PortfoliosLab logoPortfoliosLab logo
CRVS vs. ICSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRVS vs. ICSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Corvus Pharmaceuticals, Inc. (CRVS) and iShares Ultra Short Duration Bond Active ETF (ICSH). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CRVS achieves a 108.83% return, which is significantly higher than ICSH's 1.77% return. Over the past 10 years, CRVS has underperformed ICSH with an annualized return of 0.94%, while ICSH has yielded a comparatively higher 2.80% annualized return.


CRVS

1D
2.88%
1M
44.22%
6M
126.48%
YTD
108.83%
1Y
306.06%
3Y*
83.79%
5Y*
44.41%
10Y*
0.94%

ICSH

1D
0.00%
1M
0.34%
6M
1.73%
YTD
1.77%
1Y
4.19%
3Y*
5.13%
5Y*
3.73%
10Y*
2.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRVS vs. ICSH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CRVS
Corvus Pharmaceuticals, Inc.
108.83%43.93%203.98%107.06%-64.73%-32.30%-34.56%48.23%-64.58%-27.55%
ICSH
iShares Ultra Short Duration Bond Active ETF
1.77%4.96%5.52%5.58%0.97%0.16%1.61%3.17%2.25%1.63%

Correlation

The correlation between CRVS and ICSH is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.07

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

0.08

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

0.09

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

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CRVS vs. ICSH — Risk / Return Rank

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

CRVS
CRVS Risk / Return Rank: 9494
Overall Rank
CRVS Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
CRVS Sortino Ratio Rank: 9898
Sortino Ratio Rank
CRVS Omega Ratio Rank: 9797
Omega Ratio Rank
CRVS Calmar Ratio Rank: 9595
Calmar Ratio Rank
CRVS Martin Ratio Rank: 9191
Martin Ratio Rank

ICSH
ICSH Risk / Return Rank: 9999
Overall Rank
ICSH Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
ICSH Sortino Ratio Rank: 9999
Sortino Ratio Rank
ICSH Omega Ratio Rank: 9999
Omega Ratio Rank
ICSH Calmar Ratio Rank: 9999
Calmar Ratio Rank
ICSH Martin Ratio Rank: 9999
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.

CRVS vs. ICSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Corvus Pharmaceuticals, Inc. (CRVS) and iShares Ultra Short Duration Bond Active ETF (ICSH). 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.


CRVSICSHDifference
Sharpe ratioReturn per unit of total volatility

-8.43

Sortino ratioReturn per unit of downside risk

-17.31

Omega ratioGain probability vs. loss probability

1.61

5.63

-4.02

Calmar ratioReturn relative to maximum drawdown

5.46

42.53

-37.07

Martin ratioReturn relative to average drawdown

10.84

240.31

-229.48

CRVS vs. ICSH - Sharpe Ratio Comparison

The current CRVS Sharpe Ratio is 1.72, which is lower than the ICSH Sharpe Ratio of 10.15. The chart below compares the historical Sharpe Ratios of CRVS and ICSH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

CRVS vs. ICSH - Drawdown Comparison

The maximum CRVS drawdown since its inception was -96.97%, which is greater than ICSH's maximum drawdown of -3.94%. Use the drawdown chart below to compare losses from any high point for CRVS and ICSH.


Loading charts...

Drawdown Indicators


CRVSICSHDifference

Max Drawdown

Largest peak-to-trough decline

-96.97%

-3.94%

-93.03%

Max Drawdown (1Y)

Largest decline over 1 year

-56.43%

-0.10%

-56.33%

Max Drawdown (3Y)

Largest decline over 3 years

-70.50%

-0.10%

-70.40%

Max Drawdown (5Y)

Largest decline over 5 years

-92.40%

-0.73%

-91.67%

Max Drawdown (10Y)

Largest decline over 10 years

-96.97%

-3.94%

-93.03%

Current Drawdown

Current decline from peak

-36.99%

0.00%

-36.99%

Average Drawdown

Average peak-to-trough decline

-69.14%

-0.08%

-69.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.40%

0.02%

+28.38%

Volatility

CRVS vs. ICSH - Volatility Comparison

Corvus Pharmaceuticals, Inc. (CRVS) has a higher volatility of 10.26% compared to iShares Ultra Short Duration Bond Active ETF (ICSH) at 0.16%. This indicates that CRVS's price experiences larger fluctuations and is considered to be riskier than ICSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CRVSICSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.26%

0.16%

+10.10%

Volatility (6M)

Calculated over the trailing 6-month period

111.38%

0.32%

+111.06%

Volatility (1Y)

Calculated over the trailing 1-year period

179.42%

0.41%

+179.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

131.12%

0.49%

+130.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

111.17%

1.06%

+110.11%

Dividends

CRVS vs. ICSH - Dividend Comparison

CRVS has not paid dividends to shareholders, while ICSH's dividend yield for the trailing twelve months is around 4.28%.


PositionTTM20252024202320222021202020192018201720162015
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%
ICSH
iShares Ultra Short Duration Bond Active ETF
4.28%4.55%5.24%4.78%1.66%0.42%1.21%2.61%2.20%1.36%0.88%0.54%

Frequently Asked Questions


CRVS and ICSH have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CRVS has higher volatility (10.26%) compared to ICSH (0.16%). In terms of maximum drawdown, CRVS dropped -96.97% vs ICSH's -3.94%.

ICSH currently has the higher Sharpe Ratio (10.15 vs 1.72), 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 CRVS and ICSH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer