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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.

0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-40.00%
67.49%
TXMD
CORT

Key characteristics

Sharpe Ratio

TXMD:

-1.23

CORT:

1.11

Sortino Ratio

TXMD:

-2.09

CORT:

1.63

Omega Ratio

TXMD:

0.77

CORT:

1.24

Calmar Ratio

TXMD:

-0.54

CORT:

1.62

Martin Ratio

TXMD:

-1.70

CORT:

3.37

Ulcer Index

TXMD:

31.93%

CORT:

18.01%

Daily Std Dev

TXMD:

44.21%

CORT:

54.63%

Max Drawdown

TXMD:

-99.99%

CORT:

-94.28%

Current Drawdown

TXMD:

-99.99%

CORT:

-16.35%

Fundamentals

Market Cap

TXMD:

$13.15M

CORT:

$5.78B

EPS

TXMD:

-$0.35

CORT:

$1.26

PEG Ratio

TXMD:

-0.73

CORT:

0.61

Total Revenue (TTM)

TXMD:

$1.60M

CORT:

$628.56M

Gross Profit (TTM)

TXMD:

$826.00K

CORT:

$618.75M

EBITDA (TTM)

TXMD:

-$2.99M

CORT:

$144.05M

Returns By Period

In the year-to-date period, TXMD achieves a -51.33% return, which is significantly lower than CORT's 56.71% return. Over the past 10 years, TXMD has underperformed CORT with an annualized return of -41.00%, while CORT has yielded a comparatively higher 32.64% annualized return.


TXMD

YTD

-51.33%

1M

-20.07%

6M

-39.50%

1Y

-52.60%

5Y*

-61.16%

10Y*

-41.00%

CORT

YTD

56.71%

1M

-11.54%

6M

66.39%

1Y

55.37%

5Y*

32.24%

10Y*

32.64%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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 -1.23, compared to the broader market-4.00-2.000.002.00-1.231.11
The chart of Sortino ratio for TXMD, currently valued at -2.09, compared to the broader market-4.00-2.000.002.004.00-2.091.63
The chart of Omega ratio for TXMD, currently valued at 0.77, compared to the broader market0.501.001.502.000.771.24
The chart of Calmar ratio for TXMD, currently valued at -0.54, compared to the broader market0.002.004.006.00-0.541.62
The chart of Martin ratio for TXMD, currently valued at -1.70, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.703.37
TXMD
CORT

The current TXMD Sharpe Ratio is -1.23, which is lower than the CORT Sharpe Ratio of 1.11. 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-1.23
1.11
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%JulyAugustSeptemberOctoberNovemberDecember
-99.99%
-16.35%
TXMD
CORT

Volatility

TXMD vs. CORT - Volatility Comparison

TherapeuticsMD, Inc. (TXMD) and Corcept Therapeutics Incorporated (CORT) have volatilities of 11.70% and 11.44%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
11.70%
11.44%
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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