CRNX vs. AUPH

Last updated Jun 5, 2026

CRNX (Crinetics Pharmaceuticals, Inc.) and AUPH (Aurinia Pharmaceuticals Inc.) are both stocks. Both operate in the Biotechnology industry within the Healthcare sector. Over the past 5 years, CRNX returned 15.37%/yr vs 5.58%/yr for AUPH. At a 0.32 correlation, their price movements are largely independent.

Performance

CRNX vs. AUPH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Crinetics Pharmaceuticals, Inc. (CRNX) and Aurinia Pharmaceuticals Inc. (AUPH). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CRNX achieves a -25.61% return, which is significantly lower than AUPH's 2.63% return.

CRNX

• 1D: 4.65%
• 1M: -15.02%
• YTD: -25.61%
• 6M: -26.97%
• 1Y: 7.78%
• 3Y*: 16.72%
• 5Y*: 15.37%
• 10Y*: —

AUPH

• 1D: 4.47%
• 1M: 2.06%
• YTD: 2.63%
• 6M: 6.92%
• 1Y: 104.88%
• 3Y*: 18.21%
• 5Y*: 5.58%
• 10Y*: 19.02%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CRNX vs. AUPH - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
CRNX Crinetics Pharmaceuticals, Inc.	-25.61%	-8.96%	43.70%	94.43%	-35.59%	101.35%	-43.76%	-16.34%	22.36%
AUPH Aurinia Pharmaceuticals Inc.	2.63%	77.62%	-0.11%	108.10%	-81.11%	65.37%	-31.74%	197.07%	19.65%

Correlation

The correlation between CRNX and AUPH is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.26
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (5Y) Calculated over the trailing 5-year period	0.35
Correlation (All Time) Calculated using the full available price history since Jul 19, 2018	0.32

Fundamentals

Market Cap CRNX : $3.60B AUPH : $2.25B
EPS CRNX : -$5.14 AUPH : $2.15
PS Ratio CRNX : 211.69 AUPH : 7.62
PB Ratio CRNX : 2.81 AUPH : 3.97
Total Revenue (TTM) CRNX : $15.79M AUPH : $298.30M
Gross Profit (TTM) CRNX : $16.05M AUPH : $267.70M
EBITDA (TTM) CRNX : -$531.75M AUPH : $153.45M

Return for Risk

CRNX vs. AUPH — Risk / Return Rank

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

CRNX

CRNX Risk / Return Rank: 46
CRNX Sharpe Ratio Rank: 46
CRNX Sortino Ratio Rank: 47
CRNX Omega Ratio Rank: 45
CRNX Calmar Ratio Rank: 46
CRNX Martin Ratio Rank: 46

AUPH

AUPH Risk / Return Rank: 91
AUPH Sharpe Ratio Rank: 91
AUPH Sortino Ratio Rank: 87
AUPH Omega Ratio Rank: 89
AUPH Calmar Ratio Rank: 94
AUPH Martin Ratio Rank: 92

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.

CRNX vs. AUPH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Crinetics Pharmaceuticals, Inc. (CRNX) and Aurinia Pharmaceuticals Inc. (AUPH). 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.

	CRNX	AUPH	Difference
Sharpe ratio: Return per unit of total volatility	0.14	2.33	-2.19
Sortino ratio: Return per unit of downside risk	0.68	2.87	-2.19
Omega ratio: Gain probability vs. loss probability	1.08	1.42	-0.34
Calmar ratio: Return relative to maximum drawdown	0.19	6.63	-6.45
Martin ratio: Return relative to average drawdown	0.41	14.46	-14.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CRNX vs. AUPH - Sharpe Ratio Comparison

The current CRNX Sharpe Ratio is 0.14, which is lower than the AUPH Sharpe Ratio of 2.33. The chart below compares the historical Sharpe Ratios of CRNX and AUPH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CRNX	AUPH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.14	2.33	-2.19
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.24	0.08	+0.16
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.26	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.07	0.17	-0.11

Drawdowns

CRNX vs. AUPH - Drawdown Comparison

The maximum CRNX drawdown since its inception was -68.70%, smaller than the maximum AUPH drawdown of -87.58%. Use the drawdown chart below to compare losses from any high point for CRNX and AUPH.

Drawdown Indicators

	CRNX	AUPH	Difference
Max Drawdown Largest peak-to-trough decline	-68.70%	-87.58%	+18.88%
Max Drawdown (1Y) Largest decline over 1 year	-42.21%	-15.91%	-26.30%
Max Drawdown (3Y) Largest decline over 3 years	-57.88%	-60.80%	+2.92%
Max Drawdown (5Y) Largest decline over 5 years	-57.88%	-87.58%	+29.70%
Max Drawdown (10Y) Largest decline over 10 years	—	-87.58%	—
Current Drawdown Current decline from peak	-42.94%	-50.51%	+7.57%
Average Drawdown Average peak-to-trough decline	-37.32%	-49.22%	+11.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.18%	7.28%	+11.90%

Volatility

CRNX vs. AUPH - Volatility Comparison

Crinetics Pharmaceuticals, Inc. (CRNX) has a higher volatility of 20.14% compared to Aurinia Pharmaceuticals Inc. (AUPH) at 11.59%. This indicates that CRNX's price experiences larger fluctuations and is considered to be riskier than AUPH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CRNX	AUPH	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.14%	11.59%	+8.55%
Volatility (6M) Calculated over the trailing 6-month period	36.97%	24.74%	+12.23%
Volatility (1Y) Calculated over the trailing 1-year period	56.91%	45.36%	+11.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	64.21%	67.50%	-3.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	65.11%	73.99%	-8.88%

Dividends

CRNX vs. AUPH - Dividend Comparison

Neither CRNX nor AUPH has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both CRNX and AUPH in my portfolio?

CRNX and AUPH have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CRNX or AUPH?

CRNX has higher volatility (20.14%) compared to AUPH (11.59%). In terms of maximum drawdown, CRNX dropped -68.70% vs AUPH's -87.58%.

Which has better risk-adjusted returns?

AUPH currently has the higher Sharpe Ratio (2.33 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.