GLMD vs. CPRT
GLMD (Galmed Pharmaceuticals Ltd.) and CPRT (Copart, Inc.) are both stocks. GLMD operates in Biotechnology (Healthcare), while CPRT operates in Specialty Business Services (Industrials). Over the past 10 years, GLMD returned -50.29%/yr vs 17.40%/yr for CPRT. At a 0.09 correlation, their price movements are largely independent.
Performance
GLMD vs. CPRT - Performance Comparison
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Returns By Period
In the year-to-date period, GLMD achieves a -9.39% return, which is significantly higher than CPRT's -22.48% return. Over the past 10 years, GLMD has underperformed CPRT with an annualized return of -50.29%, while CPRT has yielded a comparatively higher 17.40% annualized return.
GLMD
- 1D
- -1.61%
- 1M
- 15.57%
- YTD
- -9.39%
- 6M
- -36.45%
- 1Y
- -54.05%
- 3Y*
- -77.13%
- 5Y*
- -74.35%
- 10Y*
- -50.29%
CPRT
- 1D
- -1.65%
- 1M
- -8.83%
- YTD
- -22.48%
- 6M
- -21.88%
- 1Y
- -40.50%
- 3Y*
- -11.65%
- 5Y*
- -0.59%
- 10Y*
- 17.40%
GLMD vs. CPRT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GLMD Galmed Pharmaceuticals Ltd. | -9.39% | -76.47% | -41.58% | -93.93% | -72.53% | -41.48% | -46.19% | -15.37% | -25.36% | 160.68% |
CPRT Copart, Inc. | -22.48% | -31.78% | 17.12% | 60.95% | -19.68% | 19.15% | 39.93% | 90.33% | 10.63% | 55.89% |
Correlation
The correlation between GLMD and CPRT is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Mar 14, 2014 | 0.09 |
The correlation between GLMD and CPRT shifts across timeframes, from -0.02 (3 years) to 0.09 (all time), reflecting how their relationship changes across market environments.
Fundamentals
GLMD:
$4.48M
CPRT:
$29.29B
GLMD:
-$1.93
CPRT:
$1.59
GLMD:
0.28
CPRT:
3.34
GLMD:
$0.00
CPRT:
$4.64B
GLMD:
$0.00
CPRT:
$2.11B
GLMD:
-$8.49M
CPRT:
$2.00B
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Return for Risk
GLMD vs. CPRT — Risk / Return Rank
GLMD
CPRT
GLMD vs. CPRT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Galmed Pharmaceuticals Ltd. (GLMD) and Copart, Inc. (CPRT). 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.
| GLMD | CPRT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.09 | ||
| Sortino ratioReturn per unit of downside risk | +1.87 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 0.69 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | -0.68 | -1.02 | +0.34 |
| Martin ratioReturn relative to average drawdown | -0.97 | -1.86 | +0.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GLMD | CPRT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.63 | -1.72 | +1.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.45 | -0.02 | -0.43 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.37 | 0.64 | -1.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.38 | 0.48 | -0.85 |
Drawdowns
GLMD vs. CPRT - Drawdown Comparison
The maximum GLMD drawdown since its inception was -99.99%, which is greater than CPRT's maximum drawdown of -72.49%. Use the drawdown chart below to compare losses from any high point for GLMD and CPRT.
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Drawdown Indicators
| GLMD | CPRT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.99% | -72.49% | -27.50% |
Max Drawdown (1Y)Largest decline over 1 year | -79.62% | -39.90% | -39.72% |
Max Drawdown (3Y)Largest decline over 3 years | -99.11% | -52.46% | -46.65% |
Max Drawdown (5Y)Largest decline over 5 years | -99.93% | -52.46% | -47.47% |
Max Drawdown (10Y)Largest decline over 10 years | -99.99% | -52.46% | -47.53% |
Current DrawdownCurrent decline from peak | -99.98% | -52.46% | -47.52% |
Average DrawdownAverage peak-to-trough decline | -74.35% | -16.54% | -57.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 55.49% | 22.42% | +33.07% |
Volatility
GLMD vs. CPRT - Volatility Comparison
Galmed Pharmaceuticals Ltd. (GLMD) has a higher volatility of 25.28% compared to Copart, Inc. (CPRT) at 8.81%. This indicates that GLMD's price experiences larger fluctuations and is considered to be riskier than CPRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GLMD | CPRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 25.28% | 8.81% | +16.47% |
Volatility (6M)Calculated over the trailing 6-month period | 62.60% | 18.64% | +43.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 86.30% | 23.59% | +62.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 166.29% | 25.94% | +140.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 137.58% | 27.43% | +110.15% |
Dividends
GLMD vs. CPRT - Dividend Comparison
Neither GLMD nor CPRT has paid dividends to shareholders.
Financials
GLMD vs. CPRT - Financials Comparison
This section allows you to compare key financial metrics between Galmed Pharmaceuticals Ltd. and Copart, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
GLMD and CPRT have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GLMD has higher volatility (25.28%) compared to CPRT (8.81%). In terms of maximum drawdown, GLMD dropped -99.99% vs CPRT's -72.49%.
GLMD currently has the higher Sharpe Ratio (-0.63 vs -1.72), 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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