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TXMD vs. CORT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TXMD and CORT is 0.18, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

TXMD vs. CORT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TherapeuticsMD, Inc. (TXMD) and Corcept Therapeutics Incorporated (CORT). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%SeptemberOctoberNovemberDecember2025February
-33.33%
114.07%
TXMD
CORT

Key characteristics

Sharpe Ratio

TXMD:

-0.55

CORT:

4.52

Sortino Ratio

TXMD:

-0.95

CORT:

4.72

Omega Ratio

TXMD:

0.89

CORT:

1.58

Calmar Ratio

TXMD:

-0.54

CORT:

6.00

Martin Ratio

TXMD:

-1.39

CORT:

28.27

Ulcer Index

TXMD:

38.83%

CORT:

7.62%

Daily Std Dev

TXMD:

98.62%

CORT:

47.52%

Max Drawdown

TXMD:

-99.99%

CORT:

-94.28%

Current Drawdown

TXMD:

-99.99%

CORT:

-1.21%

Fundamentals

Market Cap

TXMD:

$11.88M

CORT:

$7.71B

EPS

TXMD:

-$0.35

CORT:

$1.24

PEG Ratio

TXMD:

-0.73

CORT:

0.61

Total Revenue (TTM)

TXMD:

$1.09M

CORT:

$493.15M

Gross Profit (TTM)

TXMD:

$961.00K

CORT:

$485.22M

EBITDA (TTM)

TXMD:

-$2.01M

CORT:

$111.81M

Returns By Period

In the year-to-date period, TXMD achieves a 19.77% return, which is significantly lower than CORT's 44.31% return. Over the past 10 years, TXMD has underperformed CORT with an annualized return of -41.91%, while CORT has yielded a comparatively higher 36.58% annualized return.


TXMD

YTD

19.77%

1M

-7.21%

6M

-37.95%

1Y

-54.02%

5Y*

-61.73%

10Y*

-41.91%

CORT

YTD

44.31%

1M

35.22%

6M

114.07%

1Y

197.30%

5Y*

40.49%

10Y*

36.58%

*Annualized

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Risk-Adjusted Performance

TXMD vs. CORT — Risk-Adjusted Performance Rank

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

TXMD
The Risk-Adjusted Performance Rank of TXMD is 1212
Overall Rank
The Sharpe Ratio Rank of TXMD is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of TXMD is 1111
Sortino Ratio Rank
The Omega Ratio Rank of TXMD is 1212
Omega Ratio Rank
The Calmar Ratio Rank of TXMD is 1414
Calmar Ratio Rank
The Martin Ratio Rank of TXMD is 77
Martin Ratio Rank

CORT
The Risk-Adjusted Performance Rank of CORT is 9898
Overall Rank
The Sharpe Ratio Rank of CORT is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of CORT is 9898
Sortino Ratio Rank
The Omega Ratio Rank of CORT is 9696
Omega Ratio Rank
The Calmar Ratio Rank of CORT is 9999
Calmar Ratio Rank
The Martin Ratio Rank of CORT is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TXMD vs. CORT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TherapeuticsMD, Inc. (TXMD) 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.


Sharpe ratio
The chart of Sharpe ratio for TXMD, currently valued at -0.55, compared to the broader market-2.000.002.004.00-0.554.52
The chart of Sortino ratio for TXMD, currently valued at -0.95, compared to the broader market-6.00-4.00-2.000.002.004.006.00-0.954.72
The chart of Omega ratio for TXMD, currently valued at 0.89, compared to the broader market0.501.001.502.000.891.58
The chart of Calmar ratio for TXMD, currently valued at -0.54, compared to the broader market0.002.004.006.00-0.546.00
The chart of Martin ratio for TXMD, currently valued at -1.39, compared to the broader market-10.000.0010.0020.0030.00-1.3928.27
TXMD
CORT

The current TXMD Sharpe Ratio is -0.55, which is lower than the CORT Sharpe Ratio of 4.52. The chart below compares the historical Sharpe Ratios of TXMD and CORT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.005.00SeptemberOctoberNovemberDecember2025February
-0.55
4.52
TXMD
CORT

Dividends

TXMD vs. CORT - Dividend Comparison

Neither TXMD nor CORT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

TXMD vs. CORT - Drawdown Comparison

The maximum TXMD drawdown since its inception was -99.99%, which is greater than CORT's maximum drawdown of -94.28%. Use the drawdown chart below to compare losses from any high point for TXMD and CORT. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-99.99%
-1.21%
TXMD
CORT

Volatility

TXMD vs. CORT - Volatility Comparison

The current volatility for TherapeuticsMD, Inc. (TXMD) is 14.31%, while Corcept Therapeutics Incorporated (CORT) has a volatility of 18.90%. This indicates that TXMD 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.


0.00%20.00%40.00%60.00%80.00%SeptemberOctoberNovemberDecember2025February
14.31%
18.90%
TXMD
CORT

Financials

TXMD vs. CORT - Financials Comparison

This section allows you to compare key financial metrics between TherapeuticsMD, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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