TXMD vs. CORT
TXMD (TherapeuticsMD, Inc.) and CORT (Corcept Therapeutics Incorporated) are both stocks. Both are in the Healthcare sector — TXMD in Drug Manufacturers - Specialty & Generic, CORT in Biotechnology. Over the past 10 years, TXMD returned -41.99%/yr vs 28.72%/yr for CORT. At a 0.14 correlation, their price movements are largely independent.
Performance
TXMD vs. CORT - Performance Comparison
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Returns By Period
In the year-to-date period, TXMD achieves a 20.86% return, which is significantly lower than CORT's 108.76% return. Over the past 10 years, TXMD has underperformed CORT with an annualized return of -41.99%, while CORT has yielded a comparatively higher 28.72% annualized return.
TXMD
- 1D
- -3.43%
- 1M
- -2.48%
- YTD
- 20.86%
- 6M
- 23.90%
- 1Y
- 82.41%
- 3Y*
- -23.50%
- 5Y*
- -49.59%
- 10Y*
- -41.99%
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%
TXMD vs. CORT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TXMD TherapeuticsMD, Inc. | 20.86% | 89.53% | -61.78% | -59.75% | -68.55% | -70.62% | -50.00% | -36.48% | -36.92% | 4.68% |
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 TXMD and CORT is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 2004 | 0.14 |
Fundamentals
TXMD:
$22.93M
CORT:
$7.59B
TXMD:
$0.02
CORT:
$0.41
TXMD:
127.55
CORT:
177.15
TXMD:
0.15
CORT:
88.25
TXMD:
8.68
CORT:
10.96
TXMD:
0.85
CORT:
11.89
TXMD:
$2.63M
CORT:
$769.10M
TXMD:
$2.63M
CORT:
$755.64M
TXMD:
-$3.12M
CORT:
$3.66M
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Return for Risk
TXMD vs. CORT — Risk / Return Rank
TXMD
CORT
TXMD vs. CORT - Risk-Adjusted Trends 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.
| TXMD | CORT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.07 | ||
| Sortino ratioReturn per unit of downside risk | +1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.14 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.80 | 0.07 | +2.73 |
| Martin ratioReturn relative to average drawdown | 5.18 | 0.13 | +5.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TXMD | CORT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 0.06 | +1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.26 | 0.37 | -0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.29 | 0.43 | -0.72 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.00 | 0.11 | -0.12 |
Drawdowns
TXMD vs. CORT - Drawdown Comparison
The maximum TXMD drawdown since its inception was -99.89%, 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.
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Drawdown Indicators
| TXMD | CORT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.89% | -94.28% | -5.61% |
Max Drawdown (1Y)Largest decline over 1 year | -29.60% | -64.40% | +34.80% |
Max Drawdown (3Y)Largest decline over 3 years | -83.70% | -71.85% | -11.85% |
Max Drawdown (5Y)Largest decline over 5 years | -98.96% | -71.85% | -27.11% |
Max Drawdown (10Y)Largest decline over 10 years | -99.84% | -71.85% | -27.99% |
Current DrawdownCurrent decline from peak | -99.64% | -36.39% | -63.25% |
Average DrawdownAverage peak-to-trough decline | -61.19% | -53.45% | -7.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.97% | 35.28% | -19.31% |
Volatility
TXMD vs. CORT - Volatility Comparison
The current volatility for TherapeuticsMD, Inc. (TXMD) is 8.39%, while Corcept Therapeutics Incorporated (CORT) has a volatility of 16.23%. 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.
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Volatility by Period
| TXMD | CORT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.39% | 16.23% | -7.84% |
Volatility (6M)Calculated over the trailing 6-month period | 44.41% | 85.05% | -40.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 73.45% | 76.53% | -3.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 189.34% | 74.50% | +114.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 145.76% | 67.20% | +78.56% |
Dividends
TXMD vs. CORT - Dividend Comparison
Neither TXMD nor CORT has paid dividends to shareholders.
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
TXMD and CORT have a correlation of 0.12, 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 TXMD (8.39%). In terms of maximum drawdown, TXMD dropped -99.89% vs CORT's -94.28%.
TXMD currently has the higher Sharpe Ratio (1.13 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.
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