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CRVS vs. TRVI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CRVS vs. TRVI - Performance Comparison

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

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Returns By Period

In the year-to-date period, CRVS achieves a 54.94% return, which is significantly higher than TRVI's 13.50% 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%

TRVI

1D
5.57%
1M
-6.94%
YTD
13.50%
6M
11.28%
1Y
130.31%
3Y*
75.70%
5Y*
44.83%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CRVS vs. TRVI - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
CRVS
Corvus Pharmaceuticals, Inc.
54.94%43.93%203.98%107.06%-64.73%-32.30%-34.56%30.14%
TRVI
Trevi Therapeutics, Inc.
13.50%203.88%207.46%-30.57%146.74%-67.68%-35.47%-60.53%

Correlation

The correlation between CRVS and TRVI is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

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

0.26

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

0.23

Correlation (All Time)
Calculated using the full available price history since May 7, 2019

0.19

Over the past year, CRVS and TRVI have become more correlated (0.40) than their long-term average of 0.19, meaning their price movements have been converging.

Fundamentals

EPS

CRVS:

-$0.53

TRVI:

-$0.43

Total Revenue (TTM)

CRVS:

$0.00

TRVI:

$0.00

Gross Profit (TTM)

CRVS:

-$26.00K

TRVI:

-$31.00K

EBITDA (TTM)

CRVS:

-$47.43M

TRVI:

-$49.16M

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Return for Risk

CRVS vs. TRVI — 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: 7373
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

TRVI
TRVI Risk / Return Rank: 8989
Overall Rank
TRVI Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
TRVI Sortino Ratio Rank: 8787
Sortino Ratio Rank
TRVI Omega Ratio Rank: 8686
Omega Ratio Rank
TRVI Calmar Ratio Rank: 9191
Calmar Ratio Rank
TRVI Martin Ratio Rank: 8989
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. TRVI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Corvus Pharmaceuticals, Inc. (CRVS) and Trevi Therapeutics, Inc. (TRVI). 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.


CRVSTRVIDifference
Sharpe ratioReturn per unit of total volatility

-1.16

Sortino ratioReturn per unit of downside risk

+1.52

Omega ratioGain probability vs. loss probability

1.48

1.35

+0.13

Calmar ratioReturn relative to maximum drawdown

3.23

4.44

-1.21

Martin ratioReturn relative to average drawdown

7.03

10.40

-3.37

CRVS vs. TRVI - Sharpe Ratio Comparison

The current CRVS Sharpe Ratio is 1.01, which is lower than the TRVI Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of CRVS and TRVI, 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

CRVS vs. TRVI - Drawdown Comparison

The maximum CRVS drawdown since its inception was -96.97%, roughly equal to the maximum TRVI drawdown of -95.45%. Use the drawdown chart below to compare losses from any high point for CRVS and TRVI.


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Drawdown Indicators


CRVSTRVIDifference

Max Drawdown

Largest peak-to-trough decline

-96.97%

-95.45%

-1.52%

Max Drawdown (1Y)

Largest decline over 1 year

-56.43%

-29.50%

-26.93%

Max Drawdown (3Y)

Largest decline over 3 years

-70.50%

-61.96%

-8.54%

Max Drawdown (5Y)

Largest decline over 5 years

-92.40%

-80.26%

-12.14%

Max Drawdown (10Y)

Largest decline over 10 years

-96.97%

Current Drawdown

Current decline from peak

-53.25%

-7.73%

-45.52%

Average Drawdown

Average peak-to-trough decline

-69.28%

-61.49%

-7.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.91%

12.58%

+13.33%

Volatility

CRVS vs. TRVI - Volatility Comparison

Corvus Pharmaceuticals, Inc. (CRVS) has a higher volatility of 23.12% compared to Trevi Therapeutics, Inc. (TRVI) at 13.78%. This indicates that CRVS's price experiences larger fluctuations and is considered to be riskier than TRVI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRVSTRVIDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.12%

13.78%

+9.34%

Volatility (6M)

Calculated over the trailing 6-month period

111.88%

39.38%

+72.50%

Volatility (1Y)

Calculated over the trailing 1-year period

180.64%

60.39%

+120.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

131.02%

88.26%

+42.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

111.13%

99.35%

+11.78%

Dividends

CRVS vs. TRVI - Dividend Comparison

Neither CRVS nor TRVI has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

CRVS vs. TRVI - Financials Comparison

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


0.002022202320242025202600
(CRVS) Total Revenue
(TRVI) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CRVS and TRVI have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CRVS has higher volatility (23.12%) compared to TRVI (13.78%). In terms of maximum drawdown, CRVS dropped -96.97% vs TRVI's -95.45%.

TRVI currently has the higher Sharpe Ratio (2.17 vs 1.01), 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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