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

Key characteristics


IOVACORT
YTD Return25.09%30.14%
1Y Return87.29%28.21%
3Y Return (Ann)-26.42%27.34%
5Y Return (Ann)-13.49%24.66%
10Y Return (Ann)4.10%31.12%
Sharpe Ratio0.760.55
Daily Std Dev93.68%55.55%
Max Drawdown-99.36%-94.28%
Current Drawdown-93.60%0.00%

Fundamentals


IOVACORT
Market Cap$3.16B$4.42B
EPS-$1.67$1.13
PEG Ratio0.000.61
Total Revenue (TTM)$32.77M$569.61M
Gross Profit (TTM)-$34.93M$561.03M
EBITDA (TTM)-$428.77M$129.11M

Correlation

-0.50.00.51.00.2

The correlation between IOVA and CORT is 0.20, 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.

Performance

IOVA vs. CORT - Performance Comparison

In the year-to-date period, IOVA achieves a 25.09% return, which is significantly lower than CORT's 30.14% return. Over the past 10 years, IOVA has underperformed CORT with an annualized return of 4.10%, while CORT has yielded a comparatively higher 31.12% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-60.00%-40.00%-20.00%0.00%20.00%40.00%60.00%80.00%AprilMayJuneJulyAugustSeptember
-31.88%
73.17%
IOVA
CORT

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Risk-Adjusted Performance

IOVA vs. CORT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Iovance Biotherapeutics, Inc. (IOVA) 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.


IOVA
Sharpe ratio
The chart of Sharpe ratio for IOVA, currently valued at 0.76, compared to the broader market-4.00-2.000.002.000.76
Sortino ratio
The chart of Sortino ratio for IOVA, currently valued at 1.84, compared to the broader market-6.00-4.00-2.000.002.004.001.84
Omega ratio
The chart of Omega ratio for IOVA, currently valued at 1.21, compared to the broader market0.501.001.502.001.21
Calmar ratio
The chart of Calmar ratio for IOVA, currently valued at 0.73, compared to the broader market0.001.002.003.004.005.000.73
Martin ratio
The chart of Martin ratio for IOVA, currently valued at 2.20, compared to the broader market-10.00-5.000.005.0010.0015.0020.002.20
CORT
Sharpe ratio
The chart of Sharpe ratio for CORT, currently valued at 0.55, compared to the broader market-4.00-2.000.002.000.55
Sortino ratio
The chart of Sortino ratio for CORT, currently valued at 1.02, compared to the broader market-6.00-4.00-2.000.002.004.001.02
Omega ratio
The chart of Omega ratio for CORT, currently valued at 1.17, compared to the broader market0.501.001.502.001.17
Calmar ratio
The chart of Calmar ratio for CORT, currently valued at 0.82, compared to the broader market0.001.002.003.004.005.000.82
Martin ratio
The chart of Martin ratio for CORT, currently valued at 1.53, compared to the broader market-10.00-5.000.005.0010.0015.0020.001.53

IOVA vs. CORT - Sharpe Ratio Comparison

The current IOVA Sharpe Ratio is 0.76, which is higher than the CORT Sharpe Ratio of 0.55. The chart below compares the 12-month rolling Sharpe Ratio of IOVA and CORT.


Rolling 12-month Sharpe Ratio0.000.501.001.50AprilMayJuneJulyAugustSeptember
0.76
0.55
IOVA
CORT

Dividends

IOVA vs. CORT - Dividend Comparison

Neither IOVA nor CORT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

IOVA vs. CORT - Drawdown Comparison

The maximum IOVA drawdown since its inception was -99.36%, which is greater than CORT's maximum drawdown of -94.28%. Use the drawdown chart below to compare losses from any high point for IOVA and CORT. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AprilMayJuneJulyAugustSeptember
-93.60%
0
IOVA
CORT

Volatility

IOVA vs. CORT - Volatility Comparison

Iovance Biotherapeutics, Inc. (IOVA) has a higher volatility of 18.93% compared to Corcept Therapeutics Incorporated (CORT) at 10.16%. This indicates that IOVA's price experiences larger fluctuations and is considered to be riskier than CORT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%AprilMayJuneJulyAugustSeptember
18.93%
10.16%
IOVA
CORT

Financials

IOVA vs. CORT - Financials Comparison

This section allows you to compare key financial metrics between Iovance Biotherapeutics, 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