TCRX vs. CWCO
TCRX (TScan Therapeutics, Inc.) and CWCO (Consolidated Water Co. Ltd.) are both stocks. TCRX operates in Biotechnology (Healthcare), while CWCO operates in Utilities - Regulated Water (Utilities). Over the past 5 years, TCRX returned -40.18%/yr vs 20.46%/yr for CWCO. Their 0.12 correlation means their historical movements had little consistent relationship.
Performance
TCRX vs. CWCO - Performance Comparison
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Returns By Period
In the year-to-date period, TCRX achieves a -25.70% return, which is significantly lower than CWCO's -16.18% return.
TCRX
- 1D
- -1.68%
- 1M
- -29.91%
- 6M
- -27.16%
- YTD
- -25.70%
- 1Y
- -54.14%
- 3Y*
- -30.25%
- 5Y*
- -40.18%
- 10Y*
- —
- ALL TIME*
- -42.42%
CWCO
- 1D
- -1.38%
- 1M
- -0.82%
- 6M
- -22.22%
- YTD
- -16.18%
- 1Y
- 4.46%
- 3Y*
- 16.21%
- 5Y*
- 20.46%
- 10Y*
- 10.38%
- ALL TIME*
- 11.41%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.56M | $2.49M | $3.07M | |
| $483.88K | $783.24K | $715.38K |
TCRX vs. CWCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
TCRX TScan Therapeutics, Inc. | -25.70% | -67.11% | -47.86% | 276.13% | -65.56% | -62.50% |
CWCO Consolidated Water Co. Ltd. | -16.18% | 38.70% | -26.46% | 144.17% | 42.62% | -11.01% |
Correlation
The correlation between TCRX and CWCO is 0.23, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.23 |
Correlation (3Y) Balances recent behavior with more history. | 0.16 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.12 |
Correlation (All Time) Calculated using the full available price history since Jul 16, 2021 | 0.12 |
The correlation between TCRX and CWCO shifts across timeframes, from 0.12 (all time) to 0.23 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
TCRX:
$45.38M
CWCO:
$467.21M
TCRX:
-$0.96
CWCO:
$1.62
TCRX:
11.83
CWCO:
2.43
TCRX:
$8.15M
CWCO:
$128.33M
TCRX:
$6.66M
CWCO:
$46.99M
TCRX:
-$129.32M
CWCO:
$22.17M
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Return for Risk
TCRX vs. CWCO — Risk / Return Rank
TCRX
CWCO
TCRX vs. CWCO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TScan Therapeutics, Inc. (TCRX) and Consolidated Water Co. Ltd. (CWCO). 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.
| TCRX | CWCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -1.02 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.04 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.81 | 0.08 | -0.90 |
| Martin ratioReturn relative to average drawdown | -1.13 | 0.17 | -1.30 |
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Drawdowns
TCRX vs. CWCO - Drawdown Comparison
The maximum TCRX drawdown since its inception was -94.50%, which is greater than CWCO's maximum drawdown of -81.47%. Use the drawdown chart below to compare losses from any high point for TCRX and CWCO.
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Drawdown Indicators
| TCRX | CWCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.50% | -81.47% | -13.03% |
Max Drawdown (1Y)Largest decline over 1 year | -70.57% | -25.29% | -45.28% |
Max Drawdown (3Y)Largest decline over 3 years | -92.20% | -38.23% | -53.97% |
Max Drawdown (5Y)Largest decline over 5 years | -94.50% | -38.23% | -56.27% |
Max Drawdown (10Y)Largest decline over 10 years | — | -47.74% | — |
Current DrawdownCurrent decline from peak | -94.49% | -23.33% | -71.16% |
Average DrawdownAverage peak-to-trough decline | -72.60% | -38.20% | -34.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 50.61% | 12.63% | +37.98% |
Volatility
TCRX vs. CWCO - Volatility Comparison
TScan Therapeutics, Inc. (TCRX) has a higher volatility of 29.00% compared to Consolidated Water Co. Ltd. (CWCO) at 5.57%. This indicates that TCRX's price experiences larger fluctuations and is considered to be riskier than CWCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TCRX | CWCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 29.00% | 5.57% | +23.43% |
Volatility (6M)Calculated over the trailing 6-month period | 58.13% | 21.76% | +36.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 87.54% | 29.45% | +58.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 98.46% | 37.26% | +61.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 98.32% | 37.86% | +60.46% |
Dividends
TCRX vs. CWCO - Dividend Comparison
TCRX has not paid dividends to shareholders, while CWCO's dividend yield for the trailing twelve months is around 1.92%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CWCO Consolidated Water Co. Ltd. | 1.92% | 1.42% | 1.16% | 1.01% | 2.30% | 3.20% | 2.82% | 2.09% | 3.64% | 1.79% | 2.76% | 2.45% |
TCRX TScan Therapeutics, 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% |
Financials
TCRX vs. CWCO - Financials Comparison
This section allows you to compare key financial metrics between TScan Therapeutics, Inc. and Consolidated Water Co. Ltd.. 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
TCRX and CWCO have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TCRX has higher volatility (29.00%) compared to CWCO (5.57%). In terms of maximum drawdown, TCRX dropped -94.50% vs CWCO's -81.47%.
CWCO currently has the higher Sharpe Ratio (0.07 vs -0.66), 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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