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

Performance

ECOR vs. GHM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in electroCore, Inc. (ECOR) and Graham Corporation (GHM). 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 86.18% return, which is significantly higher than GHM's 70.90% return.


ECOR

1D
2.83%
1M
25.19%
YTD
86.18%
6M
73.96%
1Y
62.77%
3Y*
26.76%
5Y*
-20.01%
10Y*

GHM

1D
1.72%
1M
15.60%
YTD
70.90%
6M
57.94%
1Y
126.80%
3Y*
104.32%
5Y*
52.40%
10Y*
20.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ECOR vs. GHM - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ECOR
electroCore, Inc.
86.18%-72.33%172.35%54.54%-55.92%-62.66%-1.89%-74.60%-67.29%
GHM
Graham Corporation
70.90%44.43%134.42%97.19%-22.67%-15.50%-28.39%-2.28%-11.82%

Correlation

The correlation between ECOR and GHM is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.16

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

0.12

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

0.13

The correlation between ECOR and GHM shifts across timeframes, from 0.12 (5 years) to 0.30 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ECOR:

$74.76M

GHM:

$1.22B

EPS

ECOR:

-$1.82

GHM:

$1.12

PS Ratio

ECOR:

2.02

GHM:

4.97

Total Revenue (TTM)

ECOR:

$34.90M

GHM:

$245.29M

Gross Profit (TTM)

ECOR:

$30.45M

GHM:

$57.75M

EBITDA (TTM)

ECOR:

-$13.17M

GHM:

$14.76M

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Return for Risk

ECOR vs. GHM — Risk / Return Rank

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

ECOR
ECOR Risk / Return Rank: 6767
Overall Rank
ECOR Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
ECOR Sortino Ratio Rank: 6969
Sortino Ratio Rank
ECOR Omega Ratio Rank: 6767
Omega Ratio Rank
ECOR Calmar Ratio Rank: 6868
Calmar Ratio Rank
ECOR Martin Ratio Rank: 6464
Martin Ratio Rank

GHM
GHM Risk / Return Rank: 9191
Overall Rank
GHM Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
GHM Sortino Ratio Rank: 8686
Sortino Ratio Rank
GHM Omega Ratio Rank: 8686
Omega Ratio Rank
GHM Calmar Ratio Rank: 9595
Calmar Ratio Rank
GHM Martin Ratio Rank: 9595
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. GHM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for electroCore, Inc. (ECOR) and Graham Corporation (GHM). 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.


ECORGHMDifference
Sharpe ratioReturn per unit of total volatility

-1.75

Sortino ratioReturn per unit of downside risk

-1.11

Omega ratioGain probability vs. loss probability

1.19

1.36

-0.16

Calmar ratioReturn relative to maximum drawdown

1.37

7.00

-5.63

Martin ratioReturn relative to average drawdown

2.25

16.97

-14.72

ECOR vs. GHM - Sharpe Ratio Comparison

The current ECOR Sharpe Ratio is 0.69, which is lower than the GHM Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of ECOR and GHM, 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. GHM - Drawdown Comparison

The maximum ECOR drawdown since its inception was -98.95%, which is greater than GHM's maximum drawdown of -86.11%. Use the drawdown chart below to compare losses from any high point for ECOR and GHM.


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Drawdown Indicators


ECORGHMDifference

Max Drawdown

Largest peak-to-trough decline

-98.95%

-86.11%

-12.84%

Max Drawdown (1Y)

Largest decline over 1 year

-45.99%

-18.21%

-27.78%

Max Drawdown (3Y)

Largest decline over 3 years

-77.75%

-46.46%

-31.29%

Max Drawdown (5Y)

Largest decline over 5 years

-87.81%

-52.63%

-35.18%

Max Drawdown (10Y)

Largest decline over 10 years

-74.83%

Current Drawdown

Current decline from peak

-97.20%

-5.28%

-91.92%

Average Drawdown

Average peak-to-trough decline

-90.62%

-47.34%

-43.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

27.99%

7.50%

+20.49%

Volatility

ECOR vs. GHM - Volatility Comparison

electroCore, Inc. (ECOR) has a higher volatility of 40.64% compared to Graham Corporation (GHM) at 20.14%. This indicates that ECOR's price experiences larger fluctuations and is considered to be riskier than GHM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ECORGHMDifference

Volatility (1M)

Calculated over the trailing 1-month period

40.64%

20.14%

+20.50%

Volatility (6M)

Calculated over the trailing 6-month period

65.39%

39.55%

+25.84%

Volatility (1Y)

Calculated over the trailing 1-year period

91.77%

52.80%

+38.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

89.30%

49.51%

+39.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

128.72%

45.31%

+83.41%

Dividends

ECOR vs. GHM - Dividend Comparison

Neither ECOR nor GHM has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ECOR
electroCore, 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%
GHM
Graham Corporation
0.00%0.00%0.00%0.00%0.00%3.54%2.90%1.92%1.66%1.72%1.63%1.90%

Financials

ECOR vs. GHM - Financials Comparison

This section allows you to compare key financial metrics between electroCore, Inc. and Graham Corporation. 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


0.0010.00M20.00M30.00M40.00M50.00M60.00M70.00M20222023202420252026
9.58M
67.08M
(ECOR) Total Revenue
(GHM) Total Revenue
Values in USD except per share items

ECOR vs. GHM - Profitability Comparison

The chart below illustrates the profitability comparison between electroCore, Inc. and Graham Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%20222023202420252026
87.3%
23.4%
Portfolio components
ECOR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, electroCore, Inc. reported a gross profit of 8.36M and revenue of 9.58M. Therefore, the gross margin over that period was 87.3%.

GHM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Graham Corporation reported a gross profit of 15.69M and revenue of 67.08M. Therefore, the gross margin over that period was 23.4%.

ECOR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, electroCore, Inc. reported an operating income of -5.32M and revenue of 9.58M, resulting in an operating margin of -55.5%.

GHM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Graham Corporation reported an operating income of 1.72M and revenue of 67.08M, resulting in an operating margin of 2.6%.

ECOR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, electroCore, Inc. reported a net income of -5.27M and revenue of 9.58M, resulting in a net margin of -55.0%.

GHM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Graham Corporation reported a net income of 1.97M and revenue of 67.08M, resulting in a net margin of 2.9%.


Frequently Asked Questions


ECOR and GHM have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ECOR has higher volatility (40.64%) compared to GHM (20.14%). In terms of maximum drawdown, ECOR dropped -98.95% vs GHM's -86.11%.

GHM currently has the higher Sharpe Ratio (2.44 vs 0.69), 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 GHM

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