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ISIN
US3968791083
CUSIP
396879108
IPO Date
Sep 25, 2020

Highlights

Market Cap
$331.35M
Enterprise Value
$327.54M
EPS (TTM)
-$1.44
Gross Profit (TTM)
-$2.68K
EBITDA (TTM)
-$19.52M
Year Range
$7.78 - $34.10
ROA (TTM)
-511.58%
ROE (TTM)
-891.35%

Share Price Chart


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Performance

GLSI Performance Chart

Greenwich LifeSciences, Inc. (GLSI) is up 15.6% since the beginning of the year. At $24 per share, GLSI is trading 28.8% below its 52-week high of $34. Investors who bought $1,000 worth of GLSI shares 5 years ago would now be looking at an investment worth $622.


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S&P 500 Index

Returns By Period

Greenwich LifeSciences, Inc. (GLSI) has returned 15.61% so far this year and 154.35% over the past 12 months.


Greenwich LifeSciences, Inc.

1D
0.00%
1M
10.51%
YTD
15.61%
6M
188.82%
1Y
154.35%
3Y*
30.34%
5Y*
-9.06%
10Y*

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GLSI Monthly Returns History

Based on dividend-adjusted daily data since Sep 25, 2020, GLSI's average daily return is +0.79%, while the average monthly return is +10.57%. At this rate, an investment would double in approximately 0.6 years.

Historically, 41% of months were positive and 59% were negative. The best month was Dec 2020 with a return of +588.1%, while the worst month was Apr 2022 at -39.6%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 5 months.

On a daily basis, GLSI closed higher 47% of trading days. The best single day was Dec 9, 2020 with a return of +998.4%, while the worst single day was Apr 12, 2021 at -27.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202643.12%-7.82%-13.35%-1.67%10.82%-7.20%15.61%
202515.23%-5.56%-21.93%5.87%-2.48%-7.92%20.62%4.94%-13.33%-7.44%-5.21%140.66%87.09%
2024-17.87%40.74%63.98%-37.71%19.40%16.39%-6.60%-13.03%2.50%-6.40%5.95%-21.19%6.75%
202330.53%-21.32%-11.66%-22.34%1.68%-11.43%-4.61%-0.33%-3.60%-5.43%39.95%-10.09%-30.79%
2022-24.09%5.52%0.67%-39.60%-34.68%9.43%-4.49%17.18%-4.01%-0.99%54.83%8.96%-37.53%
20212.82%-16.45%8.81%10.30%-1.38%21.20%-12.17%1.39%-2.37%-9.50%-11.11%-22.59%-33.29%

Benchmark Metrics

Greenwich LifeSciences, Inc. has an annualized alpha of 539.97%, beta of 0.77, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since September 28, 2020.

  • This stock captured 227.17% of S&P 500 Index gains and 152.13% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • R2 of 0.00 means this stock moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
539.97%
Beta
0.77
0.00
Upside Capture
227.17%
Downside Capture
152.13%

Return for Risk

Risk / Return Rank

GLSI ranks 83 for risk / return — in the top 83% of stocks on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


GLSI Risk / Return Rank: 8383
Overall Rank
GLSI Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
GLSI Sortino Ratio Rank: 8282
Sortino Ratio Rank
GLSI Omega Ratio Rank: 7979
Omega Ratio Rank
GLSI Calmar Ratio Rank: 8989
Calmar Ratio Rank
GLSI Martin Ratio Rank: 8383
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Greenwich LifeSciences, Inc. (GLSI) and compare them to S&P 500 Index.


GLSIBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.56

Sortino ratioReturn per unit of downside risk

-0.64

Omega ratioGain probability vs. loss probability

1.29

1.41

-0.11

Calmar ratioReturn relative to maximum drawdown

4.18

2.93

+1.25

Martin ratioReturn relative to average drawdown

7.83

13.52

-5.69

Dividends

Dividend History


Greenwich LifeSciences, Inc. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Greenwich LifeSciences, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Greenwich LifeSciences, Inc. was 90.11%, occurring on Jun 16, 2022. The portfolio has not yet recovered.

The current Greenwich LifeSciences, Inc. drawdown is 66.37%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-90.11%Jun 2022
1y 6mo
5y 5moDec 2020 - now
2020 bear market2020
-30.50%Nov 2020
1mo 16d6d
1mo 22dSep 2020 - Nov 2020
2020 pullback2020
-7.50%Dec 2020
1d1d
2dDec 2020 - Dec 2020
2020 pullback2020
-3.83%Nov 2020
0s8d
8dNov 2020 - Dec 2020
2020 pullback2020
-1.48%Nov 2020
0s3d
3dNov 2020 - Nov 2020

Drawdown Indicators


GLSIBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-90.11%

-56.78%

-33.33%

Max Drawdown (1Y)

Largest decline over 1 year

-37.15%

-9.10%

-28.05%

Max Drawdown (3Y)

Largest decline over 3 years

-61.37%

-18.90%

-42.47%

Max Drawdown (5Y)

Largest decline over 5 years

-84.90%

-25.43%

-59.47%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-66.37%

-0.74%

-65.63%

Average Drawdown

Average peak-to-trough decline

-72.51%

-10.72%

-61.79%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.79%

1.97%

+17.82%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Financials

Financial Performance

The chart below illustrates the trends in the financial health of Greenwich LifeSciences, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.


Annual
Quarterly

0.0

Valuation

The Valuation section provides an overview of how Greenwich LifeSciences, Inc. is priced in the market compared to other companies in the Biotechnology industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for GLSI in comparison with other companies in the Biotechnology industry. Currently, GLSI has a P/B value of 151.6. This P/B ratio is higher than most companies in the industry. It may suggest the stock is overvalued or that investors expect the company to generate high returns on its assets.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items
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