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

Performance

CRVS vs. WDC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Corvus Pharmaceuticals, Inc. (CRVS) and Western Digital Corporation (WDC). 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 72.86% return, which is significantly lower than WDC's 168.41% return. Over the past 10 years, CRVS has underperformed WDC with an annualized return of 0.12%, while WDC has yielded a comparatively higher 30.80% annualized return.


CRVS

1D
3.02%
1M
-1.33%
6M
-39.72%
YTD
72.86%
1Y
186.24%
3Y*
79.80%
5Y*
43.86%
10Y*
0.12%
ALL TIME*
-1.15%

WDC

1D
-0.32%
1M
-29.12%
6M
65.31%
YTD
168.41%
1Y
556.13%
3Y*
144.47%
5Y*
56.73%
10Y*
30.80%
ALL TIME*
11.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$11.74M$17.68M$19.60M
$3.81B$3.93B$4.70B

CRVS vs. WDC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CRVS
Corvus Pharmaceuticals, Inc.
72.86%43.93%203.98%107.06%-64.73%-32.30%-34.56%48.23%-64.58%-27.55%
WDC
Western Digital Corporation
168.41%283.68%13.86%65.99%-51.62%17.73%-10.89%77.14%-51.90%19.83%

Correlation

The correlation between CRVS and WDC is 0.14, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.14

Correlation (3Y)
Balances recent behavior with more history.

0.15

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.18

Correlation (10Y)
Provides a long-term view across more market conditions.

0.17

Correlation (All Time)
Calculated using the full available price history since Mar 23, 2016

0.17

Fundamentals

Market Cap

CRVS:

$1.12B

WDC:

$159.26B

EPS

CRVS:

-$0.52

WDC:

$25.88

Total Revenue (TTM)

CRVS:

$0.00

WDC:

$11.78B

Gross Profit (TTM)

CRVS:

-$26.00K

WDC:

$5.35B

EBITDA (TTM)

CRVS:

-$47.43M

WDC:

$10.88B

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Return for Risk

CRVS vs. WDC — Risk / Return Rank

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

CRVS
CRVS Risk / Return Rank: 8989
Overall Rank
CRVS Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
CRVS Sortino Ratio Rank: 9898
Sortino Ratio Rank
CRVS Omega Ratio Rank: 9696
Omega Ratio Rank
CRVS Calmar Ratio Rank: 8989
Calmar Ratio Rank
CRVS Martin Ratio Rank: 8484
Martin Ratio Rank

WDC
WDC Risk / Return Rank: 9999
Overall Rank
WDC Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
WDC Sortino Ratio Rank: 9898
Sortino Ratio Rank
WDC Omega Ratio Rank: 9898
Omega Ratio Rank
WDC Calmar Ratio Rank: 9999
Calmar Ratio Rank
WDC Martin Ratio Rank: 100100
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. WDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Corvus Pharmaceuticals, Inc. (CRVS) and Western Digital Corporation (WDC). 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.


CRVSWDCDifference
Sharpe ratioReturn per unit of total volatility

-6.34

Sortino ratioReturn per unit of downside risk

-0.41

Omega ratioGain probability vs. loss probability

1.49

1.61

-0.12

Calmar ratioReturn relative to maximum drawdown

3.32

14.73

-11.41

Martin ratioReturn relative to average drawdown

6.20

53.48

-47.28

CRVS vs. WDC - Sharpe Ratio Comparison

The current CRVS Sharpe Ratio is 1.04, which is lower than the WDC Sharpe Ratio of 7.39. The chart below compares the historical Sharpe Ratios of CRVS and WDC, 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. WDC - Drawdown Comparison

The maximum CRVS drawdown since its inception was -96.97%, roughly equal to the maximum WDC drawdown of -96.20%. Use the drawdown chart below to compare losses from any high point for CRVS and WDC.


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Drawdown Indicators


CRVSWDCDifference

Max Drawdown

Largest peak-to-trough decline

-96.97%

-96.20%

-0.77%

Max Drawdown (1Y)

Largest decline over 1 year

-56.43%

-38.08%

-18.35%

Max Drawdown (3Y)

Largest decline over 3 years

-70.50%

-49.65%

-20.85%

Max Drawdown (5Y)

Largest decline over 5 years

-92.40%

-56.06%

-36.34%

Max Drawdown (10Y)

Largest decline over 10 years

-96.97%

-70.49%

-26.48%

Current Drawdown

Current decline from peak

-47.84%

-38.08%

-9.76%

Average Drawdown

Average peak-to-trough decline

-69.00%

-51.97%

-17.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.19%

10.47%

+19.72%

Volatility

CRVS vs. WDC - Volatility Comparison

The current volatility for Corvus Pharmaceuticals, Inc. (CRVS) is 16.72%, while Western Digital Corporation (WDC) has a volatility of 27.55%. This indicates that CRVS experiences smaller price fluctuations and is considered to be less risky than WDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CRVSWDCDifference

Volatility (1M)

Calculated over the trailing 1-month period

16.72%

27.55%

-10.83%

Volatility (6M)

Calculated over the trailing 6-month period

49.27%

60.65%

-11.38%

Volatility (1Y)

Calculated over the trailing 1-year period

179.57%

75.98%

+103.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

131.13%

51.65%

+79.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

111.24%

49.66%

+61.58%

Dividends

CRVS vs. WDC - Dividend Comparison

CRVS has not paid dividends to shareholders, while WDC's dividend yield for the trailing twelve months is around 0.11%.


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%
WDC
Western Digital Corporation
0.11%0.19%0.00%0.00%0.00%0.00%1.81%2.36%5.41%2.51%2.94%3.33%

Financials

CRVS vs. WDC - Financials Comparison

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


Values in USD except per share items

Frequently Asked Questions


CRVS and WDC have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WDC has higher volatility (27.55%) compared to CRVS (16.72%). In terms of maximum drawdown, CRVS dropped -96.97% vs WDC's -96.20%.

WDC currently has the higher Sharpe Ratio (7.39 vs 1.04), 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 WDC

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

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