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

Correlation

The correlation between IOVA and CORT is 0.21, 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.


-0.50.00.51.00.2

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.

0.00%20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-7.83%
71.11%
IOVA
CORT

Key characteristics

Sharpe Ratio

IOVA:

0.03

CORT:

1.22

Sortino Ratio

IOVA:

0.78

CORT:

1.72

Omega Ratio

IOVA:

1.09

CORT:

1.25

Calmar Ratio

IOVA:

0.03

CORT:

1.77

Martin Ratio

IOVA:

0.07

CORT:

3.70

Ulcer Index

IOVA:

38.72%

CORT:

17.98%

Daily Std Dev

IOVA:

88.51%

CORT:

54.66%

Max Drawdown

IOVA:

-99.37%

CORT:

-94.28%

Current Drawdown

IOVA:

-95.36%

CORT:

-15.53%

Fundamentals

Market Cap

IOVA:

$2.39B

CORT:

$5.78B

EPS

IOVA:

-$1.48

CORT:

$1.26

PEG Ratio

IOVA:

0.00

CORT:

0.61

Total Revenue (TTM)

IOVA:

$90.86M

CORT:

$628.56M

Gross Profit (TTM)

IOVA:

-$12.33M

CORT:

$618.75M

EBITDA (TTM)

IOVA:

-$396.36M

CORT:

$144.05M

Returns By Period

In the year-to-date period, IOVA achieves a -9.23% return, which is significantly lower than CORT's 58.25% return. Over the past 10 years, IOVA has underperformed CORT with an annualized return of -0.81%, while CORT has yielded a comparatively higher 33.48% annualized return.


IOVA

YTD

-9.23%

1M

-9.34%

6M

-7.87%

1Y

-6.46%

5Y*

-24.19%

10Y*

-0.81%

CORT

YTD

58.25%

1M

-8.36%

6M

71.11%

1Y

62.35%

5Y*

32.53%

10Y*

33.48%

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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.


Sharpe ratio
The chart of Sharpe ratio for IOVA, currently valued at 0.03, compared to the broader market-4.00-2.000.002.000.031.22
The chart of Sortino ratio for IOVA, currently valued at 0.78, compared to the broader market-4.00-2.000.002.004.000.781.72
The chart of Omega ratio for IOVA, currently valued at 1.09, compared to the broader market0.501.001.502.001.091.25
The chart of Calmar ratio for IOVA, currently valued at 0.03, compared to the broader market0.002.004.006.000.031.77
The chart of Martin ratio for IOVA, currently valued at 0.07, compared to the broader market-5.000.005.0010.0015.0020.0025.000.073.70
IOVA
CORT

The current IOVA Sharpe Ratio is 0.03, which is lower than the CORT Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of IOVA and CORT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.03
1.22
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 -99.37%, 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%JulyAugustSeptemberOctoberNovemberDecember
-95.36%
-15.53%
IOVA
CORT

Volatility

IOVA vs. CORT - Volatility Comparison

Iovance Biotherapeutics, Inc. (IOVA) has a higher volatility of 17.60% compared to Corcept Therapeutics Incorporated (CORT) at 11.43%. 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%JulyAugustSeptemberOctoberNovemberDecember
17.60%
11.43%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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