PHIO vs. CPRT

Last updated Jun 3, 2026

PHIO (Phio Pharmaceuticals Corp.) and CPRT (Copart, Inc.) are both stocks. PHIO operates in Biotechnology (Healthcare), while CPRT operates in Specialty Business Services (Industrials). Over the past 10 years, PHIO returned -68.82%/yr vs 17.60%/yr for CPRT. At a 0.11 correlation, their price movements are largely independent.

Performance

PHIO vs. CPRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Phio Pharmaceuticals Corp. (PHIO) and Copart, Inc. (CPRT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, PHIO achieves a 6.67% return, which is significantly higher than CPRT's -21.17% return. Over the past 10 years, PHIO has underperformed CPRT with an annualized return of -68.82%, while CPRT has yielded a comparatively higher 17.60% annualized return.

PHIO

• 1D: -0.88%
• 1M: -1.75%
• YTD: 6.67%
• 6M: -8.94%
• 1Y: -45.37%
• 3Y*: -66.60%
• 5Y*: -65.65%
• 10Y*: -68.82%

CPRT

• 1D: -4.52%
• 1M: -7.24%
• YTD: -21.17%
• 6M: -20.79%
• 1Y: -39.25%
• 3Y*: -11.16%
• 5Y*: -0.03%
• 10Y*: 17.60%

*Multi-year figures are annualized to reflect compound growth (CAGR)

PHIO vs. CPRT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PHIO Phio Pharmaceuticals Corp.	6.67%	-41.67%	-73.68%	-82.97%	-62.80%	-62.83%	-71.40%	-48.17%	-94.07%	-22.21%
CPRT Copart, Inc.	-21.17%	-31.78%	17.12%	60.95%	-19.68%	19.15%	39.93%	90.33%	10.63%	55.89%

Correlation

The correlation between PHIO and CPRT is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.17
Correlation (3Y) Calculated over the trailing 3-year period	0.07
Correlation (5Y) Calculated over the trailing 5-year period	0.10
Correlation (10Y) Calculated over the trailing 10-year period	0.11
Correlation (All Time) Calculated using the full available price history since May 11, 2012	0.11

The correlation between PHIO and CPRT shifts across timeframes, from 0.07 (3 years) to 0.17 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap PHIO : $13.01M CPRT : $29.79B
EPS PHIO : -$1.31 CPRT : $1.59
PB Ratio PHIO : 0.79 CPRT : 3.39
Total Revenue (TTM) PHIO : $0.00 CPRT : $4.64B
Gross Profit (TTM) PHIO : -$1.08M CPRT : $2.11B
EBITDA (TTM) PHIO : -$7.23M CPRT : $2.00B

Return for Risk

PHIO vs. CPRT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

PHIO

PHIO Risk / Return Rank: 20
PHIO Sharpe Ratio Rank: 18
PHIO Sortino Ratio Rank: 20
PHIO Omega Ratio Rank: 21
PHIO Calmar Ratio Rank: 18
PHIO Martin Ratio Rank: 22

CPRT

CPRT Risk / Return Rank: 1
CPRT Sharpe Ratio Rank: 0
CPRT Sortino Ratio Rank: 1
CPRT Omega Ratio Rank: 2
CPRT Calmar Ratio Rank: 0
CPRT Martin Ratio Rank: 2

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

PHIO vs. CPRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Phio Pharmaceuticals Corp. (PHIO) 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.

	PHIO	CPRT	Difference
Sharpe ratio Return per unit of total volatility	-0.53	-1.67	+1.14
Sortino ratio Return per unit of downside risk	-0.46	-2.46	+1.99
Omega ratio Gain probability vs. loss probability	0.95	0.70	+0.24
Calmar ratio Return relative to maximum drawdown	-0.62	-1.01	+0.39
Martin ratio Return relative to average drawdown	-0.91	-1.80	+0.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PHIO vs. CPRT - Sharpe Ratio Comparison

The current PHIO Sharpe Ratio is -0.53, which is higher than the CPRT Sharpe Ratio of -1.67. The chart below compares the historical Sharpe Ratios of PHIO and CPRT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PHIO	CPRT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.53	-1.67	+1.14
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.36	-0.00	-0.36
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.46	0.64	-1.10
Sharpe Ratio (All Time) Calculated using the full available price history	-0.25	0.48	-0.73

Drawdowns

PHIO vs. CPRT - Drawdown Comparison

The maximum PHIO drawdown since its inception was -100.00%, which is greater than CPRT's maximum drawdown of -72.49%. Use the drawdown chart below to compare losses from any high point for PHIO and CPRT.

Drawdown Indicators

	PHIO	CPRT	Difference
Max Drawdown Largest peak-to-trough decline	-100.00%	-72.49%	-27.51%
Max Drawdown (1Y) Largest decline over 1 year	-71.05%	-39.50%	-31.55%
Max Drawdown (3Y) Largest decline over 3 years	-97.15%	-51.66%	-45.49%
Max Drawdown (5Y) Largest decline over 5 years	-99.67%	-51.66%	-48.01%
Max Drawdown (10Y) Largest decline over 10 years	-100.00%	-51.66%	-48.34%
Current Drawdown Current decline from peak	-100.00%	-51.66%	-48.34%
Average Drawdown Average peak-to-trough decline	-91.33%	-16.54%	-74.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	48.14%	22.27%	+25.87%

Volatility

PHIO vs. CPRT - Volatility Comparison

Phio Pharmaceuticals Corp. (PHIO) has a higher volatility of 11.39% compared to Copart, Inc. (CPRT) at 8.73%. This indicates that PHIO'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.

Volatility by Period

	PHIO	CPRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.39%	8.73%	+2.66%
Volatility (6M) Calculated over the trailing 6-month period	64.55%	18.59%	+45.96%
Volatility (1Y) Calculated over the trailing 1-year period	86.33%	23.57%	+62.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	183.79%	25.94%	+157.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	150.20%	27.43%	+122.77%

Dividends

PHIO vs. CPRT - Dividend Comparison

Neither PHIO nor CPRT has paid dividends to shareholders.

Tickers have no history of dividend payments

Financials

Frequently Asked Questions

Can I hold both PHIO and CPRT in my portfolio?

PHIO and CPRT have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PHIO or CPRT?

PHIO has higher volatility (11.39%) compared to CPRT (8.73%). In terms of maximum drawdown, PHIO dropped -100.00% vs CPRT's -72.49%.

Which has better risk-adjusted returns?

PHIO currently has the higher Sharpe Ratio (-0.53 vs -1.67), 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.