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EPOL vs. CORT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EPOL vs. CORT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI Poland ETF (EPOL) and Corcept Therapeutics Incorporated (CORT). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EPOL vs. CORT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

EPOL
EPOL Risk / Return Rank: 6363
Overall Rank
EPOL Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
EPOL Sortino Ratio Rank: 6060
Sortino Ratio Rank
EPOL Omega Ratio Rank: 5353
Omega Ratio Rank
EPOL Calmar Ratio Rank: 8181
Calmar Ratio Rank
EPOL Martin Ratio Rank: 6464
Martin Ratio Rank

CORT
CORT Risk / Return Rank: 5353
Overall Rank
CORT Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
CORT Sortino Ratio Rank: 5252
Sortino Ratio Rank
CORT Omega Ratio Rank: 6363
Omega Ratio Rank
CORT Calmar Ratio Rank: 4949
Calmar Ratio Rank
CORT Martin Ratio Rank: 4949
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.

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.


EPOLCORTDifference
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

EPOL vs. CORT - Sharpe Ratio Comparison

The current EPOL Sharpe Ratio is 1.73, which is higher than the CORT Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of EPOL and CORT, 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

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


EPOLCORTDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

0.00%

-27.41%

+27.41%

Average Drawdown

Average peak-to-trough decline

-26.85%

-53.45%

+26.60%

Ulcer Index

Depth 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


EPOLCORTDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

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