CVM vs. STNE

In the year-to-date period, CVM achieves a -80.33% return, which is significantly lower than STNE's 68.13% return.

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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.

The current CVM Sharpe Ratio is -0.78, which is lower than the STNE Sharpe Ratio of -0.07. 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.

Neither CVM nor STNE has paid dividends to shareholders.

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.

CEL-SCI Corporation (CVM) has a higher volatility of 62.05% compared to StoneCo Ltd. (STNE) at 10.89%. This indicates that CVM's price experiences larger fluctuations and is considered to be riskier than STNE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between CEL-SCI Corporation and StoneCo Ltd.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.