CVM vs. STNE
CVM (CEL-SCI Corporation) and STNE (StoneCo Ltd.) are both stocks. CVM operates in Biotechnology (Healthcare), while STNE operates in Software - Application (Technology). Over the past 5 years, CVM returned -71.60%/yr vs -27.79%/yr for STNE. At a 0.20 correlation, their price movements are largely independent.
Performance
CVM vs. STNE - Performance Comparison
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Returns By Period
In the year-to-date period, CVM achieves a -73.95% return, which is significantly lower than STNE's -14.88% return.
CVM
- 1D
- -10.46%
- 1M
- -5.52%
- YTD
- -73.95%
- 6M
- -78.76%
- 1Y
- -41.95%
- 3Y*
- -74.11%
- 5Y*
- -71.60%
- 10Y*
- -43.03%
STNE
- 1D
- -3.35%
- 1M
- -8.53%
- YTD
- -14.88%
- 6M
- -14.24%
- 1Y
- -8.91%
- 3Y*
- -1.44%
- 5Y*
- -27.79%
- 10Y*
- —
CVM vs. STNE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CVM CEL-SCI Corporation | -73.95% | -56.16% | -85.30% | 15.74% | -66.90% | -39.11% | 27.43% | 218.82% | 0.70% |
STNE StoneCo Ltd. | -14.88% | 85.57% | -55.80% | 91.00% | -44.01% | -79.91% | 110.38% | 116.32% | -41.18% |
Correlation
The correlation between CVM and STNE is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Oct 26, 2018 | 0.20 |
Fundamentals
CVM:
$11.15M
STNE:
$2.64B
CVM:
-$2.43
STNE:
$12.96
CVM:
0.00
STNE:
0.22
CVM:
$0.00
STNE:
$11.69B
CVM:
-$2.88M
STNE:
$8.11B
CVM:
-$13.95M
STNE:
$3.75B
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Return for Risk
CVM vs. STNE — Risk / Return Rank
CVM
STNE
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 ratioReturn per unit of total volatility | -0.16 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.01 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.46 | -0.22 | -0.24 |
| Martin ratioReturn relative to average drawdown | -0.79 | -0.46 | -0.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CVM | STNE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.33 | -0.17 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.66 | -0.43 | -0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.39 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.27 | -0.17 | -0.10 |
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.
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Drawdown Indicators
| CVM | STNE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -100.00% | -92.31% | -7.69% |
Max Drawdown (1Y)Largest decline over 1 year | -90.87% | -40.22% | -50.65% |
Max Drawdown (3Y)Largest decline over 3 years | -98.71% | -57.64% | -41.07% |
Max Drawdown (5Y)Largest decline over 5 years | -99.84% | -89.72% | -10.12% |
Max Drawdown (10Y)Largest decline over 10 years | -99.86% | — | — |
Current DrawdownCurrent decline from peak | -100.00% | -86.62% | -13.38% |
Average DrawdownAverage peak-to-trough decline | -94.68% | -61.13% | -33.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 53.02% | 19.58% | +33.44% |
Volatility
CVM vs. STNE - Volatility Comparison
CEL-SCI Corporation (CVM) has a higher volatility of 41.10% compared to StoneCo Ltd. (STNE) at 15.55%. 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.
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Volatility by Period
| CVM | STNE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 41.10% | 15.55% | +25.55% |
Volatility (6M)Calculated over the trailing 6-month period | 87.66% | 39.30% | +48.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 126.81% | 51.32% | +75.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 109.36% | 64.88% | +44.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 110.25% | 67.46% | +42.79% |
Dividends
CVM vs. STNE - Dividend Comparison
CVM has not paid dividends to shareholders, while STNE's dividend yield for the trailing twelve months is around 24.33%.
| Position | TTM |
|---|---|
CVM CEL-SCI Corporation | 0.00% |
STNE StoneCo Ltd. | 24.33% |
Financials
CVM vs. STNE - Financials Comparison
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
CVM and STNE have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CVM has higher volatility (41.10%) compared to STNE (15.55%). In terms of maximum drawdown, CVM dropped -100.00% vs STNE's -92.31%.
STNE currently has the higher Sharpe Ratio (-0.17 vs -0.33), 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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