CVM vs. STNE

Last updated Apr 1, 2026

Compare and contrast key facts about CEL-SCI Corporation (CVM) and StoneCo Ltd. (STNE).

Performance

CVM vs. STNE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CEL-SCI Corporation (CVM) and StoneCo Ltd. (STNE). The values are adjusted to include any dividend payments, if applicable.

CVM vs. STNE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
CVM CEL-SCI Corporation	-38.97%	-56.16%	-85.30%	15.74%	-66.90%	-39.11%	27.43%	218.82%	0.70%
STNE StoneCo Ltd.	-4.53%	85.57%	-55.80%	91.00%	-44.01%	-79.91%	110.38%	116.32%	-41.18%

Fundamentals

Market Cap CVM : $25.73M STNE : $3.67B
EPS CVM : -$2.73 STNE : $8.50
PB Ratio CVM : 0.00 STNE : 0.33
Total Revenue (TTM) CVM : $0.00 STNE : $10.82B
Gross Profit (TTM) CVM : -$2.89M STNE : $7.41B
EBITDA (TTM) CVM : -$14.97M STNE : $5.09B

Returns By Period

In the year-to-date period, CVM achieves a -38.97% return, which is significantly lower than STNE's -4.53% return.

CVM

• 1D: 4.56%
• 1M: -24.65%
• YTD: -38.97%
• 6M: -65.11%
• 1Y: -53.56%
• 3Y*: -64.14%
• 5Y*: -63.48%
• 10Y*: -38.24%

STNE

• 1D: 3.90%
• 1M: -15.95%
• YTD: -4.53%
• 6M: -25.33%
• 1Y: 34.73%
• 3Y*: 13.96%
• 5Y*: -26.14%
• 10Y*: —

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

Return for Risk

CVM vs. STNE — Risk / Return Rank

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

CVM

CVM Risk / Return Rank: 25
CVM Sharpe Ratio Rank: 23
CVM Sortino Ratio Rank: 33
CVM Omega Ratio Rank: 32
CVM Calmar Ratio Rank: 16
CVM Martin Ratio Rank: 21

STNE

STNE Risk / Return Rank: 63
STNE Sharpe Ratio Rank: 66
STNE Sortino Ratio Rank: 61
STNE Omega Ratio Rank: 61
STNE Calmar Ratio Rank: 63
STNE Martin Ratio Rank: 61

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.

CVM vs. STNE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CEL-SCI Corporation (CVM) and StoneCo Ltd. (STNE). 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.

	CVM	STNE	Difference
Sharpe ratio Return per unit of total volatility	-0.41	0.68	-1.08
Sortino ratio Return per unit of downside risk	0.14	1.18	-1.03
Omega ratio Gain probability vs. loss probability	1.02	1.16	-0.14
Calmar ratio Return relative to maximum drawdown	-0.72	0.91	-1.62
Martin ratio Return relative to average drawdown	-1.11	1.91	-3.02
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CVM vs. STNE - Sharpe Ratio Comparison

The current CVM Sharpe Ratio is -0.41, which is lower than the STNE Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of CVM and STNE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CVM	STNE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.41	0.68	-1.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.60	-0.41	-0.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.35	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.26	-0.15	-0.11

Correlation

The correlation between CVM and STNE is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

CVM vs. STNE - Dividend Comparison

Neither CVM nor STNE has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

CVM vs. STNE - Drawdown Comparison

The maximum CVM drawdown since its inception was -100.00%, which is greater than STNE's maximum drawdown of -92.31%. Use the drawdown chart below to compare losses from any high point for CVM and STNE.

Drawdown Indicators

	CVM	STNE	Difference
Max Drawdown Largest peak-to-trough decline	-100.00%	-92.31%	-7.69%
Max Drawdown (1Y) Largest decline over 1 year	-77.12%	-31.40%	-45.72%
Max Drawdown (5Y) Largest decline over 5 years	-99.75%	-89.72%	-10.03%
Max Drawdown (10Y) Largest decline over 10 years	-99.75%	—	—
Current Drawdown Current decline from peak	-100.00%	-84.99%	-15.01%
Average Drawdown Average peak-to-trough decline	-94.65%	-60.53%	-34.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	49.78%	14.92%	+34.86%

Volatility

CVM vs. STNE - Volatility Comparison

The current volatility for CEL-SCI Corporation (CVM) is 18.76%, while StoneCo Ltd. (STNE) has a volatility of 25.16%. This indicates that CVM experiences smaller price fluctuations and is considered to be less risky than STNE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CVM	STNE	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.76%	25.16%	-6.40%
Volatility (6M) Calculated over the trailing 6-month period	62.27%	40.93%	+21.34%
Volatility (1Y) Calculated over the trailing 1-year period	132.63%	51.64%	+80.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	107.03%	64.72%	+42.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	108.28%	67.88%	+40.40%

Financials