EPOL vs. CORT
EPOL (iShares MSCI Poland ETF) is Europe Equities fund tracking the MSCI Poland Investable Market Index, while CORT (Corcept Therapeutics Incorporated) is a stock. Over the past 10 years, EPOL returned 12.21%/yr vs 31.68%/yr for CORT. At a 0.24 correlation, their price movements are largely independent.
Performance
EPOL vs. CORT - Performance Comparison
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Returns By Period
In the year-to-date period, EPOL achieves a 16.37% return, which is significantly lower than CORT's 138.25% return. Over the past 10 years, EPOL has underperformed CORT with an annualized return of 12.21%, while CORT has yielded a comparatively higher 31.68% annualized return.
EPOL
- 1D
- 0.96%
- 1M
- 3.49%
- YTD
- 16.37%
- 6M
- 20.25%
- 1Y
- 40.61%
- 3Y*
- 36.58%
- 5Y*
- 17.10%
- 10Y*
- 12.21%
CORT
- 1D
- -0.41%
- 1M
- 45.25%
- YTD
- 138.25%
- 6M
- -5.77%
- 1Y
- 16.48%
- 3Y*
- 52.65%
- 5Y*
- 30.95%
- 10Y*
- 31.68%
EPOL vs. CORT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EPOL iShares MSCI Poland ETF | 16.37% | 77.34% | -2.61% | 50.70% | -24.62% | 12.21% | -8.38% | -6.13% | -13.76% | 52.43% |
CORT Corcept Therapeutics Incorporated | 138.25% | -30.94% | 55.14% | 59.92% | 2.58% | -24.31% | 116.20% | -9.43% | -26.02% | 148.76% |
Correlation
The correlation between EPOL and CORT is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since May 26, 2010 | 0.24 |
The correlation between EPOL and CORT shifts across timeframes, from 0.21 (10 years) to 0.33 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
EPOL vs. CORT — Risk / Return Rank
EPOL
CORT
EPOL vs. CORT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Poland ETF (EPOL) 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.
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.
| EPOL | CORT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.52 | ||
| Sortino ratioReturn per unit of downside risk | +1.61 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.17 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.69 | 0.26 | +3.44 |
| Martin ratioReturn relative to average drawdown | 10.10 | 0.47 | +9.64 |
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Drawdowns
EPOL vs. CORT - Drawdown Comparison
The maximum EPOL drawdown since its inception was -63.72%, smaller than the maximum CORT drawdown of -94.29%. Use the drawdown chart below to compare losses from any high point for EPOL and CORT.
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Drawdown Indicators
| EPOL | CORT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.72% | -94.29% | +30.57% |
Max Drawdown (1Y)Largest decline over 1 year | -11.04% | -64.40% | +53.36% |
Max Drawdown (3Y)Largest decline over 3 years | -21.81% | -71.85% | +50.04% |
Max Drawdown (5Y)Largest decline over 5 years | -54.21% | -71.85% | +17.64% |
Max Drawdown (10Y)Largest decline over 10 years | -61.41% | -71.85% | +10.44% |
Current DrawdownCurrent decline from peak | 0.00% | -27.41% | +27.41% |
Average DrawdownAverage peak-to-trough decline | -26.85% | -53.45% | +26.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.04% | 35.37% | -31.33% |
Volatility
EPOL vs. CORT - Volatility Comparison
The current volatility for iShares MSCI Poland ETF (EPOL) is 8.08%, while Corcept Therapeutics Incorporated (CORT) has a volatility of 14.28%. This indicates that EPOL 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.
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Volatility by Period
| EPOL | CORT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.08% | 14.28% | -6.20% |
Volatility (6M)Calculated over the trailing 6-month period | 18.16% | 85.36% | -67.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.57% | 76.98% | -53.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.14% | 74.58% | -45.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.66% | 67.23% | -39.57% |
Dividends
EPOL vs. CORT - Dividend Comparison
EPOL's dividend yield for the trailing twelve months is around 4.11%, while CORT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CORT Corcept Therapeutics Incorporated | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EPOL iShares MSCI Poland ETF | 4.11% | 4.78% | 6.04% | 2.87% | 2.65% | 1.33% | 1.44% | 2.51% | 1.44% | 1.88% | 2.14% | 2.53% |
Frequently Asked Questions
EPOL and CORT have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CORT has higher volatility (14.28%) compared to EPOL (8.08%). In terms of maximum drawdown, EPOL dropped -63.72% vs CORT's -94.29%.
EPOL currently has the higher Sharpe Ratio (1.73 vs 0.21), 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.
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