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

Performance

MIRM vs. CORT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Mirum Pharmaceuticals, Inc. (MIRM) 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, MIRM achieves a 34.13% return, which is significantly lower than CORT's 228.99% return.


MIRM

1D
-5.90%
1M
-15.64%
6M
2.64%
YTD
34.13%
1Y
103.67%
3Y*
61.89%
5Y*
48.95%
10Y*
ALL TIME*
34.74%

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
$68.27M$72.48M$108.55M

MIRM vs. CORT - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
MIRM
Mirum Pharmaceuticals, Inc.
34.13%91.03%40.07%51.38%22.26%-8.65%-28.79%88.62%
CORT
Corcept Therapeutics Incorporated
228.99%-30.94%55.14%59.92%2.58%-24.31%116.20%13.40%

Correlation

The correlation between MIRM and CORT is 0.35, which is low. Their historical price movements had little consistent relationship.


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

0.35

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

0.30

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

0.28

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2019

0.26

Fundamentals

Market Cap

MIRM:

$6.46B

CORT:

$12.29B

EPS

MIRM:

-$14.43

CORT:

$0.48

PS Ratio

MIRM:

14.31

CORT:

15.92

PB Ratio

MIRM:

25.71

CORT:

19.20

Total Revenue (TTM)

MIRM:

$409.73M

CORT:

$830.81M

Gross Profit (TTM)

MIRM:

-$422.68M

CORT:

$816.73M

EBITDA (TTM)

MIRM:

-$771.51M

CORT:

$23.30M

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Return for Risk

MIRM vs. CORT — Risk / Return Rank

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

MIRM
MIRM Risk / Return Rank: 9292
Overall Rank
MIRM Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
MIRM Sortino Ratio Rank: 9090
Sortino Ratio Rank
MIRM Omega Ratio Rank: 9191
Omega Ratio Rank
MIRM Calmar Ratio Rank: 9595
Calmar Ratio Rank
MIRM Martin Ratio Rank: 9292
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.

MIRM vs. CORT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mirum Pharmaceuticals, Inc. (MIRM) 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.


MIRMCORTDifference
Sharpe ratioReturn per unit of total volatility

+1.40

Sortino ratioReturn per unit of downside risk

+1.23

Omega ratioGain probability vs. loss probability

1.37

1.31

+0.06

Calmar ratioReturn relative to maximum drawdown

5.14

1.10

+4.04

Martin ratioReturn relative to average drawdown

11.27

2.01

+9.27

MIRM vs. CORT - Sharpe Ratio Comparison

The current MIRM Sharpe Ratio is 2.27, which is higher than the CORT Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of MIRM 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

MIRM vs. CORT - Drawdown Comparison

The maximum MIRM drawdown since its inception was -63.78%, smaller than the maximum CORT drawdown of -94.29%. Use the drawdown chart below to compare losses from any high point for MIRM and CORT.


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Drawdown Indicators


MIRMCORTDifference

Max Drawdown

Largest peak-to-trough decline

-63.78%

-94.29%

+30.51%

Max Drawdown (1Y)

Largest decline over 1 year

-20.55%

-64.40%

+43.85%

Max Drawdown (3Y)

Largest decline over 3 years

-32.52%

-71.85%

+39.33%

Max Drawdown (5Y)

Largest decline over 5 years

-40.25%

-71.85%

+31.60%

Max Drawdown (10Y)

Largest decline over 10 years

-71.85%

Current Drawdown

Current decline from peak

-17.59%

-3.24%

-14.35%

Average Drawdown

Average peak-to-trough decline

-19.97%

-53.26%

+33.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.35%

35.24%

-25.89%

Volatility

MIRM vs. CORT - Volatility Comparison

The current volatility for Mirum Pharmaceuticals, Inc. (MIRM) is 13.55%, while Corcept Therapeutics Incorporated (CORT) has a volatility of 28.47%. This indicates that MIRM 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


MIRMCORTDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.55%

28.47%

-14.92%

Volatility (6M)

Calculated over the trailing 6-month period

36.27%

48.65%

-12.38%

Volatility (1Y)

Calculated over the trailing 1-year period

46.62%

82.04%

-35.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.81%

75.77%

-23.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

73.58%

67.83%

+5.75%

Dividends

MIRM vs. CORT - Dividend Comparison

Neither MIRM nor CORT has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

MIRM vs. CORT - Financials Comparison

This section allows you to compare key financial metrics between Mirum Pharmaceuticals, 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


MIRM and CORT have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CORT has higher volatility (28.47%) compared to MIRM (13.55%). In terms of maximum drawdown, MIRM dropped -63.78% vs CORT's -94.29%.

MIRM currently has the higher Sharpe Ratio (2.27 vs 0.86), 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 MIRM and CORT

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