24%
YTD
3.91%
6M
1.77%
1Y
-39.24%
3Y*
4.68%
5Y*
-9.18%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRBP vs. JANX - Yearly Performance Comparison


2026 (YTD)20252024202320222021
CRBP
Corbus Pharmaceuticals Holdings, Inc.
2.09%-31.02%95.36%82.20%-82.05%-71.76%
JANX
Janux Therapeutics, Inc.
3.91%-74.22%398.97%-18.53%-33.25%-41.97%

Correlation

The correlation between CRBP and JANX is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.33

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

0.27

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

0.22

Correlation (All Time)
Calculated using the full available price history since Jun 11, 2021

0.22

The correlation between CRBP and JANX shifts across timeframes, from 0.22 (all time) to 0.33 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CRBP:

$155.45M

JANX:

$898.63M

EPS

CRBP:

-$5.98

JANX:

-$1.84

PB Ratio

CRBP:

1.23

JANX:

0.95

Total Revenue (TTM)

CRBP:

$0.00

JANX:

$21.61M

Gross Profit (TTM)

CRBP:

-$149.00K

JANX:

$8.44M

EBITDA (TTM)

CRBP:

-$61.36M

JANX:

-$134.03M

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Return for Risk

CRBP vs. JANX — Risk / Return Rank

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

CRBP
CRBP Risk / Return Rank: 4444
Overall Rank
CRBP Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
CRBP Sortino Ratio Rank: 4646
Sortino Ratio Rank
CRBP Omega Ratio Rank: 4747
Omega Ratio Rank
CRBP Calmar Ratio Rank: 4242
Calmar Ratio Rank
CRBP Martin Ratio Rank: 4242
Martin Ratio Rank

JANX
JANX Risk / Return Rank: 2222
Overall Rank
JANX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
JANX Sortino Ratio Rank: 2626
Sortino Ratio Rank
JANX Omega Ratio Rank: 2424
Omega Ratio Rank
JANX Calmar Ratio Rank: 2020
Calmar Ratio Rank
JANX Martin Ratio Rank: 2424
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. JANX - Risk-Adjusted Trends Comparison

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


CRBPJANXDifference
Sharpe ratioReturn per unit of total volatility

+0.54

Sortino ratioReturn per unit of downside risk

+0.84

Omega ratioGain probability vs. loss probability

1.09

0.96

+0.13

Calmar ratioReturn relative to maximum drawdown

0.01

-0.61

+0.62

Martin ratioReturn relative to average drawdown

0.02

-0.89

+0.91

CRBP vs. JANX - Sharpe Ratio Comparison

The current CRBP Sharpe Ratio is 0.01, which is higher than the JANX Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of CRBP and JANX, 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. JANX - Drawdown Comparison

The maximum CRBP drawdown since its inception was -99.31%, which is greater than JANX's maximum drawdown of -83.14%. Use the drawdown chart below to compare losses from any high point for CRBP and JANX.


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Drawdown Indicators


CRBPJANXDifference

Max Drawdown

Largest peak-to-trough decline

-99.31%

-83.14%

-16.17%

Max Drawdown (1Y)

Largest decline over 1 year

-61.88%

-64.94%

+3.06%

Max Drawdown (3Y)

Largest decline over 3 years

-92.01%

-81.78%

-10.23%

Max Drawdown (5Y)

Largest decline over 5 years

-96.55%

-83.14%

-13.41%

Max Drawdown (10Y)

Largest decline over 10 years

-99.31%

Current Drawdown

Current decline from peak

-97.32%

-78.54%

-18.78%

Average Drawdown

Average peak-to-trough decline

-66.11%

-52.75%

-13.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

41.86%

44.34%

-2.48%

Volatility

CRBP vs. JANX - Volatility Comparison

Corbus Pharmaceuticals Holdings, Inc. (CRBP) has a higher volatility of 43.31% compared to Janux Therapeutics, Inc. (JANX) at 9.32%. This indicates that CRBP's price experiences larger fluctuations and is considered to be riskier than JANX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRBPJANXDifference

Volatility (1M)

Calculated over the trailing 1-month period

43.31%

9.32%

+33.99%

Volatility (6M)

Calculated over the trailing 6-month period

60.26%

29.29%

+30.97%

Volatility (1Y)

Calculated over the trailing 1-year period

81.71%

73.99%

+7.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

159.23%

130.71%

+28.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

129.12%

131.25%

-2.13%

Dividends

CRBP vs. JANX - Dividend Comparison

Neither CRBP nor JANX has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

CRBP vs. JANX - Financials Comparison

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


0.002.00M4.00M6.00M8.00M10.00M202220232024202520260
3.73M
(CRBP) Total Revenue
(JANX) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CRBP and JANX have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CRBP has higher volatility (43.31%) compared to JANX (9.32%). In terms of maximum drawdown, CRBP dropped -99.31% vs JANX's -83.14%.

CRBP currently has the higher Sharpe Ratio (0.01 vs -0.53), 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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