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ENVA vs. CORT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ENVA and CORT is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

ENVA vs. CORT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Enova International, Inc. (ENVA) and Corcept Therapeutics Incorporated (CORT). The values are adjusted to include any dividend payments, if applicable.

0.00%20.00%40.00%60.00%80.00%100.00%120.00%SeptemberOctoberNovemberDecember2025February
33.54%
110.86%
ENVA
CORT

Key characteristics

Sharpe Ratio

ENVA:

2.85

CORT:

4.22

Sortino Ratio

ENVA:

3.61

CORT:

4.53

Omega Ratio

ENVA:

1.45

CORT:

1.56

Calmar Ratio

ENVA:

6.65

CORT:

5.57

Martin Ratio

ENVA:

18.26

CORT:

26.24

Ulcer Index

ENVA:

5.05%

CORT:

7.62%

Daily Std Dev

ENVA:

32.25%

CORT:

46.99%

Max Drawdown

ENVA:

-81.56%

CORT:

-94.28%

Current Drawdown

ENVA:

-5.78%

CORT:

-1.37%

Fundamentals

Market Cap

ENVA:

$2.83B

CORT:

$7.61B

EPS

ENVA:

$7.43

CORT:

$1.26

PE Ratio

ENVA:

14.77

CORT:

57.62

PEG Ratio

ENVA:

0.00

CORT:

0.61

Total Revenue (TTM)

ENVA:

$1.93B

CORT:

$493.15M

Gross Profit (TTM)

ENVA:

$902.96M

CORT:

$485.22M

EBITDA (TTM)

ENVA:

$382.67M

CORT:

$111.81M

Returns By Period

In the year-to-date period, ENVA achieves a 14.48% return, which is significantly lower than CORT's 44.08% return. Over the past 10 years, ENVA has underperformed CORT with an annualized return of 16.84%, while CORT has yielded a comparatively higher 36.05% annualized return.


ENVA

YTD

14.48%

1M

1.99%

6M

34.54%

1Y

84.44%

5Y*

38.34%

10Y*

16.84%

CORT

YTD

44.08%

1M

31.26%

6M

111.60%

1Y

219.68%

5Y*

39.85%

10Y*

36.05%

*Annualized

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Risk-Adjusted Performance

ENVA vs. CORT — Risk-Adjusted Performance Rank

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

ENVA
The Risk-Adjusted Performance Rank of ENVA is 9696
Overall Rank
The Sharpe Ratio Rank of ENVA is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of ENVA is 9494
Sortino Ratio Rank
The Omega Ratio Rank of ENVA is 9393
Omega Ratio Rank
The Calmar Ratio Rank of ENVA is 9999
Calmar Ratio Rank
The Martin Ratio Rank of ENVA is 9797
Martin Ratio Rank

CORT
The Risk-Adjusted Performance Rank of CORT is 9898
Overall Rank
The Sharpe Ratio Rank of CORT is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of CORT is 9797
Sortino Ratio Rank
The Omega Ratio Rank of CORT is 9595
Omega Ratio Rank
The Calmar Ratio Rank of CORT is 9898
Calmar Ratio Rank
The Martin Ratio Rank of CORT is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ENVA vs. CORT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Enova International, Inc. (ENVA) and Corcept Therapeutics Incorporated (CORT). 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.


Sharpe ratio
The chart of Sharpe ratio for ENVA, currently valued at 2.85, compared to the broader market-2.000.002.004.002.854.22
The chart of Sortino ratio for ENVA, currently valued at 3.61, compared to the broader market-6.00-4.00-2.000.002.004.006.003.614.53
The chart of Omega ratio for ENVA, currently valued at 1.45, compared to the broader market0.501.001.502.001.451.56
The chart of Calmar ratio for ENVA, currently valued at 6.65, compared to the broader market0.002.004.006.006.655.57
The chart of Martin ratio for ENVA, currently valued at 18.26, compared to the broader market0.0010.0020.0030.0018.2626.24
ENVA
CORT

The current ENVA Sharpe Ratio is 2.85, which is lower than the CORT Sharpe Ratio of 4.22. The chart below compares the historical Sharpe Ratios of ENVA and CORT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00SeptemberOctoberNovemberDecember2025February
2.85
4.22
ENVA
CORT

Dividends

ENVA vs. CORT - Dividend Comparison

Neither ENVA nor CORT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ENVA vs. CORT - Drawdown Comparison

The maximum ENVA drawdown since its inception was -81.56%, smaller than the maximum CORT drawdown of -94.28%. Use the drawdown chart below to compare losses from any high point for ENVA and CORT. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-5.78%
-1.37%
ENVA
CORT

Volatility

ENVA vs. CORT - Volatility Comparison

The current volatility for Enova International, Inc. (ENVA) is 6.78%, while Corcept Therapeutics Incorporated (CORT) has a volatility of 18.97%. This indicates that ENVA experiences smaller price fluctuations and is considered to be less risky than CORT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%16.00%18.00%20.00%SeptemberOctoberNovemberDecember2025February
6.78%
18.97%
ENVA
CORT

Financials

ENVA vs. CORT - Financials Comparison

This section allows you to compare key financial metrics between Enova International, Inc. and Corcept Therapeutics Incorporated. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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