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ECOR vs. DCTH
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ECOR vs. DCTH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in electroCore, Inc. (ECOR) and Delcath Systems, Inc. (DCTH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ECOR achieves a 81.05% return, which is significantly higher than DCTH's 13.96% return.


ECOR

1D
-3.62%
1M
21.74%
YTD
81.05%
6M
64.04%
1Y
58.28%
3Y*
25.58%
5Y*
-20.46%
10Y*

DCTH

1D
-1.54%
1M
4.45%
YTD
13.96%
6M
14.30%
1Y
-16.90%
3Y*
27.37%
5Y*
1.93%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ECOR vs. DCTH - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ECOR
electroCore, Inc.
81.05%-72.33%172.35%54.54%-55.92%-62.66%-1.89%-74.60%-67.29%
DCTH
Delcath Systems, Inc.
13.96%-16.11%189.42%15.56%-53.55%-56.75%-15.67%-89.16%-89.81%

Correlation

The correlation between ECOR and DCTH is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.13

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

0.15

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2018

0.12

The correlation between ECOR and DCTH shifts across timeframes, from 0.12 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ECOR:

$72.70M

DCTH:

$414.60M

EPS

ECOR:

-$1.82

DCTH:

$0.01

PS Ratio

ECOR:

1.96

DCTH:

6.72

Total Revenue (TTM)

ECOR:

$34.90M

DCTH:

$65.45M

Gross Profit (TTM)

ECOR:

$30.45M

DCTH:

$77.75M

EBITDA (TTM)

ECOR:

-$13.17M

DCTH:

$222.00K

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Return for Risk

ECOR vs. DCTH — Risk / Return Rank

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

ECOR
ECOR Risk / Return Rank: 6565
Overall Rank
ECOR Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
ECOR Sortino Ratio Rank: 6767
Sortino Ratio Rank
ECOR Omega Ratio Rank: 6565
Omega Ratio Rank
ECOR Calmar Ratio Rank: 6767
Calmar Ratio Rank
ECOR Martin Ratio Rank: 6262
Martin Ratio Rank

DCTH
DCTH Risk / Return Rank: 2828
Overall Rank
DCTH Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
DCTH Sortino Ratio Rank: 2727
Sortino Ratio Rank
DCTH Omega Ratio Rank: 2727
Omega Ratio Rank
DCTH Calmar Ratio Rank: 2828
Calmar Ratio Rank
DCTH Martin Ratio Rank: 3030
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.

ECOR vs. DCTH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for electroCore, Inc. (ECOR) and Delcath Systems, Inc. (DCTH). 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.


ECORDCTHDifference
Sharpe ratioReturn per unit of total volatility

+0.98

Sortino ratioReturn per unit of downside risk

+1.71

Omega ratioGain probability vs. loss probability

1.19

0.98

+0.21

Calmar ratioReturn relative to maximum drawdown

1.27

-0.41

+1.68

Martin ratioReturn relative to average drawdown

2.09

-0.64

+2.73

ECOR vs. DCTH - Sharpe Ratio Comparison

The current ECOR Sharpe Ratio is 0.64, which is higher than the DCTH Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of ECOR and DCTH, 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

ECOR vs. DCTH - Drawdown Comparison

The maximum ECOR drawdown since its inception was -98.95%, roughly equal to the maximum DCTH drawdown of -99.96%. Use the drawdown chart below to compare losses from any high point for ECOR and DCTH.


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Drawdown Indicators


ECORDCTHDifference

Max Drawdown

Largest peak-to-trough decline

-98.95%

-99.96%

+1.01%

Max Drawdown (1Y)

Largest decline over 1 year

-45.99%

-41.71%

-4.28%

Max Drawdown (3Y)

Largest decline over 3 years

-77.75%

-62.87%

-14.88%

Max Drawdown (5Y)

Largest decline over 5 years

-87.81%

-82.21%

-5.60%

Current Drawdown

Current decline from peak

-97.27%

-99.81%

+2.54%

Average Drawdown

Average peak-to-trough decline

-90.62%

-96.43%

+5.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.96%

26.33%

+1.63%

Volatility

ECOR vs. DCTH - Volatility Comparison

electroCore, Inc. (ECOR) has a higher volatility of 40.80% compared to Delcath Systems, Inc. (DCTH) at 13.30%. This indicates that ECOR's price experiences larger fluctuations and is considered to be riskier than DCTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ECORDCTHDifference

Volatility (1M)

Calculated over the trailing 1-month period

40.80%

13.30%

+27.50%

Volatility (6M)

Calculated over the trailing 6-month period

65.88%

32.57%

+33.31%

Volatility (1Y)

Calculated over the trailing 1-year period

91.92%

49.63%

+42.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

89.32%

73.00%

+16.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

128.75%

109.86%

+18.89%

Dividends

ECOR vs. DCTH - Dividend Comparison

Neither ECOR nor DCTH has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

ECOR vs. DCTH - Financials Comparison

This section allows you to compare key financial metrics between electroCore, Inc. and Delcath Systems, 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


0.005.00M10.00M15.00M20.00M25.00M20222023202420252026
9.58M
0
(ECOR) Total Revenue
(DCTH) Total Revenue
Values in USD except per share items

Frequently Asked Questions


ECOR and DCTH have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ECOR has higher volatility (40.80%) compared to DCTH (13.30%). In terms of maximum drawdown, ECOR dropped -98.95% vs DCTH's -99.96%.

ECOR currently has the higher Sharpe Ratio (0.64 vs -0.34), 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 ECOR and DCTH

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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