SUPN vs. CORT
SUPN (Supernus Pharmaceuticals, Inc.) and CORT (Corcept Therapeutics Incorporated) are both stocks. Both are in the Healthcare sector — SUPN in Drug Manufacturers - Specialty & Generic, CORT in Biotechnology. Over the past 10 years, SUPN returned 8.47%/yr vs 28.72%/yr for CORT. At a 0.31 correlation, their price movements are largely independent.
Performance
SUPN vs. CORT - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SUPN achieves a -11.40% return, which is significantly lower than CORT's 108.76% return. Over the past 10 years, SUPN has underperformed CORT with an annualized return of 8.47%, while CORT has yielded a comparatively higher 28.72% annualized return.
SUPN
- 1D
- -0.08%
- 1M
- -9.45%
- YTD
- -11.40%
- 6M
- -1.62%
- 1Y
- 36.63%
- 3Y*
- 9.51%
- 5Y*
- 8.06%
- 10Y*
- 8.47%
CORT
- 1D
- 2.04%
- 1M
- 40.79%
- YTD
- 108.76%
- 6M
- -13.17%
- 1Y
- 4.52%
- 3Y*
- 46.18%
- 5Y*
- 27.68%
- 10Y*
- 28.72%
SUPN vs. CORT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SUPN Supernus Pharmaceuticals, Inc. | -11.40% | 37.44% | 24.95% | -18.87% | 22.33% | 15.90% | 6.07% | -28.60% | -16.64% | 57.82% |
CORT Corcept Therapeutics Incorporated | 108.76% | -30.94% | 55.14% | 59.92% | 2.58% | -24.31% | 116.20% | -9.43% | -26.02% | 148.76% |
Correlation
The correlation between SUPN and CORT is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since May 2, 2012 | 0.31 |
The correlation between SUPN and CORT shifts across timeframes, from 0.19 (1 year) to 0.33 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
SUPN:
$2.54B
CORT:
$7.59B
SUPN:
-$0.51
CORT:
$0.41
SUPN:
3.23
CORT:
10.96
SUPN:
2.36
CORT:
11.89
SUPN:
$776.83M
CORT:
$769.10M
SUPN:
$665.28M
CORT:
$755.64M
SUPN:
$78.83M
CORT:
$3.66M
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
SUPN vs. CORT — Risk / Return Rank
SUPN
CORT
SUPN vs. CORT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Supernus Pharmaceuticals, Inc. (SUPN) 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.
| SUPN | CORT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.96 | ||
| Sortino ratioReturn per unit of downside risk | +0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.14 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.62 | 0.07 | +1.55 |
| Martin ratioReturn relative to average drawdown | 3.39 | 0.13 | +3.27 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| SUPN | CORT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 0.06 | +0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.23 | 0.37 | -0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | 0.43 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.11 | +0.17 |
Drawdowns
SUPN vs. CORT - Drawdown Comparison
The maximum SUPN drawdown since its inception was -75.86%, smaller than the maximum CORT drawdown of -94.28%. Use the drawdown chart below to compare losses from any high point for SUPN and CORT.
Loading charts...
Drawdown Indicators
| SUPN | CORT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -75.86% | -94.28% | +18.42% |
Max Drawdown (1Y)Largest decline over 1 year | -22.75% | -64.40% | +41.65% |
Max Drawdown (3Y)Largest decline over 3 years | -36.16% | -71.85% | +35.69% |
Max Drawdown (5Y)Largest decline over 5 years | -45.94% | -71.85% | +25.91% |
Max Drawdown (10Y)Largest decline over 10 years | -75.86% | -71.85% | -4.01% |
Current DrawdownCurrent decline from peak | -26.42% | -36.39% | +9.97% |
Average DrawdownAverage peak-to-trough decline | -36.76% | -53.45% | +16.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.82% | 35.28% | -24.46% |
Volatility
SUPN vs. CORT - Volatility Comparison
The current volatility for Supernus Pharmaceuticals, Inc. (SUPN) is 10.31%, while Corcept Therapeutics Incorporated (CORT) has a volatility of 16.23%. This indicates that SUPN 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.
Loading charts...
Volatility by Period
| SUPN | CORT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.31% | 16.23% | -5.92% |
Volatility (6M)Calculated over the trailing 6-month period | 22.30% | 85.05% | -62.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.17% | 76.53% | -40.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.23% | 74.50% | -39.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.85% | 67.20% | -23.35% |
Dividends
SUPN vs. CORT - Dividend Comparison
Neither SUPN nor CORT has paid dividends to shareholders.
Financials
SUPN vs. CORT - Financials Comparison
This section allows you to compare key financial metrics between Supernus 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.
Total Revenue: Total amount of money received from sales and other business activities
SUPN vs. CORT - Profitability Comparison
SUPN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Supernus Pharmaceuticals, Inc. reported a gross profit of 184.31M and revenue of 207.71M. Therefore, the gross margin over that period was 88.7%.
CORT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Corcept Therapeutics Incorporated reported a gross profit of 162.02M and revenue of 164.90M. Therefore, the gross margin over that period was 98.3%.
SUPN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Supernus Pharmaceuticals, Inc. reported an operating income of -8.33M and revenue of 207.71M, resulting in an operating margin of -4.0%.
CORT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Corcept Therapeutics Incorporated reported an operating income of -49.60M and revenue of 164.90M, resulting in an operating margin of -30.1%.
SUPN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Supernus Pharmaceuticals, Inc. reported a net income of -2.29M and revenue of 207.71M, resulting in a net margin of -1.1%.
CORT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Corcept Therapeutics Incorporated reported a net income of -31.20M and revenue of 164.90M, resulting in a net margin of -18.9%.
Frequently Asked Questions
SUPN and CORT have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CORT has higher volatility (16.23%) compared to SUPN (10.31%). In terms of maximum drawdown, SUPN dropped -75.86% vs CORT's -94.28%.
SUPN currently has the higher Sharpe Ratio (1.02 vs 0.06), 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 SUPN and CORT
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