STGW vs. CRVL
STGW (Stagwell Inc.) and CRVL (CorVel Corporation) are both stocks. STGW operates in Advertising Agencies (Communication Services), while CRVL operates in Insurance Brokers (Financial Services). Over the past 3 years, STGW returned -2.61%/yr vs -4.79%/yr for CRVL. At a 0.29 correlation, their price movements are largely independent.
Performance
STGW vs. CRVL - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, STGW achieves a 36.20% return, which is significantly higher than CRVL's -14.88% return.
STGW
- 1D
- -0.75%
- 1M
- 2.30%
- YTD
- 36.20%
- 6M
- 30.59%
- 1Y
- 49.66%
- 3Y*
- -2.61%
- 5Y*
- —
- 10Y*
- —
CRVL
- 1D
- -1.58%
- 1M
- -8.19%
- YTD
- -14.88%
- 6M
- -15.89%
- 1Y
- -43.59%
- 3Y*
- -4.79%
- 5Y*
- 6.12%
- 10Y*
- 15.00%
STGW vs. CRVL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
STGW Stagwell Inc. | 36.20% | -25.68% | -0.75% | 6.76% | -28.37% | 32.77% |
CRVL CorVel Corporation | -14.88% | -39.18% | 35.02% | 70.10% | -30.13% | 46.06% |
Correlation
The correlation between STGW and CRVL is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2021 | 0.29 |
Fundamentals
STGW:
$1.67B
CRVL:
$2.95B
STGW:
$0.07
CRVL:
$2.14
STGW:
90.06
CRVL:
26.95
STGW:
0.16
CRVL:
1.82
STGW:
0.58
CRVL:
3.10
STGW:
2.31
CRVL:
7.49
STGW:
$2.96B
CRVL:
$958.53M
STGW:
$1.07B
CRVL:
$232.86M
STGW:
$305.16M
CRVL:
$166.41M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
STGW vs. CRVL — Risk / Return Rank
STGW
CRVL
STGW vs. CRVL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Stagwell Inc. (STGW) and CorVel Corporation (CRVL). 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.
| STGW | CRVL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.95 | ||
| Sortino ratioReturn per unit of downside risk | +2.94 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 0.79 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | -0.78 | +2.14 |
| Martin ratioReturn relative to average drawdown | 3.93 | -1.23 | +5.16 |
Loading charts...
Drawdowns
STGW vs. CRVL - Drawdown Comparison
The maximum STGW drawdown since its inception was -62.11%, smaller than the maximum CRVL drawdown of -67.12%. Use the drawdown chart below to compare losses from any high point for STGW and CRVL.
Loading charts...
Drawdown Indicators
| STGW | CRVL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.11% | -67.12% | +5.01% |
Max Drawdown (1Y)Largest decline over 1 year | -36.78% | -56.07% | +19.29% |
Max Drawdown (3Y)Largest decline over 3 years | -50.92% | -64.19% | +13.27% |
Max Drawdown (5Y)Largest decline over 5 years | — | -64.19% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -64.19% | — |
Current DrawdownCurrent decline from peak | -37.23% | -55.16% | +17.93% |
Average DrawdownAverage peak-to-trough decline | -37.95% | -20.39% | -17.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.67% | 35.51% | -22.84% |
Volatility
STGW vs. CRVL - Volatility Comparison
Stagwell Inc. (STGW) has a higher volatility of 14.75% compared to CorVel Corporation (CRVL) at 12.25%. This indicates that STGW's price experiences larger fluctuations and is considered to be riskier than CRVL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| STGW | CRVL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.75% | 12.25% | +2.50% |
Volatility (6M)Calculated over the trailing 6-month period | 41.09% | 39.09% | +2.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.50% | 41.32% | +15.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.40% | 33.36% | +22.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.40% | 34.42% | +20.98% |
Dividends
STGW vs. CRVL - Dividend Comparison
Neither STGW nor CRVL has paid dividends to shareholders.
Financials
STGW vs. CRVL - Financials Comparison
This section allows you to compare key financial metrics between Stagwell Inc. and CorVel Corporation. 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
STGW vs. CRVL - Profitability Comparison
STGW - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Stagwell Inc. reported a gross profit of 244.61M and revenue of 704.14M. Therefore, the gross margin over that period was 34.7%.
CRVL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CorVel Corporation reported a gross profit of 63.01M and revenue of 248.55M. Therefore, the gross margin over that period was 25.4%.
STGW - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Stagwell Inc. reported an operating income of 9.64M and revenue of 704.14M, resulting in an operating margin of 1.4%.
CRVL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CorVel Corporation reported an operating income of 39.72M and revenue of 248.55M, resulting in an operating margin of 16.0%.
STGW - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Stagwell Inc. reported a net income of -12.97M and revenue of 704.14M, resulting in a net margin of -1.8%.
CRVL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CorVel Corporation reported a net income of 31.03M and revenue of 248.55M, resulting in a net margin of 12.5%.
Frequently Asked Questions
STGW and CRVL have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STGW has higher volatility (14.75%) compared to CRVL (12.25%). In terms of maximum drawdown, STGW dropped -62.11% vs CRVL's -67.12%.
STGW currently has the higher Sharpe Ratio (0.89 vs -1.06), 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.
Find the right allocation for STGW and CRVL
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer