CVM vs. V

Last updated Jul 11, 2026

CVM (CEL-SCI Corporation) and V (Visa Inc.) are both stocks. CVM operates in Biotechnology (Healthcare), while V operates in Credit Services (Financial Services). Over the past 10 years, CVM returned -42.57%/yr vs 17.06%/yr for V. At a 0.10 correlation, their price movements are largely independent.

Performance

CVM vs. V - Performance Comparison

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

Returns By Period

In the year-to-date period, CVM achieves a -73.76% return, which is significantly lower than V's -0.08% return. Over the past 10 years, CVM has underperformed V with an annualized return of -42.57%, while V has yielded a comparatively higher 17.06% annualized return.

CVM

• 1D: 2.22%
• 1M: 27.78%
• 6M: -74.82%
• YTD: -73.76%
• 1Y: -60.91%
• 3Y*: -73.28%
• 5Y*: -65.10%
• 10Y*: -42.57%

V

• 1D: 0.22%
• 1M: 8.24%
• 6M: 0.18%
• YTD: -0.08%
• 1Y: 1.09%
• 3Y*: 14.07%
• 5Y*: 8.72%
• 10Y*: 17.06%

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

CVM vs. V - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CVM CEL-SCI Corporation	-73.76%	-56.16%	-85.30%	15.74%	-66.90%	-39.11%	27.43%	218.82%	51.87%	12.49%
V Visa Inc.	-0.08%	11.76%	22.32%	26.31%	-3.40%	-0.31%	17.12%	43.33%	16.49%	47.18%

Correlation

The correlation between CVM and V is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.14
Correlation (3Y) Calculated over the trailing 3-year period	0.10
Correlation (5Y) Calculated over the trailing 5-year period	0.15
Correlation (10Y) Calculated over the trailing 10-year period	0.12
Correlation (All Time) Calculated using the full available price history since Mar 19, 2008	0.10

Fundamentals

Market Cap CVM : $9.48M V : $668.91B
EPS CVM : -$2.14 V : $17.20
Total Revenue (TTM) CVM : $0.00 V : $43.03B
Gross Profit (TTM) CVM : -$2.88M V : $16.94B
EBITDA (TTM) CVM : -$13.95M V : $27.63B

Return for Risk

CVM vs. V — Risk / Return Rank

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

CVM

CVM Risk / Return Rank: 23
CVM Sharpe Ratio Rank: 21
CVM Sortino Ratio Rank: 26
CVM Omega Ratio Rank: 27
CVM Calmar Ratio Rank: 18
CVM Martin Ratio Rank: 21

V

V Risk / Return Rank: 40
V Sharpe Ratio Rank: 43
V Sortino Ratio Rank: 36
V Omega Ratio Rank: 35
V Calmar Ratio Rank: 43
V Martin Ratio Rank: 42

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. V - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CEL-SCI Corporation (CVM) and Visa Inc. (V). 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.

	CVM	V	Difference
Sharpe ratio: Return per unit of total volatility	-0.53	-0.05	-0.47
Sortino ratio: Return per unit of downside risk	-0.32	0.08	-0.40
Omega ratio: Gain probability vs. loss probability	0.96	1.01	-0.05
Calmar ratio: Return relative to maximum drawdown	-0.69	-0.07	-0.62
Martin ratio: Return relative to average drawdown	-1.07	-0.15	-0.92

CVM vs. V - Sharpe Ratio Comparison

The current CVM Sharpe Ratio is -0.53, which is lower than the V Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of CVM and V, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CVM vs. V - Drawdown Comparison

The maximum CVM drawdown since its inception was -100.00%, which is greater than V's maximum drawdown of -51.90%. Use the drawdown chart below to compare losses from any high point for CVM and V.

Drawdown Indicators

	CVM	V	Difference
Max Drawdown Largest peak-to-trough decline	-100.00%	-51.90%	-48.10%
Max Drawdown (1Y) Largest decline over 1 year	-92.53%	-17.18%	-75.35%
Max Drawdown (3Y) Largest decline over 3 years	-98.95%	-20.38%	-78.57%
Max Drawdown (5Y) Largest decline over 5 years	-99.75%	-28.60%	-71.15%
Max Drawdown (10Y) Largest decline over 10 years	-99.88%	-36.36%	-63.52%
Current Drawdown Current decline from peak	-100.00%	-5.78%	-94.22%
Average Drawdown Average peak-to-trough decline	-94.68%	-8.26%	-86.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	59.73%	7.99%	+51.74%

Volatility

CVM vs. V - Volatility Comparison

CEL-SCI Corporation (CVM) has a higher volatility of 29.00% compared to Visa Inc. (V) at 6.37%. This indicates that CVM's price experiences larger fluctuations and is considered to be riskier than V based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CVM	V	Difference
Volatility (1M) Calculated over the trailing 1-month period	29.00%	6.37%	+22.63%
Volatility (6M) Calculated over the trailing 6-month period	87.79%	17.34%	+70.45%
Volatility (1Y) Calculated over the trailing 1-year period	126.93%	21.68%	+105.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	106.95%	22.92%	+84.03%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	110.61%	24.41%	+86.20%

Dividends

CVM vs. V - Dividend Comparison

CVM has not paid dividends to shareholders, while V's dividend yield for the trailing twelve months is around 0.75%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CVM CEL-SCI Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
V Visa Inc.	0.75%	0.70%	0.68%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%

Financials

Frequently Asked Questions

Can I hold both CVM and V in my portfolio?

CVM and V 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.

Which is riskier, CVM or V?

CVM has higher volatility (29.00%) compared to V (6.37%). In terms of maximum drawdown, CVM dropped -100.00% vs V's -51.90%.

Which has better risk-adjusted returns?

V currently has the higher Sharpe Ratio (-0.05 vs -0.53), 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.