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CRVS vs. SAF.PA
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CRVS vs. SAF.PA - Performance Comparison

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

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Different Trading Currencies

CRVS is traded in USD, while SAF.PA is traded in EUR. To make them comparable, the SAF.PA values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, CRVS achieves a 44.81% return, which is significantly higher than SAF.PA's 0.94% return. Over the past 10 years, CRVS has underperformed SAF.PA with an annualized return of -1.39%, while SAF.PA has yielded a comparatively higher 18.67% annualized return.


CRVS

1D
0.27%
1M
-28.30%
YTD
44.81%
6M
30.26%
1Y
185.17%
3Y*
46.04%
5Y*
31.93%
10Y*
-1.39%

SAF.PA

1D
2.32%
1M
4.50%
YTD
0.94%
6M
3.39%
1Y
16.48%
3Y*
34.81%
5Y*
19.65%
10Y*
18.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRVS vs. SAF.PA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CRVS
Corvus Pharmaceuticals, Inc.
44.81%43.93%203.98%107.06%-64.73%-32.30%-34.56%48.23%-64.58%-27.55%
SAF.PA
Safran SA
0.94%60.85%26.05%42.07%2.59%-13.17%-8.31%30.00%18.85%44.82%

Correlation

The correlation between CRVS and SAF.PA is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.13

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

0.13

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

0.16

Correlation (10Y)
Calculated over the trailing 10-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Mar 24, 2016

0.14

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Return for Risk

CRVS vs. SAF.PA — Risk / Return Rank

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

CRVS
CRVS Risk / Return Rank: 8686
Overall Rank
CRVS Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
CRVS Sortino Ratio Rank: 9696
Sortino Ratio Rank
CRVS Omega Ratio Rank: 9393
Omega Ratio Rank
CRVS Calmar Ratio Rank: 8585
Calmar Ratio Rank
CRVS Martin Ratio Rank: 8383
Martin Ratio Rank

SAF.PA
SAF.PA Risk / Return Rank: 5555
Overall Rank
SAF.PA Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
SAF.PA Sortino Ratio Rank: 5252
Sortino Ratio Rank
SAF.PA Omega Ratio Rank: 5151
Omega Ratio Rank
SAF.PA Calmar Ratio Rank: 5555
Calmar Ratio Rank
SAF.PA Martin Ratio Rank: 5858
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. SAF.PA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Corvus Pharmaceuticals, Inc. (CRVS) and Safran SA (SAF.PA). 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.


CRVSSAF.PADifference
Sharpe ratioReturn per unit of total volatility

+0.53

Sortino ratioReturn per unit of downside risk

+3.27

Omega ratioGain probability vs. loss probability

1.48

1.12

+0.36

Calmar ratioReturn relative to maximum drawdown

3.30

0.67

+2.64

Martin ratioReturn relative to average drawdown

7.42

1.80

+5.62

CRVS vs. SAF.PA - Sharpe Ratio Comparison

The current CRVS Sharpe Ratio is 1.03, which is higher than the SAF.PA Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of CRVS and SAF.PA, 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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Sharpe Ratios by Period


CRVSSAF.PADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

0.50

+0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.64

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.01

0.53

-0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

0.45

-0.48

Drawdowns

CRVS vs. SAF.PA - Drawdown Comparison

The maximum CRVS drawdown since its inception was -96.97%, which is greater than SAF.PA's maximum drawdown of -65.85%. Use the drawdown chart below to compare losses from any high point for CRVS and SAF.PA.


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Drawdown Indicators


CRVSSAF.PADifference

Max Drawdown

Largest peak-to-trough decline

-96.97%

-65.85%

-31.12%

Max Drawdown (1Y)

Largest decline over 1 year

-56.43%

-24.21%

-32.22%

Max Drawdown (3Y)

Largest decline over 3 years

-70.50%

-24.21%

-46.29%

Max Drawdown (5Y)

Largest decline over 5 years

-92.40%

-41.76%

-50.64%

Max Drawdown (10Y)

Largest decline over 10 years

-96.97%

-65.00%

-31.97%

Current Drawdown

Current decline from peak

-56.31%

-13.82%

-42.49%

Average Drawdown

Average peak-to-trough decline

-69.32%

-13.89%

-55.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.07%

9.01%

+16.06%

Volatility

CRVS vs. SAF.PA - Volatility Comparison

Corvus Pharmaceuticals, Inc. (CRVS) has a higher volatility of 23.70% compared to Safran SA (SAF.PA) at 10.60%. This indicates that CRVS's price experiences larger fluctuations and is considered to be riskier than SAF.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRVSSAF.PADifference

Volatility (1M)

Calculated over the trailing 1-month period

23.70%

10.60%

+13.10%

Volatility (6M)

Calculated over the trailing 6-month period

111.87%

28.77%

+83.10%

Volatility (1Y)

Calculated over the trailing 1-year period

181.10%

32.42%

+148.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

131.06%

30.36%

+100.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

111.16%

34.60%

+76.56%

Dividends

CRVS vs. SAF.PA - Dividend Comparison

CRVS has not paid dividends to shareholders, while SAF.PA's dividend yield for the trailing twelve months is around 1.12%.


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%
SAF.PA
Safran SA
1.12%0.98%1.04%0.85%0.43%0.40%0.00%1.32%1.53%0.97%2.15%1.96%

Financials

CRVS vs. SAF.PA - Financials Comparison

This section allows you to compare key financial metrics between Corvus Pharmaceuticals, Inc. and Safran SA. 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


Please note, different currencies. CRVS values in USD, SAF.PA values in EUR

Frequently Asked Questions


CRVS and SAF.PA have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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