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

Performance

DDS vs. CRVS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dillard's, Inc. (DDS) and Corvus Pharmaceuticals, Inc. (CRVS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DDS achieves a 0.66% return, which is significantly lower than CRVS's 54.94% return. Over the past 10 years, DDS has outperformed CRVS with an annualized return of 30.59%, while CRVS has yielded a comparatively lower 0.06% annualized return.


DDS

1D
-0.70%
1M
14.47%
YTD
0.66%
6M
-10.45%
1Y
58.44%
3Y*
27.17%
5Y*
35.97%
10Y*
30.59%

CRVS

1D
2.84%
1M
-24.68%
YTD
54.94%
6M
42.53%
1Y
181.37%
3Y*
53.32%
5Y*
33.63%
10Y*
0.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DDS vs. CRVS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DDS
Dillard's, Inc.
0.66%46.81%13.47%32.05%38.66%306.41%-12.71%22.76%0.97%-3.63%
CRVS
Corvus Pharmaceuticals, Inc.
54.94%43.93%203.98%107.06%-64.73%-32.30%-34.56%48.23%-64.58%-27.55%

Correlation

The correlation between DDS and CRVS is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.13

Correlation (3Y)
Calculated over the trailing 3-year period

0.12

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (10Y)
Calculated over the trailing 10-year period

0.14

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

0.14

Fundamentals

Market Cap

DDS:

$9.52B

CRVS:

$1.07B

EPS

DDS:

$42.07

CRVS:

-$0.53

PB Ratio

DDS:

3.66

CRVS:

4.46

Total Revenue (TTM)

DDS:

$6.58B

CRVS:

$0.00

Gross Profit (TTM)

DDS:

$1.82B

CRVS:

-$26.00K

EBITDA (TTM)

DDS:

$985.80M

CRVS:

-$47.43M

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Return for Risk

DDS vs. CRVS — Risk / Return Rank

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

DDS
DDS Risk / Return Rank: 8080
Overall Rank
DDS Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
DDS Sortino Ratio Rank: 7878
Sortino Ratio Rank
DDS Omega Ratio Rank: 7777
Omega Ratio Rank
DDS Calmar Ratio Rank: 8080
Calmar Ratio Rank
DDS Martin Ratio Rank: 7979
Martin Ratio Rank

CRVS
CRVS Risk / Return Rank: 8686
Overall Rank
CRVS Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
CRVS Sortino Ratio Rank: 9696
Sortino Ratio Rank
CRVS Omega Ratio Rank: 9393
Omega Ratio Rank
CRVS Calmar Ratio Rank: 8585
Calmar Ratio Rank
CRVS Martin Ratio Rank: 8383
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.

DDS vs. CRVS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dillard's, Inc. (DDS) and Corvus Pharmaceuticals, Inc. (CRVS). 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.


DDSCRVSDifference
Sharpe ratioReturn per unit of total volatility

+0.47

Sortino ratioReturn per unit of downside risk

-2.17

Omega ratioGain probability vs. loss probability

1.27

1.48

-0.21

Calmar ratioReturn relative to maximum drawdown

2.42

3.23

-0.81

Martin ratioReturn relative to average drawdown

5.60

7.03

-1.43

DDS vs. CRVS - Sharpe Ratio Comparison

The current DDS Sharpe Ratio is 1.48, which is higher than the CRVS Sharpe Ratio of 1.01. The chart below compares the historical Sharpe Ratios of DDS and CRVS, 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

DDS vs. CRVS - Drawdown Comparison

The maximum DDS drawdown since its inception was -93.62%, roughly equal to the maximum CRVS drawdown of -96.97%. Use the drawdown chart below to compare losses from any high point for DDS and CRVS.


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Drawdown Indicators


DDSCRVSDifference

Max Drawdown

Largest peak-to-trough decline

-93.62%

-96.97%

+3.35%

Max Drawdown (1Y)

Largest decline over 1 year

-24.27%

-56.43%

+32.16%

Max Drawdown (3Y)

Largest decline over 3 years

-42.02%

-70.50%

+28.48%

Max Drawdown (5Y)

Largest decline over 5 years

-49.71%

-92.40%

+42.69%

Max Drawdown (10Y)

Largest decline over 10 years

-76.57%

-96.97%

+20.40%

Current Drawdown

Current decline from peak

-12.84%

-53.25%

+40.41%

Average Drawdown

Average peak-to-trough decline

-35.61%

-69.28%

+33.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.47%

25.91%

-15.44%

Volatility

DDS vs. CRVS - Volatility Comparison

The current volatility for Dillard's, Inc. (DDS) is 10.15%, while Corvus Pharmaceuticals, Inc. (CRVS) has a volatility of 23.12%. This indicates that DDS experiences smaller price fluctuations and is considered to be less risky than CRVS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DDSCRVSDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.15%

23.12%

-12.97%

Volatility (6M)

Calculated over the trailing 6-month period

27.84%

111.88%

-84.04%

Volatility (1Y)

Calculated over the trailing 1-year period

39.57%

180.64%

-141.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

50.28%

131.02%

-80.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

59.53%

111.13%

-51.60%

Dividends

DDS vs. CRVS - Dividend Comparison

DDS's dividend yield for the trailing twelve months is around 5.11%, while CRVS has not paid dividends to shareholders.


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%
DDS
Dillard's, Inc.
5.11%5.13%6.02%5.18%4.89%6.41%0.95%0.68%0.66%0.57%0.45%0.40%

Financials

DDS vs. CRVS - Financials Comparison

This section allows you to compare key financial metrics between Dillard's, Inc. and Corvus Pharmaceuticals, Inc.. 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


0.00500.00M1.00B1.50B2.00B20222023202420252026
1.57B
0
(DDS) Total Revenue
(CRVS) Total Revenue
Values in USD except per share items

Frequently Asked Questions


DDS and CRVS have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CRVS has higher volatility (23.12%) compared to DDS (10.15%). In terms of maximum drawdown, DDS dropped -93.62% vs CRVS's -96.97%.

DDS currently has the higher Sharpe Ratio (1.48 vs 1.01), 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 DDS and CRVS

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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