CRVS vs. GFI

Last updated Jun 13, 2026

CRVS (Corvus Pharmaceuticals, Inc.) and GFI (Gold Fields Limited) are both stocks. CRVS operates in Biotechnology (Healthcare), while GFI operates in Gold (Basic Materials). Over the past 10 years, CRVS returned 0.06%/yr vs 27.45%/yr for GFI. At a 0.05 correlation, their price movements are largely independent.

Performance

CRVS vs. GFI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Corvus Pharmaceuticals, Inc. (CRVS) and Gold Fields Limited (GFI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CRVS achieves a 54.94% return, which is significantly higher than GFI's -13.96% return. Over the past 10 years, CRVS has underperformed GFI with an annualized return of 0.06%, while GFI has yielded a comparatively higher 27.45% annualized return.

CRVS

• 1D: 2.84%
• 1M: -24.68%
• YTD: 54.94%
• 6M: 42.53%
• 1Y: 181.37%
• 3Y*: 53.32%
• 5Y*: 33.63%
• 10Y*: 0.06%

GFI

• 1D: 1.67%
• 1M: -18.49%
• YTD: -13.96%
• 6M: -13.63%
• 1Y: 50.40%
• 3Y*: 39.19%
• 5Y*: 32.03%
• 10Y*: 27.45%

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

CRVS vs. GFI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CRVS Corvus Pharmaceuticals, Inc.	54.94%	43.93%	203.98%	107.06%	-64.73%	-32.30%	-34.56%	48.23%	-64.58%	-27.55%
GFI Gold Fields Limited	-13.96%	240.42%	-6.27%	44.90%	-2.61%	23.33%	43.02%	89.47%	-16.75%	45.29%

Correlation

The correlation between CRVS and GFI is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.23
Correlation (3Y) Calculated over the trailing 3-year period	0.15
Correlation (5Y) Calculated over the trailing 5-year period	0.10
Correlation (10Y) Calculated over the trailing 10-year period	0.05
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016	0.05

The correlation between CRVS and GFI shifts across timeframes, from 0.05 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap CRVS : $1.07B GFI : $32.65B
EPS CRVS : -$0.53 GFI : $5.39
PB Ratio CRVS : 4.46 GFI : 3.87
Total Revenue (TTM) CRVS : $0.00 GFI : $13.98B
Gross Profit (TTM) CRVS : -$26.00K GFI : $7.34B
EBITDA (TTM) CRVS : -$47.43M GFI : $8.04B

Return for Risk

CRVS vs. GFI — Risk / Return Rank

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

CRVS

CRVS Risk / Return Rank: 86
CRVS Sharpe Ratio Rank: 73
CRVS Sortino Ratio Rank: 96
CRVS Omega Ratio Rank: 93
CRVS Calmar Ratio Rank: 85
CRVS Martin Ratio Rank: 83

GFI

GFI Risk / Return Rank: 67
GFI Sharpe Ratio Rank: 70
GFI Sortino Ratio Rank: 66
GFI Omega Ratio Rank: 66
GFI Calmar Ratio Rank: 66
GFI Martin Ratio Rank: 68

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.

CRVS vs. GFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Corvus Pharmaceuticals, Inc. (CRVS) and Gold Fields Limited (GFI). 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.

	CRVS	GFI	Difference
Sharpe ratio: Return per unit of total volatility	1.01	0.85	+0.16
Sortino ratio: Return per unit of downside risk	4.24	1.41	+2.84
Omega ratio: Gain probability vs. loss probability	1.48	1.18	+0.30
Calmar ratio: Return relative to maximum drawdown	3.23	1.15	+2.08
Martin ratio: Return relative to average drawdown	7.03	3.06	+3.97

CRVS vs. GFI - Sharpe Ratio Comparison

The current CRVS Sharpe Ratio is 1.01, which is comparable to the GFI Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of CRVS and GFI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CRVS vs. GFI - Drawdown Comparison

The maximum CRVS drawdown since its inception was -96.97%, which is greater than GFI's maximum drawdown of -88.05%. Use the drawdown chart below to compare losses from any high point for CRVS and GFI.

Drawdown Indicators

	CRVS	GFI	Difference
Max Drawdown Largest peak-to-trough decline	-96.97%	-88.05%	-8.92%
Max Drawdown (1Y) Largest decline over 1 year	-56.43%	-43.90%	-12.53%
Max Drawdown (3Y) Largest decline over 3 years	-70.50%	-43.90%	-26.60%
Max Drawdown (5Y) Largest decline over 5 years	-92.40%	-56.22%	-36.18%
Max Drawdown (10Y) Largest decline over 10 years	-96.97%	-63.09%	-33.88%
Current Drawdown Current decline from peak	-53.25%	-38.93%	-14.32%
Average Drawdown Average peak-to-trough decline	-69.28%	-44.25%	-25.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	25.91%	16.51%	+9.40%

Volatility

CRVS vs. GFI - Volatility Comparison

Corvus Pharmaceuticals, Inc. (CRVS) has a higher volatility of 23.12% compared to Gold Fields Limited (GFI) at 17.70%. This indicates that CRVS's price experiences larger fluctuations and is considered to be riskier than GFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CRVS	GFI	Difference
Volatility (1M) Calculated over the trailing 1-month period	23.12%	17.70%	+5.42%
Volatility (6M) Calculated over the trailing 6-month period	111.88%	46.40%	+65.48%
Volatility (1Y) Calculated over the trailing 1-year period	180.64%	59.94%	+120.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	131.02%	52.37%	+78.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	111.13%	54.90%	+56.23%

Dividends

CRVS vs. GFI - Dividend Comparison

CRVS has not paid dividends to shareholders, while GFI's dividend yield for the trailing twelve months is around 5.04%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CRVS Corvus Pharmaceuticals, 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%
GFI Gold Fields Limited	5.04%	1.77%	2.94%	2.87%	3.40%	3.24%	1.72%	0.81%	1.61%	1.41%	1.35%	0.60%

Financials

Frequently Asked Questions

Can I hold both CRVS and GFI in my portfolio?

CRVS and GFI have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CRVS or GFI?

CRVS has higher volatility (23.12%) compared to GFI (17.70%). In terms of maximum drawdown, CRVS dropped -96.97% vs GFI's -88.05%.

Which has better risk-adjusted returns?

CRVS currently has the higher Sharpe Ratio (1.01 vs 0.85), 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.