SBS vs. CRVS
SBS (Companhia de Saneamento Básico do Estado de São Paulo - SABESP) and CRVS (Corvus Pharmaceuticals, Inc.) are both stocks. SBS operates in Utilities - Regulated Water (Utilities), while CRVS operates in Biotechnology (Healthcare). Over the past 10 years, SBS returned 16.43%/yr vs 0.06%/yr for CRVS. At a 0.11 correlation, their price movements are largely independent.
Performance
SBS vs. CRVS - Performance Comparison
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Returns By Period
In the year-to-date period, SBS achieves a 15.28% return, which is significantly lower than CRVS's 54.94% return. Over the past 10 years, SBS has outperformed CRVS with an annualized return of 16.43%, while CRVS has yielded a comparatively lower 0.06% annualized return.
SBS
- 1D
- -0.18%
- 1M
- -6.98%
- YTD
- 15.28%
- 6M
- 14.60%
- 1Y
- 38.40%
- 3Y*
- 40.12%
- 5Y*
- 32.68%
- 10Y*
- 16.43%
CRVS
- 1D
- 2.84%
- 1M
- -24.68%
- YTD
- 54.94%
- 6M
- 42.53%
- 1Y
- 181.37%
- 3Y*
- 53.32%
- 5Y*
- 33.63%
- 10Y*
- 0.06%
SBS vs. CRVS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBS Companhia de Saneamento Básico do Estado de São Paulo - SABESP | 15.28% | 80.60% | -4.21% | 46.89% | 48.42% | -13.79% | -40.98% | 91.22% | -20.37% | 23.83% |
CRVS Corvus Pharmaceuticals, Inc. | 54.94% | 43.93% | 203.98% | 107.06% | -64.73% | -32.30% | -34.56% | 48.23% | -64.58% | -27.55% |
Correlation
The correlation between SBS and CRVS is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2016 | 0.11 |
Fundamentals
SBS:
$19.24B
CRVS:
$1.07B
SBS:
R$2.48
CRVS:
-$0.53
SBS:
2.27
CRVS:
4.46
SBS:
R$38.70B
CRVS:
$0.00
SBS:
R$13.96B
CRVS:
-$26.00K
SBS:
R$14.87B
CRVS:
-$47.43M
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Return for Risk
SBS vs. CRVS — Risk / Return Rank
SBS
CRVS
SBS vs. CRVS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Companhia de Saneamento Básico do Estado de São Paulo - SABESP (SBS) and Corvus Pharmaceuticals, Inc. (CRVS). 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.
| SBS | CRVS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.13 | ||
| Sortino ratioReturn per unit of downside risk | -2.48 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.48 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.55 | 3.23 | -1.68 |
| Martin ratioReturn relative to average drawdown | 4.65 | 7.03 | -2.38 |
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Drawdowns
SBS vs. CRVS - Drawdown Comparison
The maximum SBS drawdown since its inception was -76.49%, smaller than the maximum CRVS drawdown of -96.97%. Use the drawdown chart below to compare losses from any high point for SBS and CRVS.
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Drawdown Indicators
| SBS | CRVS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.49% | -96.97% | +20.48% |
Max Drawdown (1Y)Largest decline over 1 year | -24.88% | -56.43% | +31.55% |
Max Drawdown (3Y)Largest decline over 3 years | -24.88% | -70.50% | +45.62% |
Max Drawdown (5Y)Largest decline over 5 years | -30.35% | -92.40% | +62.05% |
Max Drawdown (10Y)Largest decline over 10 years | -61.91% | -96.97% | +35.06% |
Current DrawdownCurrent decline from peak | -22.90% | -53.25% | +30.35% |
Average DrawdownAverage peak-to-trough decline | -25.70% | -69.28% | +43.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.28% | 25.91% | -17.63% |
Volatility
SBS vs. CRVS - Volatility Comparison
The current volatility for Companhia de Saneamento Básico do Estado de São Paulo - SABESP (SBS) is 8.92%, while Corvus Pharmaceuticals, Inc. (CRVS) has a volatility of 23.12%. This indicates that SBS experiences smaller price fluctuations and is considered to be less risky than CRVS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SBS | CRVS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.92% | 23.12% | -14.20% |
Volatility (6M)Calculated over the trailing 6-month period | 24.61% | 111.88% | -87.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.86% | 180.64% | -146.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.90% | 131.02% | -94.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.51% | 111.13% | -67.62% |
Dividends
SBS vs. CRVS - Dividend Comparison
SBS's dividend yield for the trailing twelve months is around 2.33%, while CRVS has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CRVS Corvus Pharmaceuticals, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SBS Companhia de Saneamento Básico do Estado de São Paulo - SABESP | 2.33% | 4.68% | 1.96% | 1.66% | 1.88% | 0.97% | 2.93% | 1.99% | 3.86% | 2.76% | 0.65% | 1.91% |
Financials
SBS vs. CRVS - Financials Comparison
This section allows you to compare key financial metrics between Companhia de Saneamento Básico do Estado de São Paulo - SABESP and Corvus Pharmaceuticals, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
SBS and CRVS have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CRVS has higher volatility (23.12%) compared to SBS (8.92%). In terms of maximum drawdown, SBS dropped -76.49% vs CRVS's -96.97%.
SBS currently has the higher Sharpe Ratio (1.14 vs 1.01), 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.
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