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IOVA vs. CORT
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IOVA vs. CORT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Iovance Biotherapeutics, Inc. (IOVA) 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, IOVA achieves a 49.08% return, which is significantly lower than CORT's 228.99% return. Over the past 10 years, IOVA has underperformed CORT with an annualized return of -7.29%, while CORT has yielded a comparatively higher 35.35% annualized return.


IOVA

1D
-13.22%
1M
-5.57%
6M
59.61%
YTD
49.08%
1Y
51.87%
3Y*
-17.28%
5Y*
-28.82%
10Y*
-7.29%
ALL TIME*
-18.60%

CORT

1D
-3.24%
1M
26.91%
6M
187.16%
YTD
228.99%
1Y
65.93%
3Y*
66.06%
5Y*
40.69%
10Y*
35.35%
ALL TIME*
10.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$163.77M$133.02M$94.73M
$68.89M$75.72M$64.68M

IOVA vs. CORT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IOVA
Iovance Biotherapeutics, Inc.
49.08%-63.11%-8.98%27.23%-66.53%-58.86%67.63%212.77%10.62%15.11%
CORT
Corcept Therapeutics Incorporated
228.99%-30.94%55.14%59.92%2.58%-24.31%116.20%-9.43%-26.02%148.76%

Correlation

The correlation between IOVA and CORT is 0.25, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.25

Correlation (3Y)
Balances recent behavior with more history.

0.26

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.30

Correlation (10Y)
Provides a long-term view across more market conditions.

0.29

Correlation (All Time)
Calculated using the full available price history since Oct 15, 2010

0.22

Fundamentals

Market Cap

IOVA:

$1.82B

CORT:

$12.29B

EPS

IOVA:

-$0.89

CORT:

$0.48

PS Ratio

IOVA:

5.65

CORT:

15.92

PB Ratio

IOVA:

2.36

CORT:

19.20

Total Revenue (TTM)

IOVA:

$285.61M

CORT:

$830.81M

Gross Profit (TTM)

IOVA:

$327.04M

CORT:

$816.73M

EBITDA (TTM)

IOVA:

-$325.45M

CORT:

$23.30M

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Return for Risk

IOVA vs. CORT — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IOVA
IOVA Risk / Return Rank: 7070
Overall Rank
IOVA Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IOVA Sortino Ratio Rank: 7373
Sortino Ratio Rank
IOVA Omega Ratio Rank: 6868
Omega Ratio Rank
IOVA Calmar Ratio Rank: 7474
Calmar Ratio Rank
IOVA Martin Ratio Rank: 6969
Martin Ratio Rank

CORT
CORT Risk / Return Rank: 7272
Overall Rank
CORT Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
CORT Sortino Ratio Rank: 7070
Sortino Ratio Rank
CORT Omega Ratio Rank: 8686
Omega Ratio Rank
CORT Calmar Ratio Rank: 6868
Calmar Ratio Rank
CORT Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IOVA vs. CORT - Risk-Adjusted Trends 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.

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.


IOVACORTDifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

+0.13

Omega ratioGain probability vs. loss probability

1.18

1.31

-0.13

Calmar ratioReturn relative to maximum drawdown

1.50

1.10

+0.40

Martin ratioReturn relative to average drawdown

2.64

2.01

+0.64

IOVA vs. CORT - Sharpe Ratio Comparison

The current IOVA Sharpe Ratio is 0.63, which is comparable to the CORT Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of IOVA 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

IOVA vs. CORT - Drawdown Comparison

The maximum IOVA drawdown since its inception was -99.37%, which is greater than CORT's maximum drawdown of -94.29%. Use the drawdown chart below to compare losses from any high point for IOVA and CORT.


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Drawdown Indicators


IOVACORTDifference

Max Drawdown

Largest peak-to-trough decline

-99.37%

-94.29%

-5.08%

Max Drawdown (1Y)

Largest decline over 1 year

-39.00%

-64.40%

+25.40%

Max Drawdown (3Y)

Largest decline over 3 years

-90.50%

-71.85%

-18.65%

Max Drawdown (5Y)

Largest decline over 5 years

-93.99%

-71.85%

-22.14%

Max Drawdown (10Y)

Largest decline over 10 years

-96.84%

-71.85%

-24.99%

Current Drawdown

Current decline from peak

-97.44%

-3.24%

-94.20%

Average Drawdown

Average peak-to-trough decline

-84.27%

-53.26%

-31.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.14%

35.24%

-13.10%

Volatility

IOVA vs. CORT - Volatility Comparison

Iovance Biotherapeutics, Inc. (IOVA) has a higher volatility of 30.69% compared to Corcept Therapeutics Incorporated (CORT) at 28.47%. 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.


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Volatility by Period


IOVACORTDifference

Volatility (1M)

Calculated over the trailing 1-month period

30.69%

28.47%

+2.22%

Volatility (6M)

Calculated over the trailing 6-month period

66.41%

48.65%

+17.76%

Volatility (1Y)

Calculated over the trailing 1-year period

93.87%

82.04%

+11.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

90.78%

75.77%

+15.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

81.92%

67.83%

+14.09%

Dividends

IOVA vs. CORT - Dividend Comparison

Neither IOVA nor CORT has paid dividends to shareholders.


Tickers have no history of dividend payments

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

Frequently Asked Questions


IOVA and CORT have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IOVA has higher volatility (30.69%) compared to CORT (28.47%). In terms of maximum drawdown, IOVA dropped -99.37% vs CORT's -94.29%.

CORT currently has the higher Sharpe Ratio (0.86 vs 0.63), 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

Find the right allocation for IOVA and CORT

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